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FSIGX vs. DFAPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSIGX vs. DFAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Investment Grade Bond Fund (FSIGX) and DFA Investment Grade Portfolio (DFAPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSIGX achieves a -0.48% return, which is significantly lower than DFAPX's -0.17% return. Over the past 10 years, FSIGX has outperformed DFAPX with an annualized return of 2.10%, while DFAPX has yielded a comparatively lower 1.79% annualized return.


FSIGX

1D
0.00%
1M
-1.19%
6M
-0.73%
YTD
-0.48%
1Y
1.91%
3Y*
4.14%
5Y*
0.03%
10Y*
2.10%
ALL TIME*
3.84%

DFAPX

1D
0.10%
1M
-1.09%
6M
-0.36%
YTD
-0.17%
1Y
2.02%
3Y*
4.26%
5Y*
0.03%
10Y*
1.79%
ALL TIME*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSIGX vs. DFAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSIGX
Fidelity Series Investment Grade Bond Fund
-0.48%7.65%1.79%6.82%-13.30%-0.67%9.71%9.75%-0.15%4.39%
DFAPX
DFA Investment Grade Portfolio
-0.17%7.22%1.81%6.84%-12.92%-1.57%9.19%9.97%-0.24%3.37%

Correlation

The correlation between FSIGX and DFAPX is 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.92

The correlation between FSIGX and DFAPX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

FSIGX vs. DFAPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSIGX
FSIGX Risk / Return Rank: 2222
Overall Rank
FSIGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSIGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSIGX Omega Ratio Rank: 2222
Omega Ratio Rank
FSIGX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FSIGX Martin Ratio Rank: 1919
Martin Ratio Rank

DFAPX
DFAPX Risk / Return Rank: 2121
Overall Rank
DFAPX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DFAPX Sortino Ratio Rank: 2121
Sortino Ratio Rank
DFAPX Omega Ratio Rank: 1919
Omega Ratio Rank
DFAPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
DFAPX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSIGX vs. DFAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) and DFA Investment Grade Portfolio (DFAPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSIGXDFAPXDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.08

1.07

0.00

Martin ratioReturn relative to average drawdown

2.62

2.63

0.00

FSIGX vs. DFAPX - Sharpe Ratio Comparison

The current FSIGX Sharpe Ratio is 0.83, which is comparable to the DFAPX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FSIGX and DFAPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSIGX vs. DFAPX - Drawdown Comparison

The maximum FSIGX drawdown since its inception was -18.22%, roughly equal to the maximum DFAPX drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for FSIGX and DFAPX.


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Drawdown Indicators


FSIGXDFAPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-18.30%

+0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-2.66%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-4.69%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-18.15%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

-18.30%

+0.08%

Current Drawdown

Current decline from peak

-2.48%

-2.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-2.68%

-3.45%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.08%

+0.14%

Volatility

FSIGX vs. DFAPX - Volatility Comparison

Fidelity Series Investment Grade Bond Fund (FSIGX) and DFA Investment Grade Portfolio (DFAPX) have volatilities of 1.02% and 1.04%, 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.


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Volatility by Period


FSIGXDFAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.04%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

2.92%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

3.82%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

5.82%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

4.89%

+0.14%

Dividends

FSIGX vs. DFAPX - Dividend Comparison

FSIGX's dividend yield for the trailing twelve months is around 3.97%, less than DFAPX's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
DFAPX
DFA Investment Grade Portfolio
4.06%3.78%3.79%3.31%2.62%3.31%2.14%2.59%2.67%2.21%2.12%2.45%
FSIGX
Fidelity Series Investment Grade Bond Fund
3.97%4.24%4.01%4.00%2.37%1.88%6.32%3.09%3.20%2.86%4.32%3.07%

Frequently Asked Questions


FSIGX and DFAPX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFAPX has higher volatility (1.04%) compared to FSIGX (1.02%). In terms of maximum drawdown, FSIGX dropped -18.22% vs DFAPX's -18.30%.

FSIGX currently has the higher Sharpe Ratio (0.83 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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