FSUVX vs. DFIEX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and DFA International Core Equity Portfolio I (DFIEX).

FSUVX is managed by Fidelity. It was launched on May 29, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.

Performance

FSUVX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

FSUVX vs. DFIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	-1.62%	11.03%	17.40%	14.80%	-10.93%	21.51%	9.86%	27.73%	1.35%	17.68%
DFIEX DFA International Core Equity Portfolio I	2.80%	36.18%	3.99%	17.50%	-13.51%	13.85%	7.73%	21.70%	-17.41%	28.04%

Returns By Period

In the year-to-date period, FSUVX achieves a -1.62% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, FSUVX has outperformed DFIEX with an annualized return of 10.73%, while DFIEX has yielded a comparatively lower 9.64% annualized return.

FSUVX

• 1D: 1.63%
• 1M: -5.56%
• YTD: -1.62%
• 6M: -1.39%
• 1Y: 6.69%
• 3Y*: 12.70%
• 5Y*: 8.98%
• 10Y*: 10.73%

DFIEX

• 1D: 3.02%
• 1M: -6.42%
• YTD: 2.80%
• 6M: 8.00%
• 1Y: 30.46%
• 3Y*: 16.74%
• 5Y*: 9.40%
• 10Y*: 9.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSUVX vs. DFIEX - Expense Ratio Comparison

FSUVX has a 0.11% expense ratio, which is lower than DFIEX'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%.

DFIEX

DFA International Core Equity Portfolio I

FSUVX

Fidelity SAI U.S. Low Volatility Index Fund

Return for Risk

FSUVX vs. DFIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSUVX

FSUVX Risk / Return Rank: 20
FSUVX Sharpe Ratio Rank: 17
FSUVX Sortino Ratio Rank: 17
FSUVX Omega Ratio Rank: 18
FSUVX Calmar Ratio Rank: 22
FSUVX Martin Ratio Rank: 28

DFIEX

DFIEX Risk / Return Rank: 90
DFIEX Sharpe Ratio Rank: 91
DFIEX Sortino Ratio Rank: 90
DFIEX Omega Ratio Rank: 89
DFIEX Calmar Ratio Rank: 90
DFIEX Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSUVX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and DFA International Core Equity Portfolio I (DFIEX). 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.

	FSUVX	DFIEX	Difference
Sharpe ratio Return per unit of total volatility	0.52	1.95	-1.43
Sortino ratio Return per unit of downside risk	0.83	2.55	-1.72
Omega ratio Gain probability vs. loss probability	1.12	1.39	-0.27
Calmar ratio Return relative to maximum drawdown	0.71	2.57	-1.86
Martin ratio Return relative to average drawdown	3.26	10.07	-6.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSUVX vs. DFIEX - Sharpe Ratio Comparison

The current FSUVX Sharpe Ratio is 0.52, which is lower than the DFIEX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of FSUVX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSUVX	DFIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	1.95	-1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.60	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.59	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.35	+0.38

Correlation

The correlation between FSUVX and DFIEX 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.

Dividends

FSUVX vs. DFIEX - Dividend Comparison

FSUVX's dividend yield for the trailing twelve months is around 4.53%, more than DFIEX's 3.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	4.53%	4.45%	2.25%	1.74%	4.12%	3.52%	1.31%	3.80%	2.63%	2.94%	2.23%	1.17%
DFIEX DFA International Core Equity Portfolio I	3.14%	3.22%	3.42%	3.36%	2.88%	2.98%	1.77%	2.90%	2.95%	2.49%	2.76%	4.20%

Drawdowns

FSUVX vs. DFIEX - Drawdown Comparison

The maximum FSUVX drawdown since its inception was -32.41%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FSUVX and DFIEX.

Drawdown Indicators

	FSUVX	DFIEX	Difference
Max Drawdown Largest peak-to-trough decline	-32.41%	-62.22%	+29.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.27%	-11.01%	+1.74%
Max Drawdown (5Y) Largest decline over 5 years	-19.48%	-28.66%	+9.18%
Max Drawdown (10Y) Largest decline over 10 years	-32.41%	-41.04%	+8.63%
Current Drawdown Current decline from peak	-5.56%	-7.75%	+2.19%
Average Drawdown Average peak-to-trough decline	-3.31%	-12.26%	+8.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.81%	-0.79%

Volatility

FSUVX vs. DFIEX - Volatility Comparison

The current volatility for Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) is 3.59%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FSUVX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSUVX	DFIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	7.09%	-3.50%
Volatility (6M) Calculated over the trailing 6-month period	6.39%	10.45%	-4.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.94%	15.90%	-2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.00%	15.65%	-2.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.18%	16.35%	-1.17%