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DIPSX vs. FEPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIPSX vs. FEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Inflation-Protected Securities Portfolio (DIPSX) and Fidelity Total Bond Fund (FEPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIPSX achieves a 1.26% return, which is significantly higher than FEPIX's 0.55% return. Over the past 10 years, DIPSX has outperformed FEPIX with an annualized return of 2.58%, while FEPIX has yielded a comparatively lower 2.34% annualized return.


DIPSX

1D
0.36%
1M
0.36%
YTD
1.26%
6M
1.35%
1Y
2.88%
3Y*
3.51%
5Y*
0.89%
10Y*
2.58%

FEPIX

1D
0.21%
1M
0.99%
YTD
0.55%
6M
0.89%
1Y
5.14%
3Y*
4.49%
5Y*
0.38%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIPSX vs. FEPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIPSX
DFA Inflation-Protected Securities Portfolio
1.26%5.77%2.02%3.93%-12.26%5.55%11.65%8.54%-1.30%3.28%
FEPIX
Fidelity Total Bond Fund
0.55%7.45%1.71%6.79%-13.55%-0.46%9.29%9.83%-0.82%4.24%

Correlation

The correlation between DIPSX and FEPIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.78

The correlation between DIPSX and FEPIX has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

DIPSX vs. FEPIX — Risk / Return Rank

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

DIPSX
DIPSX Risk / Return Rank: 1414
Overall Rank
DIPSX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DIPSX Sortino Ratio Rank: 1212
Sortino Ratio Rank
DIPSX Omega Ratio Rank: 1111
Omega Ratio Rank
DIPSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
DIPSX Martin Ratio Rank: 1717
Martin Ratio Rank

FEPIX
FEPIX Risk / Return Rank: 2525
Overall Rank
FEPIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FEPIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FEPIX Omega Ratio Rank: 2323
Omega Ratio Rank
FEPIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FEPIX Martin Ratio Rank: 2222
Martin Ratio Rank
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.

DIPSX vs. FEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and Fidelity Total Bond Fund (FEPIX). 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.


DIPSXFEPIXDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratioReturn relative to maximum drawdown

1.52

1.78

-0.25

Martin ratioReturn relative to average drawdown

4.22

5.01

-0.79

DIPSX vs. FEPIX - Sharpe Ratio Comparison

The current DIPSX Sharpe Ratio is 0.88, which is lower than the FEPIX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DIPSX and FEPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DIPSX vs. FEPIX - Drawdown Comparison

The maximum DIPSX drawdown since its inception was -14.64%, smaller than the maximum FEPIX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for DIPSX and FEPIX.


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Drawdown Indicators


DIPSXFEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.64%

-18.40%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.03%

-2.91%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-4.75%

-5.85%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-18.40%

+3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

-18.40%

+3.76%

Current Drawdown

Current decline from peak

-1.04%

-1.32%

+0.28%

Average Drawdown

Average peak-to-trough decline

-4.54%

-2.47%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.03%

-0.30%

Volatility

DIPSX vs. FEPIX - Volatility Comparison

DFA Inflation-Protected Securities Portfolio (DIPSX) and Fidelity Total Bond Fund (FEPIX) have volatilities of 1.12% and 1.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIPSXFEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.16%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

2.83%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

3.87%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

5.68%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

4.73%

+0.98%

DIPSX vs. FEPIX - Expense Ratio Comparison

DIPSX has a 0.11% expense ratio, which is lower than FEPIX's 0.50% expense ratio.


Dividends

DIPSX vs. FEPIX - Dividend Comparison

DIPSX's dividend yield for the trailing twelve months is around 2.03%, less than FEPIX's 4.30% yield.


PositionTTM20252024202320222021202020192018201720162015
DIPSX
DFA Inflation-Protected Securities Portfolio
2.03%2.43%2.70%3.73%8.14%4.86%1.58%2.12%2.28%2.64%1.99%0.69%
FEPIX
Fidelity Total Bond Fund
4.30%4.31%3.74%3.74%2.49%1.87%5.17%2.97%3.14%2.92%3.55%3.25%

Frequently Asked Questions


DIPSX and FEPIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEPIX has higher volatility (1.16%) compared to DIPSX (1.12%). In terms of maximum drawdown, DIPSX dropped -14.64% vs FEPIX's -18.40%.

FEPIX currently has the higher Sharpe Ratio (1.33 vs 0.88), 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.

Portfolio Optimizer

Find the right allocation for DIPSX and FEPIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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