PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BPRIX vs. PTLDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

BPRIX vs. PTLDX - Performance Comparison

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

60.00%65.00%70.00%75.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
76.75%
62.91%
BPRIX
PTLDX

Key characteristics

Sharpe Ratio

BPRIX:

0.31

PTLDX:

2.06

Sortino Ratio

BPRIX:

0.47

PTLDX:

3.42

Omega Ratio

BPRIX:

1.06

PTLDX:

1.48

Calmar Ratio

BPRIX:

0.12

PTLDX:

0.09

Martin Ratio

BPRIX:

1.05

PTLDX:

10.44

Ulcer Index

BPRIX:

1.38%

PTLDX:

0.43%

Daily Std Dev

BPRIX:

4.62%

PTLDX:

2.18%

Max Drawdown

BPRIX:

-15.18%

PTLDX:

-90.06%

Current Drawdown

BPRIX:

-8.50%

PTLDX:

-48.97%

Returns By Period

In the year-to-date period, BPRIX achieves a 1.64% return, which is significantly lower than PTLDX's 3.88% return. Over the past 10 years, BPRIX has outperformed PTLDX with an annualized return of 1.76%, while PTLDX has yielded a comparatively lower 1.59% annualized return.


BPRIX

YTD

1.64%

1M

-0.97%

6M

0.67%

1Y

1.45%

5Y*

1.64%

10Y*

1.76%

PTLDX

YTD

3.88%

1M

0.00%

6M

2.43%

1Y

4.37%

5Y*

1.35%

10Y*

1.59%

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. PTLDX - Expense Ratio Comparison

BPRIX has a 0.40% expense ratio, which is lower than PTLDX's 0.46% expense ratio.


PTLDX
PIMCO Low Duration Fund
Expense ratio chart for PTLDX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for BPRIX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


Sharpe ratio
The chart of Sharpe ratio for BPRIX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.000.312.01
The chart of Sortino ratio for BPRIX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.000.473.34
The chart of Omega ratio for BPRIX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.47
The chart of Calmar ratio for BPRIX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.000.122.84
The chart of Martin ratio for BPRIX, currently valued at 1.05, compared to the broader market0.0020.0040.0060.001.0510.17
BPRIX
PTLDX

The current BPRIX Sharpe Ratio is 0.31, which is lower than the PTLDX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BPRIX and PTLDX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.31
2.01
BPRIX
PTLDX

Dividends

BPRIX vs. PTLDX - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 3.42%, less than PTLDX's 3.81% yield.


TTM20232022202120202019201820172016201520142013
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
3.81%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.50%
-0.83%
BPRIX
PTLDX

Volatility

BPRIX vs. PTLDX - Volatility Comparison

BlackRock Inflation Protected Bond Fund (BPRIX) has a higher volatility of 1.47% compared to PIMCO Low Duration Fund (PTLDX) at 0.50%. 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.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.47%
0.50%
BPRIX
PTLDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab