BPRIX vs. ^NDX
BPRIX (BlackRock Inflation Protected Bond Fund) is Inflation-Protected Bonds fund managed by BlackRock, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, BPRIX returned 2.41%/yr vs 21.62%/yr for ^NDX. At a correlation of -0.08, they often move in opposite directions.
Performance
BPRIX vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, BPRIX achieves a 0.61% return, which is significantly lower than ^NDX's 20.19% return. Over the past 10 years, BPRIX has underperformed ^NDX with an annualized return of 2.41%, while ^NDX has yielded a comparatively higher 21.62% annualized return.
BPRIX
- 1D
- 0.21%
- 1M
- 0.63%
- YTD
- 0.61%
- 6M
- 0.99%
- 1Y
- 3.67%
- 3Y*
- 3.10%
- 5Y*
- 0.49%
- 10Y*
- 2.41%
^NDX
- 1D
- -0.19%
- 1M
- 2.94%
- YTD
- 20.19%
- 6M
- 19.19%
- 1Y
- 40.32%
- 3Y*
- 26.78%
- 5Y*
- 16.28%
- 10Y*
- 21.62%
BPRIX vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPRIX BlackRock Inflation Protected Bond Fund | 0.61% | 6.84% | 1.41% | 2.92% | -12.87% | 5.76% | 11.76% | 8.33% | -1.85% | 3.10% |
^NDX NASDAQ 100 Index | 20.19% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between BPRIX and ^NDX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2004 | -0.08 |
The correlation between BPRIX and ^NDX shifts across timeframes, from -0.08 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BPRIX vs. ^NDX — Risk / Return Rank
BPRIX
^NDX
BPRIX vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and NASDAQ 100 Index (^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.
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.
| BPRIX | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.34 | -1.72 |
| Martin ratioReturn relative to average drawdown | 5.27 | 12.38 | -7.11 |
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Drawdowns
BPRIX vs. ^NDX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.52%, 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.
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Drawdown Indicators
| BPRIX | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.52% | -82.90% | +67.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.40% | -12.12% | +9.72% |
Max Drawdown (3Y)Largest decline over 3 years | -4.86% | -22.93% | +18.07% |
Max Drawdown (5Y)Largest decline over 5 years | -15.52% | -35.56% | +20.04% |
Max Drawdown (10Y)Largest decline over 10 years | -15.52% | -35.56% | +20.04% |
Current DrawdownCurrent decline from peak | -2.63% | -1.02% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -24.60% | +20.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 3.26% | -2.52% |
Volatility
BPRIX vs. ^NDX - Volatility Comparison
The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.63%, while NASDAQ 100 Index (^NDX) has a volatility of 8.37%. 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.
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Volatility by Period
| BPRIX | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 8.37% | -6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.79% | 14.20% | -11.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.61% | 17.74% | -14.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.14% | 22.84% | -16.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.53% | 22.66% | -17.13% |
Frequently Asked Questions
BPRIX and ^NDX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^NDX has higher volatility (8.37%) compared to BPRIX (1.63%). In terms of maximum drawdown, BPRIX dropped -15.52% vs ^NDX's -82.90%.
^NDX currently has the higher Sharpe Ratio (2.29 vs 1.08), 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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