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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

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:
FIPDX vs. FUMBX FIPDX vs. FAGIX FIPDX vs. SPIP FIPDX vs. TIP FIPDX vs. VTAPX FIPDX vs. FTBFX FIPDX vs. SCHP FIPDX vs. BND FIPDX vs. BPRIX FIPDX vs. VOO
Popular comparisons:
FIPDX vs. FUMBX FIPDX vs. FAGIX FIPDX vs. SPIP FIPDX vs. TIP FIPDX vs. VTAPX FIPDX vs. FTBFX FIPDX vs. SCHP FIPDX vs. BND FIPDX vs. BPRIX FIPDX vs. VOO

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.92%
12.93%
FIPDX (Fidelity Inflation-Protected Bond Index Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity Inflation-Protected Bond Index Fund had a return of 2.67% year-to-date (YTD) and 5.57% in the last 12 months. Over the past 10 years, Fidelity Inflation-Protected Bond Index Fund had an annualized return of 1.40%, while the S&P 500 had an annualized return of 11.16%, indicating that Fidelity Inflation-Protected Bond Index Fund did not perform as well as the benchmark.


FIPDX

YTD

2.67%

1M

-0.87%

6M

2.92%

1Y

5.57%

5Y (annualized)

1.46%

10Y (annualized)

1.40%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

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
20240.40%-0.99%0.56%-1.42%1.69%0.77%1.72%0.87%1.41%-1.74%2.67%
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%-1.63%-0.27%1.47%1.09%0.72%2.58%-0.09%-0.70%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%0.24%1.77%0.74%0.34%2.32%-1.13%0.03%0.13%-1.15%6.65%
2018-0.89%-1.00%0.95%-0.06%0.34%0.65%-0.45%0.65%-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%-0.58%-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%1.37%2.07%0.30%0.00%0.61%-2.51%0.84%0.31%-1.16%3.72%
2013-0.58%-0.00%0.29%0.78%-4.16%-3.83%0.84%-1.67%1.59%0.52%-1.04%-1.55%-8.63%

Expense Ratio

FIPDX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for FIPDX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIPDX is 22, indicating that it is in the bottom 22% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FIPDX is 2222
Combined Rank
The Sharpe Ratio Rank of FIPDX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FIPDX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FIPDX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FIPDX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FIPDX is 2323
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.


Sharpe ratio
The chart of Sharpe ratio for FIPDX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.005.001.172.54
The chart of Sortino ratio for FIPDX, currently valued at 1.74, compared to the broader market0.005.0010.001.743.40
The chart of Omega ratio for FIPDX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.47
The chart of Calmar ratio for FIPDX, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.000.463.66
The chart of Martin ratio for FIPDX, currently valued at 4.80, compared to the broader market0.0020.0040.0060.0080.00100.004.8016.26
FIPDX
^GSPC

The current Fidelity Inflation-Protected Bond Index Fund Sharpe ratio is 1.17. 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 Fidelity Inflation-Protected Bond Index 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.17
2.54
FIPDX (Fidelity Inflation-Protected Bond Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Inflation-Protected Bond Index Fund provided a 5.49% dividend yield over the last twelve months, with an annual payout of $0.50 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$0.50$0.32$0.80$0.53$0.03$0.04$0.04$0.01$0.01$0.01$0.11$0.06

Dividend yield

5.49%3.59%8.87%4.76%0.24%0.41%0.39%0.09%0.08%0.11%1.10%0.66%

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
2024$0.00$0.00$0.00$0.01$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.19
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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.11
2013$0.06$0.06

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%JuneJulyAugustSeptemberOctoberNovember
-6.84%
-0.88%
FIPDX (Fidelity Inflation-Protected Bond Index Fund)
Benchmark (^GSPC)

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 6.84%.


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 current Fidelity Inflation-Protected Bond Index Fund volatility is 1.14%, 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%JuneJulyAugustSeptemberOctoberNovember
1.14%
3.96%
FIPDX (Fidelity Inflation-Protected Bond Index Fund)
Benchmark (^GSPC)