FRQIX vs. TDIFX
Compare and contrast key facts about Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Dimensional Retirement Income Fund (TDIFX).
FRQIX is managed by BlackRock. It was launched on Aug 30, 2007. TDIFX is managed by Dimensional. It was launched on Nov 1, 2015.
Performance
FRQIX vs. TDIFX - Performance Comparison
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FRQIX vs. TDIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRQIX Fidelity Advisor Managed Retirement 2010 Fund Class I | 0.23% | 9.97% | 4.48% | 8.52% | -12.39% | 3.82% | 9.58% | 12.63% | -2.84% | 10.64% |
TDIFX Dimensional Retirement Income Fund | 0.21% | 7.22% | 6.21% | 7.76% | -9.37% | 14.53% | 9.33% | 9.96% | -1.98% | 5.17% |
Returns By Period
In the year-to-date period, FRQIX achieves a 0.23% return, which is significantly higher than TDIFX's 0.21% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FRQIX at 4.81% and TDIFX at 4.81%.
FRQIX
- 1D
- 0.73%
- 1M
- -2.07%
- YTD
- 0.23%
- 6M
- 1.29%
- 1Y
- 7.58%
- 3Y*
- 6.38%
- 5Y*
- 2.52%
- 10Y*
- 4.81%
TDIFX
- 1D
- 0.59%
- 1M
- -1.59%
- YTD
- 0.21%
- 6M
- 0.88%
- 1Y
- 5.68%
- 3Y*
- 5.90%
- 5Y*
- 4.81%
- 10Y*
- 4.81%
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FRQIX vs. TDIFX - Expense Ratio Comparison
FRQIX has a 0.46% expense ratio, which is higher than TDIFX's 0.06% expense ratio.
Return for Risk
FRQIX vs. TDIFX — Risk / Return Rank
FRQIX
TDIFX
FRQIX vs. TDIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Dimensional Retirement Income Fund (TDIFX). 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.
| FRQIX | TDIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.47 | +0.23 |
Sortino ratioReturn per unit of downside risk | 2.38 | 2.07 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.47 | +0.85 |
Martin ratioReturn relative to average drawdown | 9.18 | 6.12 | +3.06 |
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
| FRQIX | TDIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.47 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.84 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.96 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.00 | -0.47 |
Correlation
The correlation between FRQIX and TDIFX is 0.85, 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
FRQIX vs. TDIFX - Dividend Comparison
FRQIX's dividend yield for the trailing twelve months is around 3.05%, more than TDIFX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRQIX Fidelity Advisor Managed Retirement 2010 Fund Class I | 3.05% | 3.14% | 2.97% | 2.75% | 5.01% | 6.00% | 3.51% | 3.14% | 5.60% | 16.32% | 2.43% | 4.08% |
TDIFX Dimensional Retirement Income Fund | 2.06% | 1.77% | 3.11% | 3.09% | 4.66% | 9.39% | 1.39% | 1.98% | 2.11% | 0.98% | 0.89% | 0.00% |
Drawdowns
FRQIX vs. TDIFX - Drawdown Comparison
The maximum FRQIX drawdown since its inception was -38.01%, which is greater than TDIFX's maximum drawdown of -12.21%. Use the drawdown chart below to compare losses from any high point for FRQIX and TDIFX.
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Drawdown Indicators
| FRQIX | TDIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.01% | -12.21% | -25.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -2.84% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | -12.21% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -17.04% | -12.21% | -4.83% |
Current DrawdownCurrent decline from peak | -2.46% | -1.83% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -1.77% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.84% | +0.02% |
Volatility
FRQIX vs. TDIFX - Volatility Comparison
Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) has a higher volatility of 2.12% compared to Dimensional Retirement Income Fund (TDIFX) at 1.51%. This indicates that FRQIX's price experiences larger fluctuations and is considered to be riskier than TDIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRQIX | TDIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 1.51% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.94% | 2.32% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 4.34% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.53% | 5.89% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.33% | 5.05% | +0.28% |