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BPRIX vs. FXNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPRIX vs. FXNAX - Performance Comparison

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

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BPRIX vs. FXNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPRIX
BlackRock Inflation Protected Bond Fund
0.00%6.84%1.41%2.92%-12.87%5.76%11.76%8.33%-1.85%3.10%
FXNAX
Fidelity U.S. Bond Index Fund
-0.45%7.14%1.35%5.82%-13.55%-2.10%7.63%8.50%0.04%3.50%

Returns By Period

Over the past 10 years, BPRIX has outperformed FXNAX with an annualized return of 2.39%, while FXNAX has yielded a comparatively lower 1.52% annualized return.


BPRIX

1D
0.62%
1M
-1.80%
YTD
-0.00%
6M
-0.17%
1Y
2.66%
3Y*
2.38%
5Y*
0.75%
10Y*
2.39%

FXNAX

1D
0.48%
1M
-2.25%
YTD
-0.45%
6M
0.56%
1Y
3.79%
3Y*
3.45%
5Y*
0.12%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPRIX vs. FXNAX - Expense Ratio Comparison

BPRIX has a 0.40% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


Return for Risk

BPRIX vs. FXNAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BPRIX
BPRIX Risk / Return Rank: 4444
Overall Rank
BPRIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BPRIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BPRIX Omega Ratio Rank: 3636
Omega Ratio Rank
BPRIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
BPRIX Martin Ratio Rank: 4343
Martin Ratio Rank

FXNAX
FXNAX Risk / Return Rank: 5656
Overall Rank
FXNAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FXNAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FXNAX Omega Ratio Rank: 4040
Omega Ratio Rank
FXNAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FXNAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BPRIX vs. FXNAX - Risk-Adjusted Trends Comparison

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


BPRIXFXNAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.99

-0.12

Sortino ratio

Return per unit of downside risk

1.25

1.44

-0.18

Omega ratio

Gain probability vs. loss probability

1.17

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.30

1.81

-0.51

Martin ratio

Return relative to average drawdown

4.33

5.15

-0.82

BPRIX vs. FXNAX - Sharpe Ratio Comparison

The current BPRIX Sharpe Ratio is 0.88, which is comparable to the FXNAX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BPRIX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPRIXFXNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.99

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.02

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.31

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.45

+0.15

Correlation

The correlation between BPRIX and FXNAX is 0.76, 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.


Dividends

BPRIX vs. FXNAX - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 3.56%, more than FXNAX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
BPRIX
BlackRock Inflation Protected Bond Fund
3.56%4.47%3.38%2.48%6.04%6.39%1.48%2.34%2.78%2.20%1.19%2.07%
FXNAX
Fidelity U.S. Bond Index Fund
3.35%3.58%3.40%3.15%1.81%1.74%2.92%2.68%2.74%2.57%2.76%2.52%

Drawdowns

BPRIX vs. FXNAX - Drawdown Comparison

The maximum BPRIX drawdown since its inception was -15.52%, smaller than the maximum FXNAX drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for BPRIX and FXNAX.


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Drawdown Indicators


BPRIXFXNAXDifference

Max Drawdown

Largest peak-to-trough decline

-15.52%

-19.51%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-2.71%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-18.54%

+3.02%

Max Drawdown (10Y)

Largest decline over 10 years

-15.52%

-19.51%

+3.99%

Current Drawdown

Current decline from peak

-3.23%

-3.72%

+0.49%

Average Drawdown

Average peak-to-trough decline

-3.82%

-3.87%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.95%

+0.01%

Volatility

BPRIX vs. FXNAX - Volatility Comparison

The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.41%, while Fidelity U.S. Bond Index Fund (FXNAX) has a volatility of 1.57%. This indicates that BPRIX experiences smaller price fluctuations and is considered to be less risky than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPRIXFXNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.57%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

2.58%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.35%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

6.04%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

4.99%

+0.53%