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FSRKX vs. TPDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSRKX vs. TPDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Real Return Fund Class K6 (FSRKX) and Timothy Plan Defensive Strategies Fund (TPDAX). The values are adjusted to include any dividend payments, if applicable.

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FSRKX vs. TPDAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSRKX
Fidelity Strategic Real Return Fund Class K6
5.84%10.59%6.00%4.81%-3.13%16.06%3.94%1.66%
TPDAX
Timothy Plan Defensive Strategies Fund
7.48%23.97%5.29%7.71%-5.63%12.15%8.83%2.60%

Returns By Period

In the year-to-date period, FSRKX achieves a 5.84% return, which is significantly lower than TPDAX's 7.48% return.


FSRKX

1D
0.21%
1M
-0.53%
YTD
5.84%
6M
8.13%
1Y
13.42%
3Y*
8.89%
5Y*
7.15%
10Y*

TPDAX

1D
0.05%
1M
-6.08%
YTD
7.48%
6M
12.53%
1Y
24.49%
3Y*
13.72%
5Y*
9.55%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSRKX vs. TPDAX - Expense Ratio Comparison

FSRKX has a 0.51% expense ratio, which is lower than TPDAX's 1.37% expense ratio.


Return for Risk

FSRKX vs. TPDAX — Risk / Return Rank

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

FSRKX
FSRKX Risk / Return Rank: 9292
Overall Rank
FSRKX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSRKX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FSRKX Omega Ratio Rank: 9393
Omega Ratio Rank
FSRKX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSRKX Martin Ratio Rank: 9494
Martin Ratio Rank

TPDAX
TPDAX Risk / Return Rank: 9393
Overall Rank
TPDAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TPDAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
TPDAX Omega Ratio Rank: 8989
Omega Ratio Rank
TPDAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
TPDAX Martin Ratio Rank: 9595
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.

FSRKX vs. TPDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Real Return Fund Class K6 (FSRKX) and Timothy Plan Defensive Strategies Fund (TPDAX). 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.


FSRKXTPDAXDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.07

+0.01

Sortino ratio

Return per unit of downside risk

2.62

2.68

-0.06

Omega ratio

Gain probability vs. loss probability

1.45

1.39

+0.06

Calmar ratio

Return relative to maximum drawdown

2.34

3.33

-0.99

Martin ratio

Return relative to average drawdown

12.55

12.75

-0.20

FSRKX vs. TPDAX - Sharpe Ratio Comparison

The current FSRKX Sharpe Ratio is 2.08, which is comparable to the TPDAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FSRKX and TPDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSRKXTPDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.07

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.95

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.58

+0.31

Correlation

The correlation between FSRKX and TPDAX 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

FSRKX vs. TPDAX - Dividend Comparison

FSRKX's dividend yield for the trailing twelve months is around 4.56%, more than TPDAX's 0.75% yield.


TTM2025202420232022202120202019201820172016
FSRKX
Fidelity Strategic Real Return Fund Class K6
4.56%4.83%4.98%5.38%7.38%5.43%2.31%1.16%0.00%0.00%0.00%
TPDAX
Timothy Plan Defensive Strategies Fund
0.75%0.80%2.76%2.35%4.48%0.50%0.00%2.89%2.69%0.13%0.33%

Drawdowns

FSRKX vs. TPDAX - Drawdown Comparison

The maximum FSRKX drawdown since its inception was -19.93%, smaller than the maximum TPDAX drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for FSRKX and TPDAX.


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Drawdown Indicators


FSRKXTPDAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-22.29%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-7.58%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-12.74%

-17.58%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

Current Drawdown

Current decline from peak

-0.74%

-6.56%

+5.82%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.94%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.98%

-0.89%

Volatility

FSRKX vs. TPDAX - Volatility Comparison

The current volatility for Fidelity Strategic Real Return Fund Class K6 (FSRKX) is 1.63%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 4.00%. This indicates that FSRKX experiences smaller price fluctuations and is considered to be less risky than TPDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRKXTPDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

4.00%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

9.73%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

12.21%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.96%

10.12%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.87%

9.86%

-1.99%