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Fidelity Inflation-Protected Bond Index Fund (FIPD...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31635T1043

CUSIP

31635T104

Issuer

Fidelity

Inception Date

May 16, 2012

Min. Investment

$0

Asset Class

Bond

Expense Ratio

FIPDX has an expense ratio of 0.05%, which is considered low.


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.


Performance

Performance Chart


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Returns By Period

Fidelity Inflation-Protected Bond Index Fund (FIPDX) returned 3.16% year-to-date (YTD) and 4.93% over the past 12 months. Over the past 10 years, FIPDX returned 1.69% annually, underperforming the S&P 500 benchmark at 10.79%.


FIPDX

YTD

3.16%

1M

0.77%

6M

2.75%

1Y

4.93%

5Y*

1.31%

10Y*

1.69%

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.24%2.22%0.65%0.12%-1.08%3.16%
20240.40%-0.99%0.56%-1.42%1.69%0.77%1.72%0.87%1.40%-1.74%0.44%-1.59%2.03%
20232.00%-1.41%2.88%0.12%-1.16%-0.31%0.12%-0.85%-1.95%-0.63%2.61%2.46%3.78%
2022-2.15%1.01%-1.90%-2.13%-0.94%-3.24%4.33%-2.64%-6.60%1.25%1.85%-1.20%-12.09%
20210.37%-1.62%-0.28%1.47%1.09%0.72%2.58%-0.09%-0.69%1.05%1.04%0.22%5.94%
20202.21%1.00%-1.32%2.47%0.60%1.06%2.27%0.93%-0.34%-0.71%1.20%0.10%9.80%
20191.40%-0.07%1.92%0.23%1.77%0.74%0.34%2.32%-1.14%0.03%0.13%-1.15%6.65%
2018-0.89%-1.00%0.95%-0.06%0.34%0.65%-0.45%0.64%-0.99%-1.41%0.45%-1.42%-3.19%
20170.84%0.41%-0.00%0.41%0.00%-0.90%0.52%1.03%-0.70%0.21%0.11%-0.18%1.75%
20161.71%0.84%1.77%0.20%-0.70%2.37%0.61%-0.39%0.81%-0.59%-2.09%-1.21%3.28%
20153.34%-1.41%-0.41%0.62%-1.02%-0.93%0.42%-0.93%-0.42%0.32%-0.21%-1.26%-1.99%
20142.14%0.31%-0.52%1.36%2.07%0.30%-0.00%0.61%-2.52%0.84%0.31%-1.16%3.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, FIPDX is among the top 21% of 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 FIPDX is 7979
Overall Rank
The Sharpe Ratio Rank of FIPDX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FIPDX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FIPDX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FIPDX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FIPDX is 7878
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 Fidelity Inflation-Protected Bond Index Fund (FIPDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Inflation-Protected Bond Index Fund Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 1.05
  • 5-Year: 0.22
  • 10-Year: 0.31
  • All Time: 0.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Inflation-Protected Bond Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Fidelity Inflation-Protected Bond Index Fund provided a 3.82% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.35$0.33$0.32$0.80$0.53$0.03$0.04$0.04$0.01$0.01$0.01$0.11

Dividend yield

3.82%3.75%3.59%8.87%4.76%0.24%0.41%0.39%0.09%0.08%0.11%1.10%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.03$0.00$0.03
2024$0.00$0.00$0.00$0.01$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.15$0.33
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.32
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2018$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2015$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2014$0.00$0.00$0.10$0.11

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Inflation-Protected Bond Index 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 Fidelity Inflation-Protected Bond Index Fund was 14.29%, occurring on Oct 6, 2023. The portfolio has not yet recovered.

The current Fidelity Inflation-Protected Bond Index Fund drawdown is 4.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.29%Mar 9, 2022401Oct 6, 2023
-11.12%Dec 11, 2012185Sep 5, 20131491Aug 6, 20191676
-8.87%Mar 9, 20208Mar 18, 202028Apr 28, 202036
-4.83%Nov 10, 202164Feb 10, 202217Mar 8, 202281
-3.05%Dec 23, 202043Feb 25, 202148May 5, 202191

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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