DIPSX vs. FEPIX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Fidelity Total Bond Fund (FEPIX).
DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. FEPIX is managed by Fidelity.
Performance
DIPSX vs. FEPIX - Performance Comparison
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DIPSX vs. FEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 0.36% | 5.77% | 2.02% | 3.93% | -12.26% | 5.55% | 11.65% | 8.54% | -1.30% | 3.28% |
FEPIX Fidelity Total Bond Fund | -0.50% | 7.45% | 1.71% | 6.79% | -13.55% | -0.46% | 9.29% | 9.83% | -0.82% | 4.24% |
Returns By Period
In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly higher than FEPIX's -0.50% return. Both investments have delivered pretty close results over the past 10 years, with DIPSX having a 2.53% annualized return and FEPIX not far behind at 2.43%.
DIPSX
- 1D
- 0.63%
- 1M
- -1.41%
- YTD
- 0.36%
- 6M
- 0.19%
- 1Y
- 1.69%
- 3Y*
- 2.74%
- 5Y*
- 1.18%
- 10Y*
- 2.53%
FEPIX
- 1D
- 0.53%
- 1M
- -2.35%
- YTD
- -0.50%
- 6M
- 0.44%
- 1Y
- 4.14%
- 3Y*
- 3.99%
- 5Y*
- 0.60%
- 10Y*
- 2.43%
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DIPSX vs. FEPIX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is lower than FEPIX's 0.50% expense ratio.
Return for Risk
DIPSX vs. FEPIX — Risk / Return Rank
DIPSX
FEPIX
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.
| DIPSX | FEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.07 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.53 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.81 | -0.88 |
Martin ratioReturn relative to average drawdown | 2.70 | 5.50 | -2.80 |
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
| DIPSX | FEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.07 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.11 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.52 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.89 | -0.58 |
Correlation
The correlation between DIPSX and FEPIX is 0.78, 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
DIPSX vs. FEPIX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than FEPIX's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 2.05% | 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 | 3.97% | 4.31% | 3.74% | 3.74% | 2.49% | 1.87% | 5.17% | 2.97% | 3.14% | 2.92% | 3.55% | 3.25% |
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
| DIPSX | FEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -18.40% | +3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.86% | -0.16% |
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 DrawdownCurrent decline from peak | -1.92% | -2.35% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -2.48% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.94% | +0.10% |
Volatility
DIPSX vs. FEPIX - Volatility Comparison
The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.40%, while Fidelity Total Bond Fund (FEPIX) has a volatility of 1.58%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky than FEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIPSX | FEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 1.58% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.62% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 4.37% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 5.65% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 4.71% | +1.02% |