DSFIX vs. FMBPX
Compare and contrast key facts about DFA Social Fixed Income Portfolio (DSFIX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX).
DSFIX is managed by Dimensional. It was launched on Apr 5, 2016. FMBPX is managed by Federated. It was launched on Dec 20, 2007.
Performance
DSFIX vs. FMBPX - Performance Comparison
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DSFIX vs. FMBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | -0.34% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
FMBPX Federated Hermes Mortgage Strategy Portfolio | -0.18% | 9.03% | 1.04% | 4.44% | -12.21% | -1.35% | 4.77% | 6.30% | 1.13% | 2.86% |
Returns By Period
In the year-to-date period, DSFIX achieves a -0.34% return, which is significantly lower than FMBPX's -0.18% return.
DSFIX
- 1D
- 0.52%
- 1M
- -2.16%
- YTD
- -0.34%
- 6M
- 0.44%
- 1Y
- 3.96%
- 3Y*
- 4.02%
- 5Y*
- 0.51%
- 10Y*
- —
FMBPX
- 1D
- 0.59%
- 1M
- -2.19%
- YTD
- -0.18%
- 6M
- 1.51%
- 1Y
- 5.46%
- 3Y*
- 3.90%
- 5Y*
- 0.19%
- 10Y*
- 1.45%
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DSFIX vs. FMBPX - Expense Ratio Comparison
DSFIX has a 0.21% expense ratio, which is higher than FMBPX's 0.02% 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%.
Return for Risk
DSFIX vs. FMBPX — Risk / Return Rank
DSFIX
FMBPX
DSFIX vs. FMBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Social Fixed Income Portfolio (DSFIX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). 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.
| DSFIX | FMBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.25 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.87 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.11 | -0.45 |
Martin ratioReturn relative to average drawdown | 5.05 | 5.85 | -0.80 |
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
| DSFIX | FMBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.25 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.03 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.25 | +0.19 |
Correlation
The correlation between DSFIX and FMBPX is 0.76, 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
DSFIX vs. FMBPX - Dividend Comparison
DSFIX's dividend yield for the trailing twelve months is around 4.03%, less than FMBPX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | 4.03% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 0.00% |
FMBPX Federated Hermes Mortgage Strategy Portfolio | 4.60% | 4.87% | 4.29% | 3.46% | 2.29% | 1.96% | 2.68% | 3.23% | 3.14% | 2.83% | 2.72% | 2.65% |
Drawdowns
DSFIX vs. FMBPX - Drawdown Comparison
The maximum DSFIX drawdown since its inception was -18.94%, roughly equal to the maximum FMBPX drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for DSFIX and FMBPX.
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Drawdown Indicators
| DSFIX | FMBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -18.34% | -0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -3.15% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -18.02% | -0.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.34% | — |
Current DrawdownCurrent decline from peak | -2.16% | -2.19% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -3.29% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.13% | -0.26% |
Volatility
DSFIX vs. FMBPX - Volatility Comparison
DFA Social Fixed Income Portfolio (DSFIX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX) have volatilities of 1.59% and 1.53%, 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
| DSFIX | FMBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 1.53% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 3.02% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 5.44% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 6.72% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 5.08% | -0.11% |