FEPIX vs. DIPSX
Compare and contrast key facts about Fidelity Total Bond Fund (FEPIX) and DFA Inflation-Protected Securities Portfolio (DIPSX).
FEPIX is managed by Fidelity. DIPSX is managed by Dimensional. It was launched on Sep 17, 2006.
Performance
FEPIX vs. DIPSX - Performance Comparison
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FEPIX vs. DIPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, FEPIX achieves a -0.50% return, which is significantly lower than DIPSX's 0.36% return. Both investments have delivered pretty close results over the past 10 years, with FEPIX having a 2.43% annualized return and DIPSX not far ahead at 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%
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%
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FEPIX vs. DIPSX - Expense Ratio Comparison
FEPIX has a 0.50% expense ratio, which is higher than DIPSX's 0.11% expense ratio.
Return for Risk
FEPIX vs. DIPSX — Risk / Return Rank
FEPIX
DIPSX
FEPIX vs. DIPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FEPIX) and DFA Inflation-Protected Securities Portfolio (DIPSX). 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.
| FEPIX | DIPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.48 | +0.58 |
Sortino ratioReturn per unit of downside risk | 1.53 | 0.68 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.09 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.93 | +0.88 |
Martin ratioReturn relative to average drawdown | 5.50 | 2.70 | +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
| FEPIX | DIPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.48 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.19 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.44 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.31 | +0.58 |
Correlation
The correlation between FEPIX and DIPSX 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
FEPIX vs. DIPSX - Dividend Comparison
FEPIX's dividend yield for the trailing twelve months is around 3.97%, more than DIPSX's 2.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
FEPIX vs. DIPSX - Drawdown Comparison
The maximum FEPIX drawdown since its inception was -18.40%, which is greater than DIPSX's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for FEPIX and DIPSX.
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Drawdown Indicators
| FEPIX | DIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.40% | -14.64% | -3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.02% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -18.40% | -14.64% | -3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -18.40% | -14.64% | -3.76% |
Current DrawdownCurrent decline from peak | -2.35% | -1.92% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -2.48% | -4.60% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.04% | -0.10% |
Volatility
FEPIX vs. DIPSX - Volatility Comparison
Fidelity Total Bond Fund (FEPIX) has a higher volatility of 1.58% compared to DFA Inflation-Protected Securities Portfolio (DIPSX) at 1.40%. This indicates that FEPIX's price experiences larger fluctuations and is considered to be riskier than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEPIX | DIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 1.40% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 2.35% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 4.31% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 6.37% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.71% | 5.73% | -1.02% |