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BKIPX vs. FSPWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKIPX vs. FSPWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX). The values are adjusted to include any dividend payments, if applicable.

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BKIPX vs. FSPWX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BKIPX achieves a 0.73% return, which is significantly higher than FSPWX's 0.50% return.


BKIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.06%
1Y
3.68%
3Y*
4.22%
5Y*
2.90%
10Y*

FSPWX

1D
0.70%
1M
-1.27%
YTD
0.50%
6M
0.41%
1Y
2.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKIPX vs. FSPWX - Expense Ratio Comparison

BKIPX has a 0.06% expense ratio, which is higher than FSPWX's 0.05% 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%.


Return for Risk

BKIPX vs. FSPWX — Risk / Return Rank

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

BKIPX
BKIPX Risk / Return Rank: 9393
Overall Rank
BKIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BKIPX Martin Ratio Rank: 9494
Martin Ratio Rank

FSPWX
FSPWX Risk / Return Rank: 4040
Overall Rank
FSPWX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSPWX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSPWX Omega Ratio Rank: 2828
Omega Ratio Rank
FSPWX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSPWX Martin Ratio Rank: 4242
Martin Ratio Rank
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.

BKIPX vs. FSPWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX). 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.


BKIPXFSPWXDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.84

+1.00

Sortino ratio

Return per unit of downside risk

3.16

1.17

+1.99

Omega ratio

Gain probability vs. loss probability

1.44

1.15

+0.29

Calmar ratio

Return relative to maximum drawdown

4.28

1.41

+2.87

Martin ratio

Return relative to average drawdown

12.41

4.38

+8.03

BKIPX vs. FSPWX - Sharpe Ratio Comparison

The current BKIPX Sharpe Ratio is 1.84, which is higher than the FSPWX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BKIPX and FSPWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKIPXFSPWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.84

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.88

+0.23

Correlation

The correlation between BKIPX and FSPWX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BKIPX vs. FSPWX - Dividend Comparison

BKIPX's dividend yield for the trailing twelve months is around 3.60%, less than FSPWX's 4.17% yield.


TTM202520242023202220212020201920182017
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
3.60%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%
FSPWX
Fidelity SAI Inflation-Protected Bond Index Fund
4.17%4.19%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BKIPX vs. FSPWX - Drawdown Comparison

The maximum BKIPX drawdown since its inception was -6.42%, which is greater than FSPWX's maximum drawdown of -3.84%. Use the drawdown chart below to compare losses from any high point for BKIPX and FSPWX.


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Drawdown Indicators


BKIPXFSPWXDifference

Max Drawdown

Largest peak-to-trough decline

-6.42%

-3.84%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-2.91%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

Current Drawdown

Current decline from peak

-0.51%

-1.27%

+0.76%

Average Drawdown

Average peak-to-trough decline

-1.08%

-1.04%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.94%

-0.55%

Volatility

BKIPX vs. FSPWX - Volatility Comparison

The current volatility for iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) is 0.66%, while Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) has a volatility of 1.44%. This indicates that BKIPX experiences smaller price fluctuations and is considered to be less risky than FSPWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKIPXFSPWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

1.44%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.27%

2.29%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

4.10%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

4.17%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

4.17%

-1.55%