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BORAX vs. FSPWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BORAX vs. FSPWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option (BORAX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BORAX achieves a 1.00% return, which is significantly lower than FSPWX's 1.23% return.


BORAX

1D
0.20%
1M
0.27%
YTD
1.00%
6M
1.07%
1Y
3.56%
3Y*
3.22%
5Y*
0.70%
10Y*

FSPWX

1D
0.30%
1M
0.39%
YTD
1.23%
6M
1.33%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BORAX vs. FSPWX - Yearly Performance Comparison


Correlation

The correlation between BORAX and FSPWX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2024

0.88

The correlation between BORAX and FSPWX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

BORAX vs. FSPWX — Risk / Return Rank

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

BORAX
BORAX Risk / Return Rank: 2020
Overall Rank
BORAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BORAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BORAX Omega Ratio Rank: 1818
Omega Ratio Rank
BORAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BORAX Martin Ratio Rank: 2323
Martin Ratio Rank

FSPWX
FSPWX Risk / Return Rank: 2727
Overall Rank
FSPWX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FSPWX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSPWX Omega Ratio Rank: 2222
Omega Ratio Rank
FSPWX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSPWX Martin Ratio Rank: 3030
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.

BORAX vs. FSPWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option (BORAX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BORAXFSPWXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratioReturn relative to maximum drawdown

1.70

2.14

-0.44

Martin ratioReturn relative to average drawdown

5.32

6.52

-1.20

BORAX vs. FSPWX - Sharpe Ratio Comparison

The current BORAX Sharpe Ratio is 1.14, which is comparable to the FSPWX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BORAX and FSPWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BORAX vs. FSPWX - Drawdown Comparison

The maximum BORAX drawdown since its inception was -14.39%, which is greater than FSPWX's maximum drawdown of -3.84%. Use the drawdown chart below to compare losses from any high point for BORAX and FSPWX.


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Drawdown Indicators


BORAXFSPWXDifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-3.84%

-10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-1.95%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-14.39%

Current Drawdown

Current decline from peak

-1.11%

-0.59%

-0.52%

Average Drawdown

Average peak-to-trough decline

-6.15%

-0.96%

-5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.64%

+0.07%

Volatility

BORAX vs. FSPWX - Volatility Comparison

CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option (BORAX) has a higher volatility of 1.25% compared to Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) at 1.16%. This indicates that BORAX's price experiences larger fluctuations and is considered to be riskier 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


BORAXFSPWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.16%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.40%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

3.32%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

4.06%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

4.06%

+2.13%

BORAX vs. FSPWX - Expense Ratio Comparison

BORAX has a 1.48% expense ratio, which is higher than FSPWX's 0.05% expense ratio.


Dividends

BORAX vs. FSPWX - Dividend Comparison

BORAX has not paid dividends to shareholders, while FSPWX's dividend yield for the trailing twelve months is around 3.78%.


Frequently Asked Questions


With a correlation of 0.93, BORAX and FSPWX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BORAX has higher volatility (1.25%) compared to FSPWX (1.16%). In terms of maximum drawdown, BORAX dropped -14.39% vs FSPWX's -3.84%.

FSPWX currently has the higher Sharpe Ratio (1.26 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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