BPRIX vs. PTLDX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and PIMCO Low Duration Fund (PTLDX).
BPRIX is managed by BlackRock. It was launched on Jun 27, 2004. PTLDX is managed by PIMCO. It was launched on May 11, 1987.
Performance
BPRIX vs. PTLDX - Performance Comparison
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BPRIX vs. PTLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTLDX PIMCO Low Duration Fund | -0.43% | 5.58% | 4.85% | 5.32% | -5.69% | -0.70% | 3.42% | 4.49% | 0.52% | 1.84% |
Returns By Period
Over the past 10 years, BPRIX has outperformed PTLDX with an annualized return of 2.39%, while PTLDX has yielded a comparatively lower 2.01% 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%
PTLDX
- 1D
- 0.22%
- 1M
- -1.17%
- YTD
- -0.43%
- 6M
- 0.76%
- 1Y
- 3.38%
- 3Y*
- 4.55%
- 5Y*
- 1.68%
- 10Y*
- 2.01%
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BPRIX vs. PTLDX - Expense Ratio Comparison
BPRIX has a 0.40% expense ratio, which is lower than PTLDX's 0.46% expense ratio.
Return for Risk
BPRIX vs. PTLDX — Risk / Return Rank
BPRIX
PTLDX
BPRIX vs. PTLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and PIMCO Low Duration Fund (PTLDX). 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.
| BPRIX | PTLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.66 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.85 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.48 | -1.19 |
Martin ratioReturn relative to average drawdown | 4.33 | 10.46 | -6.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BPRIX | PTLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.66 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.69 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.97 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 1.45 | -0.85 |
Correlation
The correlation between BPRIX and PTLDX is 0.55, 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.
Dividends
BPRIX vs. PTLDX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.56%, less than PTLDX's 3.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTLDX PIMCO Low Duration Fund | 3.89% | 4.22% | 4.16% | 4.04% | 1.57% | 0.83% | 1.83% | 3.35% | 2.16% | 1.72% | 2.00% | 2.51% |
Drawdowns
BPRIX vs. PTLDX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.52%, which is greater than PTLDX's maximum drawdown of -8.21%. Use the drawdown chart below to compare losses from any high point for BPRIX and PTLDX.
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Drawdown Indicators
| BPRIX | PTLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.52% | -8.21% | -7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -1.60% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -15.52% | -8.21% | -7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -15.52% | -8.21% | -7.31% |
Current DrawdownCurrent decline from peak | -3.23% | -1.17% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -0.76% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.38% | +0.58% |
Volatility
BPRIX vs. PTLDX - Volatility Comparison
BlackRock Inflation Protected Bond Fund (BPRIX) has a higher volatility of 1.41% compared to PIMCO Low Duration Fund (PTLDX) at 0.82%. This indicates that BPRIX's price experiences larger fluctuations and is considered to be riskier than PTLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPRIX | PTLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 0.82% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 1.49% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 2.29% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.12% | 2.45% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 2.08% | +3.44% |