FSCRX vs. DFSCX
Compare and contrast key facts about Fidelity Small Cap Discovery Fund (FSCRX) and DFA U.S. Micro Cap Portfolio (DFSCX).
FSCRX is managed by Fidelity. It was launched on Sep 26, 2000. DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCRX or DFSCX.
Performance
FSCRX vs. DFSCX - Performance Comparison
Returns By Period
In the year-to-date period, FSCRX achieves a -0.19% return, which is significantly lower than DFSCX's 18.09% return. Over the past 10 years, FSCRX has underperformed DFSCX with an annualized return of -0.55%, while DFSCX has yielded a comparatively higher 9.41% annualized return.
FSCRX
-0.19%
1.88%
-2.75%
7.39%
2.85%
-0.55%
DFSCX
18.09%
7.43%
15.57%
32.62%
12.93%
9.41%
Key characteristics
| FSCRX | DFSCX | |
|---|---|---|
| Sharpe Ratio | 0.40 | 1.63 |
| Sortino Ratio | 0.65 | 2.43 |
| Omega Ratio | 1.09 | 1.29 |
| Calmar Ratio | 0.33 | 0.57 |
| Martin Ratio | 1.03 | 9.39 |
| Ulcer Index | 7.77% | 3.55% |
| Daily Std Dev | 20.10% | 20.43% |
| Max Drawdown | -61.11% | -97.78% |
| Current Drawdown | -16.75% | -44.78% |
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FSCRX vs. DFSCX - Expense Ratio Comparison
FSCRX has a 0.98% expense ratio, which is higher than DFSCX's 0.41% expense ratio.
Correlation
The correlation between FSCRX and DFSCX is 0.93, 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.
Risk-Adjusted Performance
FSCRX vs. DFSCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Discovery Fund (FSCRX) and DFA U.S. Micro Cap Portfolio (DFSCX). 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
FSCRX vs. DFSCX - Dividend Comparison
FSCRX's dividend yield for the trailing twelve months is around 0.11%, less than DFSCX's 0.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCRX Fidelity Small Cap Discovery Fund | 0.11% | 0.11% | 0.19% | 0.09% | 0.40% | 0.80% | 1.14% | 0.63% | 0.44% | 7.89% | 0.28% | 0.11% |
DFSCX DFA U.S. Micro Cap Portfolio | 0.95% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% | 0.52% |
Drawdowns
FSCRX vs. DFSCX - Drawdown Comparison
The maximum FSCRX drawdown since its inception was -61.11%, smaller than the maximum DFSCX drawdown of -97.78%. Use the drawdown chart below to compare losses from any high point for FSCRX and DFSCX. For additional features, visit the drawdowns tool.
Volatility
FSCRX vs. DFSCX - Volatility Comparison
The current volatility for Fidelity Small Cap Discovery Fund (FSCRX) is 6.64%, while DFA U.S. Micro Cap Portfolio (DFSCX) has a volatility of 8.24%. This indicates that FSCRX experiences smaller price fluctuations and is considered to be less risky than DFSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.