FSMAX vs. DFSVX

In the year-to-date period, FSMAX achieves a -6.29% return, which is significantly higher than DFSVX's -9.15% return. Over the past 10 years, FSMAX has underperformed DFSVX with an annualized return of 5.37%, while DFSVX has yielded a comparatively higher 7.36% annualized return.

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FSMAX has a 0.04% expense ratio, which is lower than DFSVX's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Extended Market Index Fund (FSMAX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.

The current FSMAX Sharpe Ratio is 0.20, which is higher than the DFSVX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of FSMAX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSMAX's dividend yield for the trailing twelve months is around 0.52%, less than DFSVX's 1.67% yield.

The maximum FSMAX drawdown since its inception was -41.67%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for FSMAX and DFSVX. For additional features, visit the drawdowns tool.

Fidelity Extended Market Index Fund (FSMAX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 7.79% and 7.89%, 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.