BPRIX vs. FXNAX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity U.S. Bond Index Fund (FXNAX).
BPRIX is managed by Blackrock. It was launched on Jun 27, 2004. FXNAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPRIX or FXNAX.
Performance
BPRIX vs. FXNAX - Performance Comparison
Returns By Period
In the year-to-date period, BPRIX achieves a 2.54% return, which is significantly higher than FXNAX's 1.62% return. Over the past 10 years, BPRIX has outperformed FXNAX with an annualized return of 1.63%, while FXNAX has yielded a comparatively lower 1.27% annualized return.
BPRIX
2.54%
-1.04%
3.24%
5.58%
1.93%
1.63%
FXNAX
1.62%
-0.77%
3.32%
6.17%
-0.52%
1.27%
Key characteristics
| BPRIX | FXNAX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 0.98 |
| Sortino Ratio | 1.71 | 1.47 |
| Omega Ratio | 1.21 | 1.17 |
| Calmar Ratio | 0.43 | 0.38 |
| Martin Ratio | 4.61 | 3.04 |
| Ulcer Index | 1.21% | 1.82% |
| Daily Std Dev | 4.87% | 5.69% |
| Max Drawdown | -15.18% | -19.64% |
| Current Drawdown | -7.68% | -10.08% |
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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.
Correlation
The correlation between BPRIX and FXNAX is 0.74, 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.
Risk-Adjusted Performance
BPRIX vs. FXNAX - Risk-Adjusted Performance 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.
Dividends
BPRIX vs. FXNAX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.42%, more than FXNAX's 3.32% 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% |
FXNAX Fidelity U.S. Bond Index Fund | 3.32% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
Drawdowns
BPRIX vs. FXNAX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.18%, smaller than the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for BPRIX and FXNAX. For additional features, visit the drawdowns tool.
Volatility
BPRIX vs. FXNAX - Volatility Comparison
The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.23%, while Fidelity U.S. Bond Index Fund (FXNAX) has a volatility of 1.45%. 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.