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BORAX vs. IBRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BORAX vs. IBRIX - 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 VY BlackRock Inflation Protected Bond Portfolio (IBRIX). 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 IBRIX's 1.99% return.


BORAX

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

IBRIX

1D
0.43%
1M
0.22%
YTD
1.99%
6M
2.12%
1Y
4.57%
3Y*
3.95%
5Y*
1.00%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BORAX vs. IBRIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BORAX
CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option
1.00%6.40%1.30%3.58%-11.83%3.96%
IBRIX
VY BlackRock Inflation Protected Bond Portfolio
1.99%6.11%2.09%4.30%-12.63%4.48%

Correlation

The correlation between BORAX and IBRIX is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.87

The correlation between BORAX and IBRIX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

BORAX vs. IBRIX — 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

IBRIX
IBRIX Risk / Return Rank: 1515
Overall Rank
IBRIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBRIX Sortino Ratio Rank: 88
Sortino Ratio Rank
IBRIX Omega Ratio Rank: 1919
Omega Ratio Rank
IBRIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
IBRIX Martin Ratio Rank: 2626
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. IBRIX - 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 VY BlackRock Inflation Protected Bond Portfolio (IBRIX). 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.


BORAXIBRIXDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.21

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

1.70

1.05

+0.65

Martin ratioReturn relative to average drawdown

5.32

5.81

-0.49

BORAX vs. IBRIX - Sharpe Ratio Comparison

The current BORAX Sharpe Ratio is 1.14, which is higher than the IBRIX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BORAX and IBRIX, 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. IBRIX - Drawdown Comparison

The maximum BORAX drawdown since its inception was -14.39%, smaller than the maximum IBRIX drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for BORAX and IBRIX.


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Drawdown Indicators


BORAXIBRIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-15.82%

+1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-4.81%

+2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-5.01%

-5.68%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-14.39%

-15.82%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-15.82%

Current Drawdown

Current decline from peak

-1.11%

-0.54%

-0.57%

Average Drawdown

Average peak-to-trough decline

-6.15%

-4.11%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.83%

-0.12%

Volatility

BORAX vs. IBRIX - Volatility Comparison

CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option (BORAX) and VY BlackRock Inflation Protected Bond Portfolio (IBRIX) have volatilities of 1.25% and 1.25%, 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.


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Volatility by Period


BORAXIBRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.25%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

7.34%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

8.13%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

7.07%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

5.93%

+0.26%

BORAX vs. IBRIX - Expense Ratio Comparison

BORAX has a 1.48% expense ratio, which is higher than IBRIX's 0.58% expense ratio.


Dividends

BORAX vs. IBRIX - Dividend Comparison

BORAX has not paid dividends to shareholders, while IBRIX's dividend yield for the trailing twelve months is around 3.84%.


PositionTTM20252024202320222021202020192018201720162015
BORAX
CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBRIX
VY BlackRock Inflation Protected Bond Portfolio
3.84%3.31%3.87%3.55%4.96%2.68%1.70%2.38%2.51%1.52%0.00%1.41%

Frequently Asked Questions


BORAX and IBRIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBRIX has higher volatility (1.25%) compared to BORAX (1.25%). In terms of maximum drawdown, BORAX dropped -14.39% vs IBRIX's -15.82%.

BORAX currently has the higher Sharpe Ratio (1.14 vs 0.62), 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.

Portfolio Optimizer

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