TDIFX vs. FRKMX
Compare and contrast key facts about Dimensional Retirement Income Fund (TDIFX) and Fidelity Managed Retirement Income Fund Class K (FRKMX).
TDIFX is managed by Dimensional. It was launched on Nov 1, 2015. FRKMX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
TDIFX vs. FRKMX - Performance Comparison
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TDIFX vs. FRKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TDIFX Dimensional Retirement Income Fund | 0.54% | 7.22% | 6.21% | 7.76% | -9.37% | 14.53% | 9.33% | 2.54% |
FRKMX Fidelity Managed Retirement Income Fund Class K | 0.42% | 9.91% | 4.40% | 8.17% | -11.57% | 2.88% | 8.68% | 3.08% |
Returns By Period
In the year-to-date period, TDIFX achieves a 0.54% return, which is significantly higher than FRKMX's 0.42% return.
TDIFX
- 1D
- 0.17%
- 1M
- -0.94%
- YTD
- 0.54%
- 6M
- 1.21%
- 1Y
- 6.50%
- 3Y*
- 5.89%
- 5Y*
- 4.88%
- 10Y*
- 4.86%
FRKMX
- 1D
- 0.07%
- 1M
- -1.39%
- YTD
- 0.42%
- 6M
- 1.37%
- 1Y
- 8.20%
- 3Y*
- 6.22%
- 5Y*
- 2.57%
- 10Y*
- —
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TDIFX vs. FRKMX - Expense Ratio Comparison
TDIFX has a 0.06% expense ratio, which is lower than FRKMX's 0.35% expense ratio.
Return for Risk
TDIFX vs. FRKMX — Risk / Return Rank
TDIFX
FRKMX
TDIFX vs. FRKMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Retirement Income Fund (TDIFX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). 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.
| TDIFX | FRKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.69 | -0.15 |
Sortino ratioReturn per unit of downside risk | 2.16 | 2.36 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.29 | -0.74 |
Martin ratioReturn relative to average drawdown | 6.41 | 8.86 | -2.45 |
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
| TDIFX | FRKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.69 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.49 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.71 | +0.30 |
Correlation
The correlation between TDIFX and FRKMX is 0.87, 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
TDIFX vs. FRKMX - Dividend Comparison
TDIFX's dividend yield for the trailing twelve months is around 2.06%, less than FRKMX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDIFX Dimensional Retirement Income Fund | 2.06% | 1.77% | 3.11% | 3.09% | 4.66% | 9.39% | 1.39% | 1.98% | 2.11% | 0.98% | 0.89% |
FRKMX Fidelity Managed Retirement Income Fund Class K | 3.24% | 3.11% | 3.12% | 2.92% | 4.66% | 3.65% | 2.56% | 1.85% | 0.00% | 0.00% | 0.00% |
Drawdowns
TDIFX vs. FRKMX - Drawdown Comparison
The maximum TDIFX drawdown since its inception was -12.21%, smaller than the maximum FRKMX drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for TDIFX and FRKMX.
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Drawdown Indicators
| TDIFX | FRKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.21% | -16.04% | +3.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -3.42% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -12.21% | -16.04% | +3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -12.21% | — | — |
Current DrawdownCurrent decline from peak | -1.50% | -2.29% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -3.64% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.88% | -0.05% |
Volatility
TDIFX vs. FRKMX - Volatility Comparison
The current volatility for Dimensional Retirement Income Fund (TDIFX) is 1.50%, while Fidelity Managed Retirement Income Fund Class K (FRKMX) has a volatility of 2.07%. This indicates that TDIFX experiences smaller price fluctuations and is considered to be less risky than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDIFX | FRKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 2.07% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 2.33% | 2.94% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.33% | 4.63% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 5.22% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 5.13% | -0.08% |