BPRIX vs. FIQTX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX).
BPRIX is managed by Blackrock. It was launched on Jun 27, 2004. FIQTX is managed by Fidelity. It was launched on Oct 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPRIX or FIQTX.
Performance
BPRIX vs. FIQTX - Performance Comparison
Returns By Period
In the year-to-date period, BPRIX achieves a 2.54% return, which is significantly lower than FIQTX's 11.66% return.
BPRIX
2.54%
-1.04%
3.24%
5.58%
1.93%
1.63%
FIQTX
11.66%
1.47%
6.49%
16.23%
6.00%
N/A
Key characteristics
| BPRIX | FIQTX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 3.41 |
| Sortino Ratio | 1.71 | 5.23 |
| Omega Ratio | 1.21 | 1.74 |
| Calmar Ratio | 0.43 | 2.05 |
| Martin Ratio | 4.61 | 23.69 |
| Ulcer Index | 1.21% | 0.67% |
| Daily Std Dev | 4.87% | 4.63% |
| Max Drawdown | -15.18% | -28.49% |
| Current Drawdown | -7.68% | -0.09% |
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BPRIX vs. FIQTX - Expense Ratio Comparison
BPRIX has a 0.40% expense ratio, which is lower than FIQTX's 0.64% expense ratio.
Correlation
The correlation between BPRIX and FIQTX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
BPRIX vs. FIQTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). 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. FIQTX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.42%, less than FIQTX's 4.96% 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% |
FIQTX Fidelity Advisor High Income Advantage Fund Class Z | 4.96% | 5.22% | 4.84% | 3.32% | 3.81% | 4.53% | 2.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BPRIX vs. FIQTX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.18%, smaller than the maximum FIQTX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BPRIX and FIQTX. For additional features, visit the drawdowns tool.
Volatility
BPRIX vs. FIQTX - Volatility Comparison
BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) have volatilities of 1.23% and 1.24%, 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.