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BlackRock Inflation Protected Bond Fund (BPRIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US09260B5562

CUSIP

09260B556

Issuer

Blackrock

Inception Date

Jun 27, 2004

Min. Investment

$2,000,000

Asset Class

Bond

Expense Ratio

BPRIX features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for BPRIX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
BPRIX vs. FIPDX BPRIX vs. FXNAX BPRIX vs. FNSOX BPRIX vs. GLD BPRIX vs. DODIX BPRIX vs. SLV BPRIX vs. PTLDX BPRIX vs. VOO BPRIX vs. FIQTX BPRIX vs. ^NDX
Popular comparisons:
BPRIX vs. FIPDX BPRIX vs. FXNAX BPRIX vs. FNSOX BPRIX vs. GLD BPRIX vs. DODIX BPRIX vs. SLV BPRIX vs. PTLDX BPRIX vs. VOO BPRIX vs. FIQTX BPRIX vs. ^NDX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackRock Inflation Protected Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
77.12%
428.32%
BPRIX (BlackRock Inflation Protected Bond Fund)
Benchmark (^GSPC)

Returns By Period

BlackRock Inflation Protected Bond Fund had a return of 1.85% year-to-date (YTD) and 1.87% in the last 12 months. Over the past 10 years, BlackRock Inflation Protected Bond Fund had an annualized return of 1.64%, while the S&P 500 had an annualized return of 11.01%, indicating that BlackRock Inflation Protected Bond Fund did not perform as well as the benchmark.


BPRIX

YTD

1.85%

1M

-0.67%

6M

0.77%

1Y

1.87%

5Y*

1.69%

10Y*

1.64%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of BPRIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.51%-1.02%0.41%-1.19%1.66%0.72%1.81%0.83%1.31%-1.73%0.47%1.85%
20232.29%-1.20%2.85%-0.01%-1.18%-0.36%0.08%-0.97%-2.18%-0.67%2.78%2.43%3.75%
2022-2.14%0.92%-1.39%-2.19%-0.76%-3.40%4.54%-2.68%-6.81%1.15%2.17%-1.11%-11.53%
20210.59%-1.59%0.01%1.47%1.02%0.54%2.46%-0.07%-0.73%0.94%0.74%-1.18%4.22%
20201.76%1.09%-2.12%3.55%0.51%1.24%2.63%0.68%0.19%-0.54%1.07%1.05%11.56%
20191.57%-0.10%1.73%0.36%1.39%0.78%0.43%2.22%-1.56%0.38%0.19%0.65%8.29%
2018-0.65%-0.94%1.06%-0.09%0.35%0.25%-0.41%0.56%-1.20%-1.56%0.33%0.48%-1.83%
20170.94%0.47%0.01%0.53%0.01%-1.02%0.40%0.76%-0.47%0.24%0.24%0.97%3.12%
20160.97%0.96%1.71%0.47%-0.74%2.05%0.89%-0.40%0.55%-0.28%-1.80%-0.28%4.11%
20152.88%-0.90%-0.46%0.64%-0.73%-1.01%0.00%-1.05%-0.83%0.47%-0.19%-2.73%-3.93%
20141.86%0.64%-0.63%1.38%2.27%0.22%0.01%0.30%-2.66%0.55%0.09%-2.27%1.64%
2013-0.66%0.17%-0.00%0.86%-4.00%-3.44%0.82%-1.33%1.39%0.50%-1.06%-3.14%-9.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BPRIX is 14, meaning it’s performing worse than 86% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BPRIX is 1414
Overall Rank
The Sharpe Ratio Rank of BPRIX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BPRIX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BPRIX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of BPRIX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BPRIX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.000.411.90
The chart of Sortino ratio for BPRIX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.592.54
The chart of Omega ratio for BPRIX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.35
The chart of Calmar ratio for BPRIX, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.162.81
The chart of Martin ratio for BPRIX, currently valued at 1.39, compared to the broader market0.0020.0040.0060.001.3912.39
BPRIX
^GSPC

The current BlackRock Inflation Protected Bond Fund Sharpe ratio is 0.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BlackRock Inflation Protected Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.41
1.90
BPRIX (BlackRock Inflation Protected Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

BlackRock Inflation Protected Bond Fund provided a 3.41% dividend yield over the last twelve months, with an annual payout of $0.33 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.33$0.34$0.75$0.58$0.16$0.25$0.29$0.24$0.13$0.02$0.20$0.13

Dividend yield

3.41%3.46%7.68%4.92%1.30%2.30%2.80%2.21%1.19%0.17%1.90%1.24%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Inflation Protected Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.03$0.08$0.08$0.05$0.02$0.01$0.02$0.02$0.03$0.00$0.33
2023$0.00$0.00$0.03$0.06$0.03$0.05$0.03$0.04$0.02$0.05$0.03$0.00$0.34
2022$0.05$0.03$0.08$0.09$0.14$0.05$0.12$0.15$0.00$0.00$0.00$0.04$0.75
2021$0.00$0.00$0.04$0.05$0.07$0.08$0.08$0.09$0.04$0.01$0.02$0.09$0.58
2020$0.00$0.00$0.00$0.05$0.01$0.00$0.00$0.00$0.04$0.04$0.02$0.00$0.16
2019$0.00$0.00$0.02$0.05$0.07$0.06$0.03$0.01$0.02$0.00$0.00$0.00$0.25
2018$0.00$0.00$0.05$0.05$0.03$0.05$0.05$0.02$0.00$0.01$0.01$0.02$0.29
2017$0.00$0.00$0.05$0.04$0.01$0.03$0.01$0.01$0.00$0.03$0.06$0.00$0.24
2016$0.00$0.00$0.00$0.00$0.00$0.03$0.05$0.04$0.00$0.00$0.02$0.00$0.13
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.02
2014$0.00$0.00$0.00$0.01$0.08$0.05$0.04$0.02$0.00$0.00$0.00$0.00$0.20
2013$0.02$0.04$0.00$0.00$0.03$0.00$0.02$0.02$0.00$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.31%
-3.58%
BPRIX (BlackRock Inflation Protected Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Inflation Protected Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BlackRock Inflation Protected Bond Fund was 15.18%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current BlackRock Inflation Protected Bond Fund drawdown is 8.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.18%Nov 10, 2021238Oct 20, 2022
-14.51%Dec 11, 2012768Dec 29, 20151044Feb 24, 20201812
-13.4%Mar 11, 2008180Nov 24, 2008194Sep 2, 2009374
-10.05%Mar 10, 20207Mar 18, 202051Jun 1, 202058
-8.61%Nov 3, 201069Feb 10, 2011117Jul 29, 2011186

Volatility

Volatility Chart

The current BlackRock Inflation Protected Bond Fund volatility is 1.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.42%
3.64%
BPRIX (BlackRock Inflation Protected Bond Fund)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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