BPRIX vs. DODIX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and Dodge & Cox Income Fund (DODIX).
BPRIX is managed by Blackrock. It was launched on Jun 27, 2004. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPRIX or DODIX.
Performance
BPRIX vs. DODIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with BPRIX having a 2.54% return and DODIX slightly higher at 2.63%. Over the past 10 years, BPRIX has underperformed DODIX with an annualized return of 1.63%, while DODIX has yielded a comparatively higher 2.58% annualized return.
BPRIX
2.54%
-1.04%
3.24%
5.58%
1.93%
1.63%
DODIX
2.63%
-0.79%
3.63%
7.61%
1.43%
2.58%
Key characteristics
| BPRIX | DODIX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.31 |
| Sortino Ratio | 1.71 | 1.92 |
| Omega Ratio | 1.21 | 1.23 |
| Calmar Ratio | 0.43 | 0.76 |
| Martin Ratio | 4.61 | 4.65 |
| Ulcer Index | 1.21% | 1.65% |
| Daily Std Dev | 4.87% | 5.89% |
| Max Drawdown | -15.18% | -16.38% |
| Current Drawdown | -7.68% | -3.66% |
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BPRIX vs. DODIX - Expense Ratio Comparison
BPRIX has a 0.40% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Correlation
The correlation between BPRIX and DODIX is 0.70, 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.
Risk-Adjusted Performance
BPRIX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and Dodge & Cox Income Fund (DODIX). 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.
Dividends
BPRIX vs. DODIX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.42%, less than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPRIX BlackRock Inflation Protected Bond Fund | 3.42% | 3.46% | 7.68% | 4.92% | 1.30% | 2.30% | 2.80% | 2.21% | 1.19% | 0.17% | 1.90% | 1.24% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
BPRIX vs. DODIX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.18%, smaller than the maximum DODIX drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for BPRIX and DODIX. For additional features, visit the drawdowns tool.
Volatility
BPRIX vs. DODIX - Volatility Comparison
The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.23%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.55%. This indicates that BPRIX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.