BPRIX vs. ^NDX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and NASDAQ 100 (^NDX).
BPRIX is managed by Blackrock. It was launched on Jun 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPRIX or ^NDX.
Performance
BPRIX vs. ^NDX - Performance Comparison
Returns By Period
In the year-to-date period, BPRIX achieves a 2.54% return, which is significantly lower than ^NDX's 23.27% return. Over the past 10 years, BPRIX has underperformed ^NDX with an annualized return of 1.63%, while ^NDX has yielded a comparatively higher 17.12% annualized return.
BPRIX
2.54%
-1.04%
3.24%
5.58%
1.93%
1.63%
^NDX
23.27%
1.72%
11.37%
29.62%
20.24%
17.12%
Key characteristics
| BPRIX | ^NDX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.71 |
| Sortino Ratio | 1.71 | 2.30 |
| Omega Ratio | 1.21 | 1.31 |
| Calmar Ratio | 0.43 | 2.22 |
| Martin Ratio | 4.61 | 8.00 |
| Ulcer Index | 1.21% | 3.77% |
| Daily Std Dev | 4.87% | 17.59% |
| Max Drawdown | -15.18% | -82.90% |
| Current Drawdown | -7.68% | -1.78% |
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Correlation
The correlation between BPRIX and ^NDX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
BPRIX vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and NASDAQ 100 (^NDX). 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.
Drawdowns
BPRIX vs. ^NDX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.18%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for BPRIX and ^NDX. For additional features, visit the drawdowns tool.
Volatility
BPRIX vs. ^NDX - Volatility Comparison
The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.23%, while NASDAQ 100 (^NDX) has a volatility of 5.40%. This indicates that BPRIX experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.