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DFEQX vs. FUAMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFEQX and FUAMX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

DFEQX vs. FUAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Term Extended Quality Portfolio (DFEQX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DFEQX:

0.00%

FUAMX:

7.24%

Max Drawdown

DFEQX:

-2.10%

FUAMX:

-0.72%

Current Drawdown

DFEQX:

-0.00%

FUAMX:

-0.62%

Returns By Period


DFEQX

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

FUAMX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DFEQX vs. FUAMX - Expense Ratio Comparison

DFEQX has a 0.19% expense ratio, which is higher than FUAMX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

DFEQX vs. FUAMX — Risk-Adjusted Performance Rank

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

DFEQX
The Risk-Adjusted Performance Rank of DFEQX is 100100
Overall Rank
The Sharpe Ratio Rank of DFEQX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEQX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of DFEQX is 100100
Omega Ratio Rank
The Calmar Ratio Rank of DFEQX is 100100
Calmar Ratio Rank
The Martin Ratio Rank of DFEQX is 100100
Martin Ratio Rank

FUAMX
The Risk-Adjusted Performance Rank of FUAMX is 7575
Overall Rank
The Sharpe Ratio Rank of FUAMX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FUAMX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FUAMX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FUAMX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FUAMX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFEQX vs. FUAMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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.



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Dividends

DFEQX vs. FUAMX - Dividend Comparison

DFEQX has not paid dividends to shareholders, while FUAMX's dividend yield for the trailing twelve months is around 3.64%.


TTM20242023202220212020201920182017201620152014
DFEQX
DFA Short-Term Extended Quality Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFEQX vs. FUAMX - Drawdown Comparison

The maximum DFEQX drawdown since its inception was -2.10%, which is greater than FUAMX's maximum drawdown of -0.72%. Use the drawdown chart below to compare losses from any high point for DFEQX and FUAMX. For additional features, visit the drawdowns tool.


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Volatility

DFEQX vs. FUAMX - Volatility Comparison


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