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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPRIX or PTLDX.
Performance
BPRIX vs. PTLDX - Performance Comparison
Returns By Period
In the year-to-date period, BPRIX achieves a 2.54% return, which is significantly lower than PTLDX's 3.77% return. Over the past 10 years, BPRIX has outperformed PTLDX with an annualized return of 1.63%, while PTLDX has yielded a comparatively lower 1.51% annualized return.
BPRIX
2.54%
-1.04%
3.24%
5.58%
1.93%
1.63%
PTLDX
3.77%
-0.19%
3.16%
5.89%
1.33%
1.51%
Key characteristics
| BPRIX | PTLDX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 2.57 |
| Sortino Ratio | 1.71 | 4.49 |
| Omega Ratio | 1.21 | 1.61 |
| Calmar Ratio | 0.43 | 0.11 |
| Martin Ratio | 4.61 | 15.12 |
| Ulcer Index | 1.21% | 0.39% |
| Daily Std Dev | 4.87% | 2.29% |
| Max Drawdown | -15.18% | -90.06% |
| Current Drawdown | -7.68% | -49.02% |
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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.
Correlation
The correlation between BPRIX and PTLDX is 0.53, 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.
Risk-Adjusted Performance
BPRIX vs. PTLDX - Risk-Adjusted Performance 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.
Dividends
BPRIX vs. PTLDX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.42%, less than PTLDX's 4.16% 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% |
PTLDX PIMCO Low Duration Fund | 4.16% | 4.03% | 2.12% | 0.83% | 1.83% | 3.36% | 2.14% | 1.72% | 1.99% | 2.51% | 3.69% | 1.78% |
Drawdowns
BPRIX vs. PTLDX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.18%, smaller than the maximum PTLDX drawdown of -90.06%. Use the drawdown chart below to compare losses from any high point for BPRIX and PTLDX. For additional features, visit the drawdowns tool.
Volatility
BPRIX vs. PTLDX - Volatility Comparison
BlackRock Inflation Protected Bond Fund (BPRIX) has a higher volatility of 1.23% compared to PIMCO Low Duration Fund (PTLDX) at 0.41%. 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.