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ACITX vs. FFNYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACITX vs. FFNYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Inflation-Adjusted Bond Fund (ACITX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). The values are adjusted to include any dividend payments, if applicable.

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ACITX vs. FFNYX - Yearly Performance Comparison


Returns By Period


ACITX

1D
0.00%
1M
-1.12%
YTD
0.28%
6M
0.01%
1Y
2.71%
3Y*
2.70%
5Y*
1.10%
10Y*
2.56%

FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACITX vs. FFNYX - Expense Ratio Comparison

ACITX has a 0.46% expense ratio, which is higher than FFNYX's 0.05% expense ratio.


Return for Risk

ACITX vs. FFNYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACITX
ACITX Risk / Return Rank: 2424
Overall Rank
ACITX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ACITX Sortino Ratio Rank: 2020
Sortino Ratio Rank
ACITX Omega Ratio Rank: 1818
Omega Ratio Rank
ACITX Calmar Ratio Rank: 3333
Calmar Ratio Rank
ACITX Martin Ratio Rank: 2727
Martin Ratio Rank

FFNYX
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACITX vs. FFNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Inflation-Adjusted Bond Fund (ACITX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). 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.


ACITXFFNYXDifference

Sharpe ratio

Return per unit of total volatility

0.67

Sortino ratio

Return per unit of downside risk

0.94

Omega ratio

Gain probability vs. loss probability

1.12

Calmar ratio

Return relative to maximum drawdown

1.01

Martin ratio

Return relative to average drawdown

3.24

ACITX vs. FFNYX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ACITXFFNYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

-0.99

+1.74

Correlation

The correlation between ACITX and FFNYX is 0.85, 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

ACITX vs. FFNYX - Dividend Comparison

ACITX's dividend yield for the trailing twelve months is around 4.29%, while FFNYX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ACITX
American Century Inflation-Adjusted Bond Fund
4.29%4.30%2.19%4.44%7.34%4.47%1.16%2.45%4.31%3.47%2.27%0.99%
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACITX vs. FFNYX - Drawdown Comparison

The maximum ACITX drawdown since its inception was -15.50%, which is greater than FFNYX's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for ACITX and FFNYX.


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Drawdown Indicators


ACITXFFNYXDifference

Max Drawdown

Largest peak-to-trough decline

-15.50%

-0.69%

-14.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-15.50%

Max Drawdown (10Y)

Largest decline over 10 years

-15.50%

Current Drawdown

Current decline from peak

-2.27%

-0.30%

-1.97%

Average Drawdown

Average peak-to-trough decline

-3.25%

-0.39%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

Volatility

ACITX vs. FFNYX - Volatility Comparison


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Volatility by Period


ACITXFFNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

2.38%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.15%

2.38%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

2.38%

+3.14%