BIIPX vs. STIP

In the year-to-date period, BIIPX achieves a 3.12% return, which is significantly lower than STIP's 3.51% return.

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BIIPX has a 0.08% expense ratio, which is higher than STIP's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term TIPS Bond Index Fund (BIIPX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.

The current BIIPX Sharpe Ratio is 2.69, which is comparable to the STIP Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of BIIPX and STIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BIIPX's dividend yield for the trailing twelve months is around 4.50%, more than STIP's 3.26% yield.

The maximum BIIPX drawdown since its inception was -5.13%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for BIIPX and STIP.

iShares Short-Term TIPS Bond Index Fund (BIIPX) and iShares 0-5 Year TIPS Bond ETF (STIP) have volatilities of 0.78% and 0.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.