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 Fund Advisors LP. It was launched on Sep 17, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEPIX or DIPSX.
Key characteristics
FEPIX | DIPSX | |
---|---|---|
YTD Return | -0.02% | 0.28% |
1Y Return | 3.85% | 0.59% |
3Y Return (Ann) | -1.81% | -1.59% |
5Y Return (Ann) | 1.31% | 2.32% |
10Y Return (Ann) | 2.13% | 1.96% |
Sharpe Ratio | 0.69 | 0.05 |
Daily Std Dev | 6.35% | 6.42% |
Max Drawdown | -17.77% | -15.58% |
Current Drawdown | -7.93% | -9.18% |
Correlation
The correlation between FEPIX and DIPSX is 0.75, 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
FEPIX vs. DIPSX - Performance Comparison
In the year-to-date period, FEPIX achieves a -0.02% return, which is significantly lower than DIPSX's 0.28% return. Over the past 10 years, FEPIX has outperformed DIPSX with an annualized return of 2.13%, while DIPSX has yielded a comparatively lower 1.96% 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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FEPIX vs. DIPSX - Expense Ratio Comparison
FEPIX has a 0.50% expense ratio, which is higher than DIPSX's 0.11% expense ratio.
Risk-Adjusted Performance
FEPIX vs. DIPSX - Risk-Adjusted Performance 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.
Dividends
FEPIX vs. DIPSX - Dividend Comparison
FEPIX's dividend yield for the trailing twelve months is around 4.26%, more than DIPSX's 3.63% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fidelity Total Bond Fund | 4.26% | 4.10% | 3.28% | 2.20% | 5.18% | 2.98% | 3.13% | 2.92% | 3.19% | 3.65% | 3.09% | 3.87% |
DFA Inflation-Protected Securities Portfolio | 3.63% | 3.73% | 8.14% | 4.86% | 1.58% | 2.05% | 2.28% | 2.64% | 1.99% | 0.69% | 2.14% | 1.37% |
Drawdowns
FEPIX vs. DIPSX - Drawdown Comparison
The maximum FEPIX drawdown since its inception was -17.77%, which is greater than DIPSX's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for FEPIX and DIPSX. For additional features, visit the drawdowns tool.
Volatility
FEPIX vs. DIPSX - Volatility Comparison
Fidelity Total Bond Fund (FEPIX) and DFA Inflation-Protected Securities Portfolio (DIPSX) have volatilities of 1.31% and 1.27%, 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.