FSEAX vs. DFRSX
Compare and contrast key facts about Fidelity Emerging Asia Fund (FSEAX) and DFA Asia Pacific Small Company (DFRSX).
FSEAX is managed by Fidelity. It was launched on Apr 19, 1993. DFRSX is managed by Dimensional Fund Advisors LP. It was launched on Jan 4, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSEAX or DFRSX.
Performance
FSEAX vs. DFRSX - Performance Comparison
Returns By Period
In the year-to-date period, FSEAX achieves a 22.65% return, which is significantly higher than DFRSX's 3.21% return. Over the past 10 years, FSEAX has outperformed DFRSX with an annualized return of 4.77%, while DFRSX has yielded a comparatively lower 3.40% annualized return.
FSEAX
22.65%
-2.68%
8.50%
27.14%
1.64%
4.77%
DFRSX
3.21%
-6.44%
-0.61%
12.43%
3.44%
3.40%
Key characteristics
| FSEAX | DFRSX | |
|---|---|---|
| Sharpe Ratio | 1.49 | 0.76 |
| Sortino Ratio | 2.20 | 1.17 |
| Omega Ratio | 1.26 | 1.14 |
| Calmar Ratio | 0.50 | 0.49 |
| Martin Ratio | 8.28 | 3.65 |
| Ulcer Index | 3.16% | 3.19% |
| Daily Std Dev | 17.59% | 15.27% |
| Max Drawdown | -65.12% | -71.01% |
| Current Drawdown | -38.75% | -13.42% |
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FSEAX vs. DFRSX - Expense Ratio Comparison
FSEAX has a 1.02% expense ratio, which is higher than DFRSX's 0.42% expense ratio.
Correlation
The correlation between FSEAX and DFRSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FSEAX vs. DFRSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Asia Fund (FSEAX) and DFA Asia Pacific Small Company (DFRSX). 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
FSEAX vs. DFRSX - Dividend Comparison
FSEAX's dividend yield for the trailing twelve months is around 0.06%, less than DFRSX's 4.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSEAX Fidelity Emerging Asia Fund | 0.06% | 0.08% | 0.00% | 0.17% | 0.00% | 0.72% | 1.06% | 0.82% | 1.09% | 0.44% | 0.90% | 1.26% |
DFRSX DFA Asia Pacific Small Company | 4.56% | 4.70% | 4.24% | 4.60% | 2.91% | 4.56% | 3.49% | 4.01% | 3.80% | 3.96% | 5.24% | 4.13% |
Drawdowns
FSEAX vs. DFRSX - Drawdown Comparison
The maximum FSEAX drawdown since its inception was -65.12%, smaller than the maximum DFRSX drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for FSEAX and DFRSX. For additional features, visit the drawdowns tool.
Volatility
FSEAX vs. DFRSX - Volatility Comparison
Fidelity Emerging Asia Fund (FSEAX) has a higher volatility of 5.10% compared to DFA Asia Pacific Small Company (DFRSX) at 3.99%. This indicates that FSEAX's price experiences larger fluctuations and is considered to be riskier than DFRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.