TDIFX vs. FRQKX
Compare and contrast key facts about Dimensional Retirement Income Fund (TDIFX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX).
TDIFX is managed by Dimensional. It was launched on Nov 1, 2015. FRQKX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
TDIFX vs. FRQKX - Performance Comparison
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TDIFX vs. FRQKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TDIFX Dimensional Retirement Income Fund | 0.21% | 7.22% | 6.21% | 7.76% | -9.37% | 14.53% | 9.33% | 2.54% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 0.27% | 9.91% | 4.42% | 8.62% | -12.30% | 3.95% | 9.68% | 3.94% |
Returns By Period
In the year-to-date period, TDIFX achieves a 0.21% return, which is significantly lower than FRQKX's 0.27% return.
TDIFX
- 1D
- 0.59%
- 1M
- -1.59%
- YTD
- 0.21%
- 6M
- 0.88%
- 1Y
- 5.68%
- 3Y*
- 5.90%
- 5Y*
- 4.81%
- 10Y*
- 4.81%
FRQKX
- 1D
- 0.75%
- 1M
- -2.06%
- YTD
- 0.27%
- 6M
- 1.34%
- 1Y
- 7.69%
- 3Y*
- 6.38%
- 5Y*
- 2.56%
- 10Y*
- —
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TDIFX vs. FRQKX - Expense Ratio Comparison
TDIFX has a 0.06% expense ratio, which is lower than FRQKX's 0.36% expense ratio.
Return for Risk
TDIFX vs. FRQKX — Risk / Return Rank
TDIFX
FRQKX
TDIFX vs. FRQKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Retirement Income Fund (TDIFX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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 | FRQKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.73 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.42 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.37 | -0.90 |
Martin ratioReturn relative to average drawdown | 6.12 | 9.37 | -3.25 |
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 | FRQKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.73 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.47 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.70 | +0.31 |
Correlation
The correlation between TDIFX and FRQKX 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.
Dividends
TDIFX vs. FRQKX - Dividend Comparison
TDIFX's dividend yield for the trailing twelve months is around 2.06%, less than FRQKX'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% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 3.24% | 3.09% | 2.91% | 2.86% | 5.12% | 6.11% | 3.61% | 2.57% | 0.00% | 0.00% | 0.00% |
Drawdowns
TDIFX vs. FRQKX - Drawdown Comparison
The maximum TDIFX drawdown since its inception was -12.21%, smaller than the maximum FRQKX drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for TDIFX and FRQKX.
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Drawdown Indicators
| TDIFX | FRQKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.21% | -16.97% | +4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -3.42% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -12.21% | -16.97% | +4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -12.21% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | -2.45% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -3.95% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.86% | -0.02% |
Volatility
TDIFX vs. FRQKX - Volatility Comparison
The current volatility for Dimensional Retirement Income Fund (TDIFX) is 1.51%, while Fidelity Managed Retirement 2010 Fund Class K (FRQKX) has a volatility of 2.14%. This indicates that TDIFX experiences smaller price fluctuations and is considered to be less risky than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDIFX | FRQKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 2.14% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 2.96% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 4.67% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.89% | 5.53% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 5.77% | -0.72% |