We analyze coexistence of antiferromagnetic and ferromagnetic phases in bulk iron-rhodium and its alloys with palladium, Fe50,4Rh49,6, Fe49,7Rh47,4Pd2,9 and Fe48,3Rh46,8Pd4,9, using neutron diffraction, magnetization and scanning Hall probe imaging. Temperature dependencies of the lattice parameters, AFM and FM phase weight fractions, and Fe magnetic moment values were obtained on cooling and heating across the AFM-FM transition. Substantial thermomagnetic hysteresis for the phases’ weight fractions and a relatively narrow one for the unit cell volume has been observed on cooling-heating. A clear dependence of hysteretic behavior on Pd concentration has been traced. Additional direct magnetic measurements of the spatial distribution of the phase transition are acquired using scanning Hall probe microscopy, which reveals the length scale of the phase coexistence and the spatial progression of the transition in the presence of external magnetic field. Also, the magnetic phase diagram has been constructed for a series of Pd-doped FeRh alloys.