DCMSX vs. FIFGX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and Fidelity SAI Inflation-Focused (FIFGX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. FIFGX is managed by Fidelity. It was launched on Dec 20, 2018.
Performance
DCMSX vs. FIFGX - Performance Comparison
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DCMSX vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 25.97% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -2.43% |
FIFGX Fidelity SAI Inflation-Focused | 40.42% | 7.44% | 6.34% | -11.90% | 9.30% | 32.92% | 1.48% | 9.32% | -2.00% |
Returns By Period
In the year-to-date period, DCMSX achieves a 25.97% return, which is significantly lower than FIFGX's 40.42% return.
DCMSX
- 1D
- 0.47%
- 1M
- 9.69%
- YTD
- 25.97%
- 6M
- 32.29%
- 1Y
- 33.46%
- 3Y*
- 13.72%
- 5Y*
- 14.21%
- 10Y*
- 8.45%
FIFGX
- 1D
- 1.03%
- 1M
- 22.58%
- YTD
- 40.42%
- 6M
- 39.86%
- 1Y
- 40.86%
- 3Y*
- 13.84%
- 5Y*
- 13.85%
- 10Y*
- —
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DCMSX vs. FIFGX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is lower than FIFGX's 0.39% expense ratio.
Return for Risk
DCMSX vs. FIFGX — Risk / Return Rank
DCMSX
FIFGX
DCMSX vs. FIFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and Fidelity SAI Inflation-Focused (FIFGX). 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.
| DCMSX | FIFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 2.00 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.71 | 2.62 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.50 | +0.27 |
Martin ratioReturn relative to average drawdown | 10.61 | 9.26 | +1.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DCMSX | FIFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.00 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.03 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.03 | +0.06 |
Correlation
The correlation between DCMSX and FIFGX is 0.90, 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.
Dividends
DCMSX vs. FIFGX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.36%, more than FIFGX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 8.36% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
FIFGX Fidelity SAI Inflation-Focused | 3.87% | 5.44% | 4.73% | 2.43% | 12.64% | 35.77% | 3.10% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DCMSX vs. FIFGX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, smaller than the maximum FIFGX drawdown of -92.38%. Use the drawdown chart below to compare losses from any high point for DCMSX and FIFGX.
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Drawdown Indicators
| DCMSX | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -92.38% | +31.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -12.22% | +2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -92.38% | +64.45% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | 0.00% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -32.13% | -14.19% | -17.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 4.63% | -1.35% |
Volatility
DCMSX vs. FIFGX - Volatility Comparison
The current volatility for DFA Commodity Strategy Portfolio (DCMSX) is 6.55%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 10.69%. This indicates that DCMSX experiences smaller price fluctuations and is considered to be less risky than FIFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCMSX | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 10.69% | -4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 16.35% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 21.61% | -5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 408.16% | -391.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 338.61% | -324.17% |