FTHRX vs. DFAPX
Compare and contrast key facts about Fidelity Intermediate Bond Fund (FTHRX) and DFA Investment Grade Portfolio (DFAPX).
FTHRX is managed by Fidelity. It was launched on May 23, 1975. DFAPX is managed by Dimensional. It was launched on Mar 7, 2011.
Performance
FTHRX vs. DFAPX - Performance Comparison
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FTHRX vs. DFAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHRX Fidelity Intermediate Bond Fund | -0.49% | 6.89% | 3.25% | 5.55% | -9.17% | -1.60% | 7.06% | 7.20% | 0.52% | 2.31% |
DFAPX DFA Investment Grade Portfolio | -0.34% | 7.22% | 1.81% | 6.84% | -12.92% | -1.57% | 9.19% | 9.97% | -0.24% | 3.37% |
Returns By Period
In the year-to-date period, FTHRX achieves a -0.49% return, which is significantly lower than DFAPX's -0.34% return. Both investments have delivered pretty close results over the past 10 years, with FTHRX having a 2.07% annualized return and DFAPX not far behind at 2.04%.
FTHRX
- 1D
- 0.29%
- 1M
- -1.72%
- YTD
- -0.49%
- 6M
- 0.55%
- 1Y
- 3.89%
- 3Y*
- 4.22%
- 5Y*
- 1.13%
- 10Y*
- 2.07%
DFAPX
- 1D
- 0.45%
- 1M
- -2.17%
- YTD
- -0.34%
- 6M
- 0.41%
- 1Y
- 4.02%
- 3Y*
- 4.07%
- 5Y*
- 0.67%
- 10Y*
- 2.04%
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FTHRX vs. DFAPX - Expense Ratio Comparison
FTHRX has a 0.45% expense ratio, which is higher than DFAPX's 0.20% expense ratio.
Return for Risk
FTHRX vs. DFAPX — Risk / Return Rank
FTHRX
DFAPX
FTHRX vs. DFAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) 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.
| FTHRX | DFAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.98 | +0.42 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.41 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.81 | +0.38 |
Martin ratioReturn relative to average drawdown | 7.84 | 5.33 | +2.51 |
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
| FTHRX | DFAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 0.98 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.12 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.42 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.48 | +0.44 |
Correlation
The correlation between FTHRX and DFAPX is 0.89, 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
FTHRX vs. DFAPX - Dividend Comparison
FTHRX's dividend yield for the trailing twelve months is around 3.35%, less than DFAPX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHRX Fidelity Intermediate Bond Fund | 3.35% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
DFAPX DFA Investment Grade Portfolio | 3.78% | 3.78% | 3.79% | 3.31% | 2.62% | 3.31% | 2.14% | 2.59% | 2.67% | 2.21% | 2.12% | 2.45% |
Drawdowns
FTHRX vs. DFAPX - Drawdown Comparison
The maximum FTHRX drawdown since its inception was -19.01%, roughly equal to the maximum DFAPX drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for FTHRX and DFAPX.
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Drawdown Indicators
| FTHRX | DFAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.01% | -18.30% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -2.61% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -13.18% | -18.22% | +5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -13.25% | -18.30% | +5.05% |
Current DrawdownCurrent decline from peak | -1.72% | -2.17% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -3.50% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.89% | -0.30% |
Volatility
FTHRX vs. DFAPX - Volatility Comparison
The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 1.11%, while DFA Investment Grade Portfolio (DFAPX) has a volatility of 1.57%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than DFAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHRX | DFAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.57% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 1.84% | 2.52% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 4.34% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.00% | 5.80% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.39% | 4.88% | -1.49% |