PortfoliosLab logoPortfoliosLab logo
DRIKX vs. FRIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRIKX vs. FRIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DRIKX vs. FRIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIKX
Dimensional 2055 Target Date Retirement Income Fund
-3.82%19.29%17.19%21.26%-15.32%21.28%14.20%25.63%-9.16%21.59%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
-0.51%9.94%4.30%8.06%-11.66%2.78%8.57%10.57%-1.82%7.08%

Returns By Period

In the year-to-date period, DRIKX achieves a -3.82% return, which is significantly lower than FRIMX's -0.51% return. Over the past 10 years, DRIKX has outperformed FRIMX with an annualized return of 11.10%, while FRIMX has yielded a comparatively lower 3.92% annualized return.


DRIKX

1D
-0.34%
1M
-8.02%
YTD
-3.82%
6M
-0.79%
1Y
16.84%
3Y*
15.26%
5Y*
9.48%
10Y*
11.10%

FRIMX

1D
0.26%
1M
-3.19%
YTD
-0.51%
6M
0.75%
1Y
7.05%
3Y*
5.96%
5Y*
2.40%
10Y*
3.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DRIKX vs. FRIMX - Expense Ratio Comparison

DRIKX has a 0.22% expense ratio, which is lower than FRIMX's 0.45% expense ratio.


Return for Risk

DRIKX vs. FRIMX — Risk / Return Rank

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

DRIKX
DRIKX Risk / Return Rank: 5555
Overall Rank
DRIKX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DRIKX Sortino Ratio Rank: 7070
Sortino Ratio Rank
DRIKX Omega Ratio Rank: 6969
Omega Ratio Rank
DRIKX Calmar Ratio Rank: 3030
Calmar Ratio Rank
DRIKX Martin Ratio Rank: 3838
Martin Ratio Rank

FRIMX
FRIMX Risk / Return Rank: 8282
Overall Rank
FRIMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FRIMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRIMX Omega Ratio Rank: 7979
Omega Ratio Rank
FRIMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRIMX Martin Ratio Rank: 8383
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.

DRIKX vs. FRIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). 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.


DRIKXFRIMXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.56

-0.38

Sortino ratio

Return per unit of downside risk

1.74

2.17

-0.43

Omega ratio

Gain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratio

Return relative to maximum drawdown

0.85

2.08

-1.23

Martin ratio

Return relative to average drawdown

3.99

8.41

-4.42

DRIKX vs. FRIMX - Sharpe Ratio Comparison

The current DRIKX Sharpe Ratio is 1.18, which is comparable to the FRIMX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DRIKX and FRIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DRIKXFRIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.56

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.46

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.88

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.53

+0.18

Correlation

The correlation between DRIKX and FRIMX is 0.70, 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

DRIKX vs. FRIMX - Dividend Comparison

DRIKX's dividend yield for the trailing twelve months is around 1.54%, less than FRIMX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
DRIKX
Dimensional 2055 Target Date Retirement Income Fund
1.54%1.24%2.44%3.19%3.92%2.37%2.41%2.12%2.27%1.18%1.39%0.00%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
3.15%3.11%3.01%2.82%4.52%3.54%2.41%2.56%4.67%8.56%1.67%1.68%

Drawdowns

DRIKX vs. FRIMX - Drawdown Comparison

The maximum DRIKX drawdown since its inception was -33.48%, roughly equal to the maximum FRIMX drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for DRIKX and FRIMX.


Loading graphics...

Drawdown Indicators


DRIKXFRIMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

-33.73%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-3.44%

-7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-16.12%

-7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.48%

-16.12%

-17.36%

Current Drawdown

Current decline from peak

-8.59%

-3.19%

-5.40%

Average Drawdown

Average peak-to-trough decline

-4.30%

-3.74%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

0.85%

+2.12%

Volatility

DRIKX vs. FRIMX - Volatility Comparison

Dimensional 2055 Target Date Retirement Income Fund (DRIKX) has a higher volatility of 4.40% compared to Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) at 1.95%. This indicates that DRIKX's price experiences larger fluctuations and is considered to be riskier than FRIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRIKXFRIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

1.95%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

2.86%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

4.59%

+11.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

5.21%

+9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

4.47%

+11.24%