FZOMX vs. DFEQX
Compare and contrast key facts about Fidelity SAI Short-Term Bond Fund (FZOMX) and DFA Short-Term Extended Quality Portfolio (DFEQX).
FZOMX is managed by Fidelity. It was launched on Oct 13, 2020. DFEQX is managed by Dimensional. It was launched on Mar 4, 2009.
Performance
FZOMX vs. DFEQX - Performance Comparison
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FZOMX vs. DFEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FZOMX Fidelity SAI Short-Term Bond Fund | 0.22% | 5.51% | 4.71% | 5.21% | -3.71% | -0.69% | 0.37% |
DFEQX DFA Short-Term Extended Quality Portfolio | 0.38% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 0.54% |
Returns By Period
In the year-to-date period, FZOMX achieves a 0.22% return, which is significantly lower than DFEQX's 0.38% return.
FZOMX
- 1D
- 0.10%
- 1M
- -0.41%
- YTD
- 0.22%
- 6M
- 1.18%
- 1Y
- 3.98%
- 3Y*
- 4.68%
- 5Y*
- 2.25%
- 10Y*
- —
DFEQX
- 1D
- 0.10%
- 1M
- -0.46%
- YTD
- 0.38%
- 6M
- 1.41%
- 1Y
- 3.59%
- 3Y*
- 4.68%
- 5Y*
- 1.91%
- 10Y*
- 1.91%
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FZOMX vs. DFEQX - Expense Ratio Comparison
FZOMX has a 0.30% expense ratio, which is higher than DFEQX's 0.19% expense ratio.
Return for Risk
FZOMX vs. DFEQX — Risk / Return Rank
FZOMX
DFEQX
FZOMX vs. DFEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Short-Term Bond Fund (FZOMX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.
| FZOMX | DFEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 4.12 | -2.22 |
Sortino ratioReturn per unit of downside risk | 3.42 | 6.61 | -3.19 |
Omega ratioGain probability vs. loss probability | 1.47 | 2.55 | -1.08 |
Calmar ratioReturn relative to maximum drawdown | 3.56 | 4.59 | -1.03 |
Martin ratioReturn relative to average drawdown | 14.10 | 20.66 | -6.56 |
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
| FZOMX | DFEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 4.12 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.93 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 1.11 | -0.13 |
Correlation
The correlation between FZOMX and DFEQX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FZOMX vs. DFEQX - Dividend Comparison
FZOMX's dividend yield for the trailing twelve months is around 4.23%, more than DFEQX's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZOMX Fidelity SAI Short-Term Bond Fund | 4.23% | 4.64% | 4.27% | 3.26% | 0.76% | 0.41% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
Drawdowns
FZOMX vs. DFEQX - Drawdown Comparison
The maximum FZOMX drawdown since its inception was -6.12%, smaller than the maximum DFEQX drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for FZOMX and DFEQX.
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Drawdown Indicators
| FZOMX | DFEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.12% | -8.40% | +2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -1.23% | -0.76% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -6.12% | -8.40% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.40% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.55% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -0.96% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.17% | +0.14% |
Volatility
FZOMX vs. DFEQX - Volatility Comparison
Fidelity SAI Short-Term Bond Fund (FZOMX) has a higher volatility of 0.70% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.46%. This indicates that FZOMX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZOMX | DFEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.46% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.38% | 0.66% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.14% | 0.91% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.17% | 2.06% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.08% | 1.70% | +0.38% |