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BPRIX vs. FIPDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BPRIX and FIPDX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

BPRIX vs. FIPDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). The values are adjusted to include any dividend payments, if applicable.

10.00%11.00%12.00%13.00%14.00%15.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.29%
10.35%
BPRIX
FIPDX

Key characteristics

Sharpe Ratio

BPRIX:

0.31

FIPDX:

0.01

Sortino Ratio

BPRIX:

0.47

FIPDX:

0.05

Omega Ratio

BPRIX:

1.06

FIPDX:

1.01

Calmar Ratio

BPRIX:

0.12

FIPDX:

0.01

Martin Ratio

BPRIX:

1.05

FIPDX:

0.05

Ulcer Index

BPRIX:

1.38%

FIPDX:

1.38%

Daily Std Dev

BPRIX:

4.62%

FIPDX:

4.91%

Max Drawdown

BPRIX:

-15.18%

FIPDX:

-14.29%

Current Drawdown

BPRIX:

-8.50%

FIPDX:

-8.99%

Returns By Period

In the year-to-date period, BPRIX achieves a 1.64% return, which is significantly higher than FIPDX's 0.29% return. Over the past 10 years, BPRIX has outperformed FIPDX with an annualized return of 1.76%, while FIPDX has yielded a comparatively lower 1.28% annualized return.


BPRIX

YTD

1.64%

1M

-0.97%

6M

0.67%

1Y

1.45%

5Y*

1.64%

10Y*

1.76%

FIPDX

YTD

0.29%

1M

-2.42%

6M

-0.89%

1Y

0.07%

5Y*

0.94%

10Y*

1.28%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BPRIX vs. FIPDX - Expense Ratio Comparison

BPRIX has a 0.40% expense ratio, which is higher than FIPDX's 0.05% expense ratio.


BPRIX
BlackRock Inflation Protected Bond Fund
Expense ratio chart for BPRIX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for FIPDX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

BPRIX vs. FIPDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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.


Sharpe ratio
The chart of Sharpe ratio for BPRIX, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.000.340.04
The chart of Sortino ratio for BPRIX, currently valued at 0.50, compared to the broader market-2.000.002.004.006.008.0010.000.500.08
The chart of Omega ratio for BPRIX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.01
The chart of Calmar ratio for BPRIX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.0014.000.130.02
The chart of Martin ratio for BPRIX, currently valued at 1.12, compared to the broader market0.0020.0040.0060.001.120.13
BPRIX
FIPDX

The current BPRIX Sharpe Ratio is 0.31, which is higher than the FIPDX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of BPRIX and FIPDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
0.04
BPRIX
FIPDX

Dividends

BPRIX vs. FIPDX - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 3.42%, more than FIPDX's 2.15% yield.


TTM20232022202120202019201820172016201520142013
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%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
2.15%3.59%8.87%4.76%0.24%0.41%0.39%0.09%0.08%0.11%1.10%0.66%

Drawdowns

BPRIX vs. FIPDX - Drawdown Comparison

The maximum BPRIX drawdown since its inception was -15.18%, which is greater than FIPDX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for BPRIX and FIPDX. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.50%
-8.99%
BPRIX
FIPDX

Volatility

BPRIX vs. FIPDX - Volatility Comparison

The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.47%, while Fidelity Inflation-Protected Bond Index Fund (FIPDX) has a volatility of 2.50%. This indicates that BPRIX experiences smaller price fluctuations and is considered to be less risky than FIPDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
1.47%
2.50%
BPRIX
FIPDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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