FNDSX vs. DODIX
Compare and contrast key facts about Fidelity Sustainability Bond Index Fund (FNDSX) and Dodge & Cox Income Fund (DODIX).
FNDSX is managed by Fidelity. It was launched on Jun 19, 2018. DODIX is managed by Dodge & Cox.
Performance
FNDSX vs. DODIX - Performance Comparison
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FNDSX vs. DODIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | -0.46% | 7.03% | 1.23% | 5.44% | -13.34% | -2.22% | 6.95% | 8.30% | 1.89% |
DODIX Dodge & Cox Income Fund | -0.19% | 8.32% | 2.25% | 7.69% | -11.42% | -0.92% | 9.46% | 9.73% | 1.05% |
Returns By Period
In the year-to-date period, FNDSX achieves a -0.46% return, which is significantly lower than DODIX's -0.19% return.
FNDSX
- 1D
- 0.43%
- 1M
- -2.31%
- YTD
- -0.46%
- 6M
- 0.49%
- 1Y
- 3.64%
- 3Y*
- 3.36%
- 5Y*
- 0.01%
- 10Y*
- —
DODIX
- 1D
- 0.63%
- 1M
- -2.32%
- YTD
- -0.19%
- 6M
- 1.09%
- 1Y
- 5.10%
- 3Y*
- 4.90%
- 5Y*
- 1.40%
- 10Y*
- 3.02%
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FNDSX vs. DODIX - Expense Ratio Comparison
FNDSX has a 0.10% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Return for Risk
FNDSX vs. DODIX — Risk / Return Rank
FNDSX
DODIX
FNDSX vs. DODIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability Bond Index Fund (FNDSX) and Dodge & Cox Income Fund (DODIX). 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.
| FNDSX | DODIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.15 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.65 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.02 | -0.28 |
Martin ratioReturn relative to average drawdown | 4.98 | 6.03 | -1.06 |
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
| FNDSX | DODIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.15 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.25 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.47 | -1.16 |
Correlation
The correlation between FNDSX and DODIX is 0.92, 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
FNDSX vs. DODIX - Dividend Comparison
FNDSX's dividend yield for the trailing twelve months is around 3.60%, less than DODIX's 4.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | 3.60% | 3.84% | 3.53% | 2.84% | 1.55% | 1.17% | 1.79% | 3.17% | 1.56% | 0.00% | 0.00% | 0.00% |
DODIX Dodge & Cox Income Fund | 4.29% | 4.23% | 4.24% | 3.86% | 2.19% | 3.23% | 4.66% | 3.63% | 3.43% | 3.03% | 3.25% | 3.09% |
Drawdowns
FNDSX vs. DODIX - Drawdown Comparison
The maximum FNDSX drawdown since its inception was -19.72%, which is greater than DODIX's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for FNDSX and DODIX.
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Drawdown Indicators
| FNDSX | DODIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -16.89% | -2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -2.94% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.30% | -16.89% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.89% | — |
Current DrawdownCurrent decline from peak | -4.59% | -2.32% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -1.50% | -5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.98% | -0.02% |
Volatility
FNDSX vs. DODIX - Volatility Comparison
The current volatility for Fidelity Sustainability Bond Index Fund (FNDSX) is 1.62%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.85%. This indicates that FNDSX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDSX | DODIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.85% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 2.80% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 4.61% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 5.52% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 4.42% | +0.92% |