FNIDX vs. DFSPX
Compare and contrast key facts about Fidelity International Sustainability Index Fd (FNIDX) and DFA International Sustainability Core 1 Portfolio (DFSPX).
FNIDX is managed by Fidelity. It was launched on May 9, 2017. DFSPX is managed by Dimensional. It was launched on Mar 12, 2008.
Performance
FNIDX vs. DFSPX - Performance Comparison
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FNIDX vs. DFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNIDX Fidelity International Sustainability Index Fd | 0.33% | 29.80% | 5.67% | 14.65% | -18.89% | 7.65% | 12.98% | 22.20% | -14.00% | 12.96% |
DFSPX DFA International Sustainability Core 1 Portfolio | -1.12% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 12.46% |
Returns By Period
In the year-to-date period, FNIDX achieves a 0.33% return, which is significantly higher than DFSPX's -1.12% return.
FNIDX
- 1D
- 3.17%
- 1M
- -6.48%
- YTD
- 0.33%
- 6M
- 3.10%
- 1Y
- 23.87%
- 3Y*
- 13.59%
- 5Y*
- 5.57%
- 10Y*
- —
DFSPX
- 1D
- 3.19%
- 1M
- -7.56%
- YTD
- -1.12%
- 6M
- 2.70%
- 1Y
- 23.62%
- 3Y*
- 14.67%
- 5Y*
- 7.41%
- 10Y*
- 8.97%
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FNIDX vs. DFSPX - Expense Ratio Comparison
FNIDX has a 0.20% expense ratio, which is lower than DFSPX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FNIDX vs. DFSPX — Risk / Return Rank
FNIDX
DFSPX
FNIDX vs. DFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Sustainability Index Fd (FNIDX) and DFA International Sustainability Core 1 Portfolio (DFSPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FNIDX | DFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.46 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.99 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.81 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.87 | 7.25 | +0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNIDX | DFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.46 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.47 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.55 | -0.11 |
Correlation
The correlation between FNIDX and DFSPX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FNIDX vs. DFSPX - Dividend Comparison
FNIDX's dividend yield for the trailing twelve months is around 2.80%, less than DFSPX's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNIDX Fidelity International Sustainability Index Fd | 2.80% | 2.81% | 2.34% | 2.64% | 2.32% | 1.93% | 1.13% | 2.17% | 2.28% | 1.27% | 0.00% | 0.00% |
DFSPX DFA International Sustainability Core 1 Portfolio | 3.07% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
Drawdowns
FNIDX vs. DFSPX - Drawdown Comparison
The maximum FNIDX drawdown since its inception was -33.17%, smaller than the maximum DFSPX drawdown of -35.86%. Use the drawdown chart below to compare losses from any high point for FNIDX and DFSPX.
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Drawdown Indicators
| FNIDX | DFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.17% | -35.86% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.96% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.79% | -32.68% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.86% | — |
Current DrawdownCurrent decline from peak | -8.49% | -9.10% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -7.26% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.99% | -0.01% |
Volatility
FNIDX vs. DFSPX - Volatility Comparison
Fidelity International Sustainability Index Fd (FNIDX) has a higher volatility of 8.09% compared to DFA International Sustainability Core 1 Portfolio (DFSPX) at 7.55%. This indicates that FNIDX's price experiences larger fluctuations and is considered to be riskier than DFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNIDX | DFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 7.55% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 10.93% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 16.46% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 15.95% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.16% | +0.38% |