PortfoliosLab logo
BPRIX vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BPRIX and GLD is -0.11. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

BPRIX vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Inflation Protected Bond Fund (BPRIX) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
102.17%
586.64%
BPRIX
GLD

Key characteristics

Sharpe Ratio

BPRIX:

1.33

GLD:

2.49

Sortino Ratio

BPRIX:

1.93

GLD:

3.30

Omega Ratio

BPRIX:

1.25

GLD:

1.43

Calmar Ratio

BPRIX:

0.64

GLD:

5.14

Martin Ratio

BPRIX:

3.91

GLD:

14.01

Ulcer Index

BPRIX:

1.69%

GLD:

2.98%

Daily Std Dev

BPRIX:

4.98%

GLD:

16.80%

Max Drawdown

BPRIX:

-13.82%

GLD:

-45.56%

Current Drawdown

BPRIX:

-4.00%

GLD:

-3.44%

Returns By Period

In the year-to-date period, BPRIX achieves a 3.03% return, which is significantly lower than GLD's 25.85% return. Over the past 10 years, BPRIX has underperformed GLD with an annualized return of 2.24%, while GLD has yielded a comparatively higher 10.42% annualized return.


BPRIX

YTD

3.03%

1M

0.04%

6M

1.80%

1Y

6.95%

5Y*

1.78%

10Y*

2.24%

GLD

YTD

25.85%

1M

7.28%

6M

20.29%

1Y

40.67%

5Y*

13.69%

10Y*

10.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BPRIX vs. GLD - Expense Ratio Comparison

Both BPRIX and GLD have an expense ratio of 0.40%.


Expense ratio chart for BPRIX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BPRIX: 0.40%
Expense ratio chart for GLD: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLD: 0.40%

Risk-Adjusted Performance

BPRIX vs. GLD — 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 8181
Overall Rank
The Sharpe Ratio Rank of BPRIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BPRIX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BPRIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BPRIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 8080
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9696
Overall Rank
The Sharpe Ratio Rank of GLD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9797
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9696
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. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and SPDR Gold Trust (GLD). 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 chart of Sharpe ratio for BPRIX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.00
BPRIX: 1.33
GLD: 2.49
The chart of Sortino ratio for BPRIX, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.00
BPRIX: 1.93
GLD: 3.30
The chart of Omega ratio for BPRIX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.00
BPRIX: 1.25
GLD: 1.43
The chart of Calmar ratio for BPRIX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.00
BPRIX: 0.64
GLD: 5.14
The chart of Martin ratio for BPRIX, currently valued at 3.91, compared to the broader market0.0010.0020.0030.0040.00
BPRIX: 3.91
GLD: 14.01

The current BPRIX Sharpe Ratio is 1.33, which is lower than the GLD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BPRIX and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.33
2.49
BPRIX
GLD

Dividends

BPRIX vs. GLD - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 4.19%, while GLD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BPRIX
BlackRock Inflation Protected Bond Fund
4.19%3.64%3.45%7.79%6.41%1.48%2.30%2.80%2.21%1.19%2.07%2.89%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BPRIX vs. GLD - Drawdown Comparison

The maximum BPRIX drawdown since its inception was -13.82%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for BPRIX and GLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.00%
-3.44%
BPRIX
GLD

Volatility

BPRIX vs. GLD - Volatility Comparison

The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 2.61%, while SPDR Gold Trust (GLD) has a volatility of 8.30%. This indicates that BPRIX experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
2.61%
8.30%
BPRIX
GLD