FXNAX vs. DODIX
Compare and contrast key facts about Fidelity U.S. Bond Index Fund (FXNAX) and Dodge & Cox Income Fund (DODIX).
FXNAX is managed by Fidelity. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXNAX or DODIX.
Performance
FXNAX vs. DODIX - Performance Comparison
Returns By Period
In the year-to-date period, FXNAX achieves a 1.62% return, which is significantly lower than DODIX's 2.63% return. Over the past 10 years, FXNAX has underperformed DODIX with an annualized return of 1.27%, while DODIX has yielded a comparatively higher 2.59% annualized return.
FXNAX
1.62%
-0.87%
2.91%
6.17%
-0.52%
1.27%
DODIX
2.63%
-0.87%
3.29%
7.70%
1.43%
2.59%
Key characteristics
| FXNAX | DODIX | |
|---|---|---|
| Sharpe Ratio | 1.05 | 1.32 |
| Sortino Ratio | 1.57 | 1.94 |
| Omega Ratio | 1.19 | 1.23 |
| Calmar Ratio | 0.40 | 0.77 |
| Martin Ratio | 3.29 | 4.75 |
| Ulcer Index | 1.81% | 1.64% |
| Daily Std Dev | 5.69% | 5.89% |
| Max Drawdown | -19.64% | -16.38% |
| Current Drawdown | -10.08% | -3.66% |
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FXNAX vs. DODIX - Expense Ratio Comparison
FXNAX has a 0.03% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Correlation
The correlation between FXNAX and DODIX is 0.88, 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.
Risk-Adjusted Performance
FXNAX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Bond Index Fund (FXNAX) and Dodge & Cox Income Fund (DODIX). 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.
Dividends
FXNAX vs. DODIX - Dividend Comparison
FXNAX's dividend yield for the trailing twelve months is around 3.32%, less than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXNAX Fidelity U.S. Bond Index Fund | 3.32% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
FXNAX vs. DODIX - Drawdown Comparison
The maximum FXNAX drawdown since its inception was -19.64%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for FXNAX and DODIX. For additional features, visit the drawdowns tool.
Volatility
FXNAX vs. DODIX - Volatility Comparison
The current volatility for Fidelity U.S. Bond Index Fund (FXNAX) is 1.46%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.58%. This indicates that FXNAX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.