DRILX vs. FRQKX
Compare and contrast key facts about Dimensional 2060 Target Date Retirement Income Fund (DRILX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX).
DRILX is managed by Dimensional. It was launched on Nov 1, 2015. FRQKX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
DRILX vs. FRQKX - Performance Comparison
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DRILX vs. FRQKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DRILX Dimensional 2060 Target Date Retirement Income Fund | -1.28% | 19.66% | 17.10% | 21.37% | -15.28% | 21.08% | 14.10% | 9.55% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 0.27% | 9.91% | 4.42% | 8.62% | -12.30% | 3.95% | 9.68% | 3.94% |
Returns By Period
In the year-to-date period, DRILX achieves a -1.28% return, which is significantly lower than FRQKX's 0.27% return.
DRILX
- 1D
- 2.61%
- 1M
- -5.29%
- YTD
- -1.28%
- 6M
- 1.48%
- 1Y
- 19.55%
- 3Y*
- 16.41%
- 5Y*
- 9.85%
- 10Y*
- 11.48%
FRQKX
- 1D
- 0.75%
- 1M
- -2.06%
- YTD
- 0.27%
- 6M
- 1.34%
- 1Y
- 7.69%
- 3Y*
- 6.38%
- 5Y*
- 2.56%
- 10Y*
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DRILX vs. FRQKX - Expense Ratio Comparison
DRILX has a 0.22% expense ratio, which is lower than FRQKX's 0.36% expense ratio.
Return for Risk
DRILX vs. FRQKX — Risk / Return Rank
DRILX
FRQKX
DRILX vs. FRQKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2060 Target Date Retirement Income Fund (DRILX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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.
| DRILX | FRQKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.73 | -0.34 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.42 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.37 | -1.26 |
Martin ratioReturn relative to average drawdown | 5.15 | 9.37 | -4.22 |
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
| DRILX | FRQKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.73 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.47 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.70 | +0.04 |
Correlation
The correlation between DRILX and FRQKX is 0.73, 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
DRILX vs. FRQKX - Dividend Comparison
DRILX's dividend yield for the trailing twelve months is around 1.52%, less than FRQKX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DRILX Dimensional 2060 Target Date Retirement Income Fund | 1.52% | 1.47% | 2.40% | 3.26% | 3.97% | 2.25% | 2.11% | 2.12% | 2.25% | 0.91% | 1.96% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 3.24% | 3.09% | 2.91% | 2.86% | 5.12% | 6.11% | 3.61% | 2.57% | 0.00% | 0.00% | 0.00% |
Drawdowns
DRILX vs. FRQKX - Drawdown Comparison
The maximum DRILX drawdown since its inception was -33.48%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for DRILX and FRQKX.
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Drawdown Indicators
| DRILX | FRQKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.48% | -16.97% | -16.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -3.42% | -7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -16.97% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -33.48% | — | — |
Current DrawdownCurrent decline from peak | -6.19% | -2.45% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -3.95% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 0.86% | +2.08% |
Volatility
DRILX vs. FRQKX - Volatility Comparison
Dimensional 2060 Target Date Retirement Income Fund (DRILX) has a higher volatility of 5.30% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 2.14%. This indicates that DRILX's price experiences larger fluctuations and is considered to be riskier than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRILX | FRQKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 2.14% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 2.96% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 4.67% | +11.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 5.53% | +9.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 5.77% | +9.96% |