DIPSX vs. FXNAX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Fidelity U.S. Bond Index Fund (FXNAX).
DIPSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 17, 2006. FXNAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIPSX or FXNAX.
Key characteristics
| DIPSX | FXNAX | |
|---|---|---|
| YTD Return | 2.50% | 1.62% |
| 1Y Return | 5.78% | 6.49% |
| 3Y Return (Ann) | -2.41% | -2.33% |
| 5Y Return (Ann) | 2.06% | -0.47% |
| 10Y Return (Ann) | 2.12% | 1.28% |
| Sharpe Ratio | 1.31 | 1.11 |
| Sortino Ratio | 1.96 | 1.67 |
| Omega Ratio | 1.24 | 1.20 |
| Calmar Ratio | 0.54 | 0.41 |
| Martin Ratio | 5.86 | 3.68 |
| Ulcer Index | 1.16% | 1.73% |
| Daily Std Dev | 5.17% | 5.86% |
| Max Drawdown | -15.57% | -19.64% |
| Current Drawdown | -7.18% | -10.08% |
Correlation
The correlation between DIPSX and FXNAX 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.
Performance
DIPSX vs. FXNAX - Performance Comparison
In the year-to-date period, DIPSX achieves a 2.50% return, which is significantly higher than FXNAX's 1.62% return. Over the past 10 years, DIPSX has outperformed FXNAX with an annualized return of 2.12%, while FXNAX has yielded a comparatively lower 1.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DIPSX vs. FXNAX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is higher than FXNAX'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
DIPSX vs. FXNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.
Dividends
DIPSX vs. FXNAX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 3.20%, less than FXNAX's 3.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 3.20% | 3.74% | 8.15% | 4.82% | 1.28% | 1.97% | 2.28% | 2.64% | 1.75% | 0.60% | 1.91% | 1.37% |
FXNAX Fidelity U.S. Bond Index Fund | 3.32% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
Drawdowns
DIPSX vs. FXNAX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -15.57%, smaller than the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for DIPSX and FXNAX. For additional features, visit the drawdowns tool.
Volatility
DIPSX vs. FXNAX - Volatility Comparison
The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.36%, while Fidelity U.S. Bond Index Fund (FXNAX) has a volatility of 1.62%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.