FTBFX vs. DFISX
FTBFX (Fidelity Total Bond Fund) and DFISX (DFA International Small Company Portfolio) are both mutual funds - FTBFX is a Intermediate Core-Plus Bond fund actively managed by Fidelity, while DFISX is a Foreign Small & Mid Cap Equities fund managed by Dimensional. Over the past 10 years, FTBFX returned 2.43%/yr vs 8.53%/yr for DFISX. At a 0.05 correlation, their price movements are largely independent. FTBFX charges 0.45%/yr vs 0.39%/yr for DFISX.
Performance
FTBFX vs. DFISX - Performance Comparison
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Returns By Period
In the year-to-date period, FTBFX achieves a 0.57% return, which is significantly lower than DFISX's 7.65% return. Over the past 10 years, FTBFX has underperformed DFISX with an annualized return of 2.43%, while DFISX has yielded a comparatively higher 8.53% annualized return.
FTBFX
- 1D
- 0.53%
- 1M
- 0.47%
- YTD
- 0.57%
- 6M
- 1.02%
- 1Y
- 4.86%
- 3Y*
- 4.80%
- 5Y*
- 0.60%
- 10Y*
- 2.43%
DFISX
- 1D
- 2.27%
- 1M
- -0.97%
- YTD
- 7.65%
- 6M
- 9.88%
- 1Y
- 21.49%
- 3Y*
- 17.56%
- 5Y*
- 6.74%
- 10Y*
- 8.53%
FTBFX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 0.57% | 7.50% | 2.13% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
DFISX DFA International Small Company Portfolio | 7.65% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Correlation
The correlation between FTBFX and DFISX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.05 |
Over the past year, FTBFX and DFISX have become more correlated (0.44) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
FTBFX vs. DFISX — Risk / Return Rank
FTBFX
DFISX
FTBFX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FTBFX) and DFA International Small Company Portfolio (DFISX). 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.
| FTBFX | DFISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.90 | -0.10 |
| Martin ratioReturn relative to average drawdown | 5.30 | 6.86 | -1.56 |
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Drawdowns
FTBFX vs. DFISX - Drawdown Comparison
The maximum FTBFX drawdown since its inception was -18.25%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for FTBFX and DFISX.
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Drawdown Indicators
| FTBFX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -60.66% | +42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -11.96% | +9.07% |
Max Drawdown (3Y)Largest decline over 3 years | -5.82% | -13.68% | +7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -35.06% | +16.81% |
Max Drawdown (10Y)Largest decline over 10 years | -18.25% | -43.00% | +24.75% |
Current DrawdownCurrent decline from peak | -1.31% | -3.11% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -11.64% | +9.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 3.29% | -2.31% |
Volatility
FTBFX vs. DFISX - Volatility Comparison
The current volatility for Fidelity Total Bond Fund (FTBFX) is 1.43%, while DFA International Small Company Portfolio (DFISX) has a volatility of 4.59%. This indicates that FTBFX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTBFX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 4.59% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 11.57% | -8.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.84% | 14.17% | -10.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.67% | 15.96% | -10.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 16.21% | -11.48% |
FTBFX vs. DFISX - Expense Ratio Comparison
FTBFX has a 0.45% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Dividends
FTBFX vs. DFISX - Dividend Comparison
FTBFX's dividend yield for the trailing twelve months is around 4.36%, more than DFISX's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.92% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
FTBFX Fidelity Total Bond Fund | 4.36% | 4.36% | 4.15% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
Frequently Asked Questions
FTBFX and DFISX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFISX has higher volatility (4.59%) compared to FTBFX (1.43%). In terms of maximum drawdown, FTBFX dropped -18.25% vs DFISX's -60.66%.
DFISX currently has the higher Sharpe Ratio (1.60 vs 1.36), 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.
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