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FFNYX vs. DFAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. DFAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and DFA Global Core Plus Real Return Portfolio (DFAAX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. DFAAX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DFAAX

1D
0.31%
1M
-1.60%
YTD
0.04%
6M
-0.59%
1Y
2.50%
3Y*
4.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. DFAAX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than DFAAX's 0.29% expense ratio.


Return for Risk

FFNYX vs. DFAAX — Risk / Return Rank

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

FFNYX

DFAAX
DFAAX Risk / Return Rank: 2222
Overall Rank
DFAAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFAAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DFAAX Omega Ratio Rank: 1616
Omega Ratio Rank
DFAAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
DFAAX Martin Ratio Rank: 3030
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.

FFNYX vs. DFAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and DFA Global Core Plus Real Return Portfolio (DFAAX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. DFAAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXDFAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.56

-1.55

Correlation

The correlation between FFNYX and DFAAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFNYX vs. DFAAX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while DFAAX's dividend yield for the trailing twelve months is around 3.47%.


TTM20252024202320222021
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%
DFAAX
DFA Global Core Plus Real Return Portfolio
3.47%2.90%4.09%3.96%2.06%13.05%

Drawdowns

FFNYX vs. DFAAX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum DFAAX drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for FFNYX and DFAAX.


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Drawdown Indicators


FFNYXDFAAXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-16.64%

+15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

Current Drawdown

Current decline from peak

-0.30%

-1.80%

+1.50%

Average Drawdown

Average peak-to-trough decline

-0.39%

-4.70%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

FFNYX vs. DFAAX - Volatility Comparison


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Volatility by Period


FFNYXDFAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

3.70%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

8.45%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

8.45%

-6.07%