FSCIX vs. DFSTX
Compare and contrast key facts about Fidelity Advisor Small Cap Fund Class I (FSCIX) and DFA U.S. Small Cap Portfolio (DFSTX).
FSCIX is managed by Fidelity. It was launched on Sep 9, 1998. DFSTX is managed by Dimensional Fund Advisors LP. It was launched on Mar 19, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCIX or DFSTX.
Key characteristics
| FSCIX | DFSTX | |
|---|---|---|
| YTD Return | 14.07% | 10.93% |
| 1Y Return | 36.83% | 33.61% |
| 3Y Return (Ann) | 2.77% | 5.06% |
| 5Y Return (Ann) | 11.70% | 11.78% |
| 10Y Return (Ann) | 8.90% | 9.04% |
| Sharpe Ratio | 2.09 | 1.85 |
| Sortino Ratio | 2.88 | 2.62 |
| Omega Ratio | 1.35 | 1.32 |
| Calmar Ratio | 1.55 | 1.88 |
| Martin Ratio | 13.34 | 10.80 |
| Ulcer Index | 2.87% | 3.20% |
| Daily Std Dev | 18.35% | 18.67% |
| Max Drawdown | -49.58% | -60.99% |
| Current Drawdown | -3.72% | -2.22% |
Correlation
The correlation between FSCIX and DFSTX 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.
Performance
FSCIX vs. DFSTX - Performance Comparison
In the year-to-date period, FSCIX achieves a 14.07% return, which is significantly higher than DFSTX's 10.93% return. Both investments have delivered pretty close results over the past 10 years, with FSCIX having a 8.90% annualized return and DFSTX not far ahead at 9.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSCIX vs. DFSTX - Expense Ratio Comparison
FSCIX has a 0.97% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Risk-Adjusted Performance
FSCIX vs. DFSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class I (FSCIX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
Dividends
FSCIX vs. DFSTX - Dividend Comparison
FSCIX's dividend yield for the trailing twelve months is around 1.03%, less than DFSTX's 2.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCIX Fidelity Advisor Small Cap Fund Class I | 1.03% | 1.17% | 4.64% | 9.81% | 2.39% | 3.53% | 13.10% | 12.79% | 2.44% | 7.76% | 12.39% | 11.59% |
DFSTX DFA U.S. Small Cap Portfolio | 2.26% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.92% | 3.42% | 6.33% | 3.73% | 3.75% |
Drawdowns
FSCIX vs. DFSTX - Drawdown Comparison
The maximum FSCIX drawdown since its inception was -49.58%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for FSCIX and DFSTX. For additional features, visit the drawdowns tool.
Volatility
FSCIX vs. DFSTX - Volatility Comparison
Fidelity Advisor Small Cap Fund Class I (FSCIX) and DFA U.S. Small Cap Portfolio (DFSTX) have volatilities of 3.91% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.