DGITX vs. FSRKX
DGITX (DGI Balanced Fund) and FSRKX (Fidelity Strategic Real Return Fund Class K6) are both Diversified Portfolio funds. Over the past 5 years, DGITX returned 3.98%/yr vs 5.72%/yr for FSRKX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. DGITX charges 1.40%/yr vs 0.51%/yr for FSRKX.
Performance
DGITX vs. FSRKX - Performance Comparison
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Returns By Period
In the year-to-date period, DGITX achieves a 5.67% return, which is significantly lower than FSRKX's 6.99% return.
DGITX
- 1D
- 0.89%
- 1M
- -0.51%
- 6M
- 3.50%
- YTD
- 5.67%
- 1Y
- 13.24%
- 3Y*
- 9.31%
- 5Y*
- 3.98%
- 10Y*
- —
- ALL TIME*
- 3.68%
FSRKX
- 1D
- 0.00%
- 1M
- 0.64%
- 6M
- 3.39%
- YTD
- 6.99%
- 1Y
- 13.35%
- 3Y*
- 8.30%
- 5Y*
- 5.72%
- 10Y*
- —
- ALL TIME*
- 6.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DGITX DGI Balanced Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
DGITX vs. FSRKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGITX DGI Balanced Fund | 5.67% | 12.53% | 6.91% | 10.92% | -15.06% | 0.60% |
FSRKX Fidelity Strategic Real Return Fund Class K6 | 6.99% | 10.59% | 6.00% | 4.81% | -3.13% | 5.93% |
Correlation
The correlation between DGITX and FSRKX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2021 | 0.62 |
Over the past year, the correlation between DGITX and FSRKX has dropped to 0.38 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
DGITX vs. FSRKX — Risk / Return Rank
DGITX
FSRKX
DGITX vs. FSRKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DGI Balanced Fund (DGITX) and Fidelity Strategic Real Return Fund Class K6 (FSRKX). 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.
| DGITX | FSRKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.50 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 3.55 | -1.50 |
| Martin ratioReturn relative to average drawdown | 8.35 | 11.71 | -3.36 |
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Drawdowns
DGITX vs. FSRKX - Drawdown Comparison
The maximum DGITX drawdown since its inception was -18.45%, smaller than the maximum FSRKX drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for DGITX and FSRKX.
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Drawdown Indicators
| DGITX | FSRKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.45% | -19.93% | +1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -3.60% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -9.95% | -5.84% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -18.45% | -12.74% | -5.71% |
Current DrawdownCurrent decline from peak | -0.95% | -2.37% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -3.19% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.11% | +0.36% |
Volatility
DGITX vs. FSRKX - Volatility Comparison
DGI Balanced Fund (DGITX) has a higher volatility of 2.01% compared to Fidelity Strategic Real Return Fund Class K6 (FSRKX) at 1.83%. This indicates that DGITX's price experiences larger fluctuations and is considered to be riskier than FSRKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGITX | FSRKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 1.83% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.69% | 3.90% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.29% | 5.06% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.52% | 6.94% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.43% | 7.75% | +1.68% |
DGITX vs. FSRKX - Expense Ratio Comparison
DGITX has a 1.40% expense ratio, which is higher than FSRKX's 0.51% expense ratio.
Dividends
DGITX vs. FSRKX - Dividend Comparison
DGITX's dividend yield for the trailing twelve months is around 1.10%, less than FSRKX's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DGITX DGI Balanced Fund | 1.10% | 1.16% | 0.73% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
FSRKX Fidelity Strategic Real Return Fund Class K6 | 3.29% | 4.83% | 4.98% | 5.38% | 7.38% | 5.43% | 2.31% | 1.16% |
Frequently Asked Questions
DGITX and FSRKX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGITX has higher volatility (2.01%) compared to FSRKX (1.83%). In terms of maximum drawdown, DGITX dropped -18.45% vs FSRKX's -19.93%.
FSRKX currently has the higher Sharpe Ratio (2.56 vs 1.48), 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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