BPRIX vs. FNSOX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity Short-Term Bond Index Fund (FNSOX).
BPRIX is managed by Blackrock. It was launched on Jun 27, 2004. FNSOX is managed by Fidelity. It was launched on Oct 18, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPRIX or FNSOX.
Performance
BPRIX vs. FNSOX - Performance Comparison
Returns By Period
In the year-to-date period, BPRIX achieves a 2.54% return, which is significantly lower than FNSOX's 3.33% return.
BPRIX
2.54%
-1.04%
3.24%
5.58%
1.93%
1.63%
FNSOX
3.33%
-0.41%
3.14%
5.40%
1.07%
N/A
Key characteristics
| BPRIX | FNSOX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.92 |
| Sortino Ratio | 1.71 | 3.05 |
| Omega Ratio | 1.21 | 1.40 |
| Calmar Ratio | 0.43 | 1.31 |
| Martin Ratio | 4.61 | 7.97 |
| Ulcer Index | 1.21% | 0.64% |
| Daily Std Dev | 4.87% | 2.64% |
| Max Drawdown | -15.18% | -8.83% |
| Current Drawdown | -7.68% | -1.49% |
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BPRIX vs. FNSOX - Expense Ratio Comparison
BPRIX has a 0.40% expense ratio, which is higher than FNSOX's 0.03% expense ratio.
Correlation
The correlation between BPRIX and FNSOX is 0.65, 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. FNSOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity Short-Term Bond Index Fund (FNSOX). 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. FNSOX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.42%, more than FNSOX's 2.05% 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% |
FNSOX Fidelity Short-Term Bond Index Fund | 2.05% | 1.75% | 1.17% | 0.76% | 1.45% | 2.35% | 2.03% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BPRIX vs. FNSOX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.18%, which is greater than FNSOX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for BPRIX and FNSOX. For additional features, visit the drawdowns tool.
Volatility
BPRIX vs. FNSOX - Volatility Comparison
BlackRock Inflation Protected Bond Fund (BPRIX) has a higher volatility of 1.23% compared to Fidelity Short-Term Bond Index Fund (FNSOX) at 0.53%. This indicates that BPRIX's price experiences larger fluctuations and is considered to be riskier than FNSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.