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

Correlation

The correlation between BPRIX and FXNAX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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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Key characteristics

Sharpe Ratio

BPRIX:

1.11

FXNAX:

0.94

Sortino Ratio

BPRIX:

1.46

FXNAX:

1.52

Omega Ratio

BPRIX:

1.18

FXNAX:

1.18

Calmar Ratio

BPRIX:

0.54

FXNAX:

0.44

Martin Ratio

BPRIX:

2.96

FXNAX:

2.49

Ulcer Index

BPRIX:

1.74%

FXNAX:

2.19%

Daily Std Dev

BPRIX:

5.08%

FXNAX:

5.36%

Max Drawdown

BPRIX:

-13.82%

FXNAX:

-18.64%

Current Drawdown

BPRIX:

-3.97%

FXNAX:

-7.34%

Returns By Period

In the year-to-date period, BPRIX achieves a 3.06% return, which is significantly higher than FXNAX's 1.78% return. Over the past 10 years, BPRIX has outperformed FXNAX with an annualized return of 2.31%, while FXNAX has yielded a comparatively lower 1.42% annualized return.


BPRIX

YTD

3.06%

1M

0.03%

6M

1.97%

1Y

5.58%

3Y*

0.89%

5Y*

1.74%

10Y*

2.31%

FXNAX

YTD

1.78%

1M

-0.57%

6M

0.99%

1Y

5.05%

3Y*

1.14%

5Y*

-1.01%

10Y*

1.42%

*Annualized

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Fidelity U.S. Bond Index Fund

BPRIX vs. FXNAX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BPRIX vs. FXNAX — Risk-Adjusted Performance Rank

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

BPRIX
The Risk-Adjusted Performance Rank of BPRIX is 7474
Overall Rank
The Sharpe Ratio Rank of BPRIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BPRIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BPRIX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BPRIX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 7171
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7171
Overall Rank
The Sharpe Ratio Rank of FXNAX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BPRIX Sharpe Ratio is 1.11, which is comparable to the FXNAX Sharpe Ratio of 0.94. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BPRIX vs. FXNAX - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 3.98%, more than FXNAX's 3.48% yield.


TTM20242023202220212020201920182017201620152014
BPRIX
BlackRock Inflation Protected Bond Fund
3.98%3.62%3.46%7.80%6.41%1.49%2.30%2.80%2.21%1.19%2.06%2.89%
FXNAX
Fidelity U.S. Bond Index Fund
3.48%3.40%2.91%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%

Drawdowns

BPRIX vs. FXNAX - Drawdown Comparison

The maximum BPRIX drawdown since its inception was -13.82%, smaller than the maximum FXNAX drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for BPRIX and FXNAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BPRIX vs. FXNAX - Volatility Comparison

BlackRock Inflation Protected Bond Fund (BPRIX) and Fidelity U.S. Bond Index Fund (FXNAX) have volatilities of 1.50% and 1.51%, 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.


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