DFISX vs. FTBFX
DFISX (DFA International Small Company Portfolio) and FTBFX (Fidelity Total Bond Fund) are both mutual funds - DFISX is a Foreign Small & Mid Cap Equities fund managed by Dimensional, while FTBFX is a Intermediate Core-Plus Bond fund actively managed by Fidelity. Over the past 10 years, DFISX returned 8.53%/yr vs 2.43%/yr for FTBFX. At a 0.05 correlation, their price movements are largely independent. DFISX charges 0.39%/yr vs 0.45%/yr for FTBFX.
Performance
DFISX vs. FTBFX - Performance Comparison
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Returns By Period
In the year-to-date period, DFISX achieves a 7.65% return, which is significantly higher than FTBFX's 0.57% return. Over the past 10 years, DFISX has outperformed FTBFX with an annualized return of 8.53%, while FTBFX has yielded a comparatively lower 2.43% annualized return.
DFISX
- 1D
- 2.27%
- 1M
- -0.97%
- YTD
- 7.65%
- 6M
- 9.88%
- 1Y
- 21.49%
- 3Y*
- 17.56%
- 5Y*
- 6.74%
- 10Y*
- 8.53%
FTBFX
- 1D
- 0.53%
- 1M
- 0.47%
- YTD
- 0.57%
- 6M
- 1.02%
- 1Y
- 4.86%
- 3Y*
- 4.80%
- 5Y*
- 0.60%
- 10Y*
- 2.43%
DFISX vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 7.65% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
FTBFX Fidelity Total Bond Fund | 0.57% | 7.50% | 2.13% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Correlation
The correlation between DFISX and FTBFX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.05 |
Over the past year, DFISX and FTBFX have become more correlated (0.44) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
DFISX vs. FTBFX — Risk / Return Rank
DFISX
FTBFX
DFISX vs. FTBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Fidelity Total Bond Fund (FTBFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFISX | FTBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.80 | +0.10 |
| Martin ratioReturn relative to average drawdown | 6.86 | 5.30 | +1.56 |
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Drawdowns
DFISX vs. FTBFX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for DFISX and FTBFX.
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Drawdown Indicators
| DFISX | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -18.25% | -42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -2.89% | -9.07% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -5.82% | -7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -18.25% | -16.81% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -18.25% | -24.75% |
Current DrawdownCurrent decline from peak | -3.11% | -1.31% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -2.32% | -9.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 0.98% | +2.31% |
Volatility
DFISX vs. FTBFX - Volatility Comparison
DFA International Small Company Portfolio (DFISX) has a higher volatility of 4.59% compared to Fidelity Total Bond Fund (FTBFX) at 1.43%. This indicates that DFISX's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFISX | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 1.43% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 2.85% | +8.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.17% | 3.84% | +10.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 5.67% | +10.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 4.73% | +11.48% |
DFISX vs. FTBFX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Dividends
DFISX vs. FTBFX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 2.92%, less than FTBFX's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.92% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
FTBFX Fidelity Total Bond Fund | 4.36% | 4.36% | 4.15% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
Frequently Asked Questions
DFISX and FTBFX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFISX has higher volatility (4.59%) compared to FTBFX (1.43%). In terms of maximum drawdown, DFISX dropped -60.66% vs FTBFX's -18.25%.
DFISX currently has the higher Sharpe Ratio (1.60 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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