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

Correlation

The correlation between BPRIX and PTLDX is -0.01. 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: -0.0

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.

65.00%70.00%75.00%80.00%85.00%NovemberDecember2025FebruaryMarchApril
82.52%
67.17%
BPRIX
PTLDX

Key characteristics

Sharpe Ratio

BPRIX:

1.33

PTLDX:

3.03

Sortino Ratio

BPRIX:

1.93

PTLDX:

5.38

Omega Ratio

BPRIX:

1.25

PTLDX:

1.78

Calmar Ratio

BPRIX:

0.56

PTLDX:

0.13

Martin Ratio

BPRIX:

3.91

PTLDX:

18.34

Ulcer Index

BPRIX:

1.69%

PTLDX:

0.35%

Daily Std Dev

BPRIX:

4.98%

PTLDX:

2.13%

Max Drawdown

BPRIX:

-15.18%

PTLDX:

-90.06%

Current Drawdown

BPRIX:

-5.51%

PTLDX:

-47.62%

Returns By Period

In the year-to-date period, BPRIX achieves a 3.03% return, which is significantly higher than PTLDX's 1.68% return. Both investments have delivered pretty close results over the past 10 years, with BPRIX having a 1.86% annualized return and PTLDX not far behind at 1.78%.


BPRIX

YTD

3.03%

1M

0.45%

6M

1.81%

1Y

6.94%

5Y*

1.48%

10Y*

1.86%

PTLDX

YTD

1.68%

1M

0.46%

6M

2.65%

1Y

6.69%

5Y*

1.65%

10Y*

1.78%

*Annualized

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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.


Expense ratio chart for PTLDX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTLDX: 0.46%
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%

Risk-Adjusted Performance

BPRIX vs. PTLDX — 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 8080
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 7070
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 7979
Martin Ratio Rank

PTLDX
The Risk-Adjusted Performance Rank of PTLDX is 8484
Overall Rank
The Sharpe Ratio Rank of PTLDX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of PTLDX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of PTLDX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of PTLDX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PTLDX is 9797
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. 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.


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
PTLDX: 3.03
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
PTLDX: 5.38
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
PTLDX: 1.78
The chart of Calmar ratio for BPRIX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
BPRIX: 0.56
PTLDX: 5.56
The chart of Martin ratio for BPRIX, currently valued at 3.91, compared to the broader market0.0010.0020.0030.0040.0050.00
BPRIX: 3.91
PTLDX: 18.34

The current BPRIX Sharpe Ratio is 1.33, which is lower than the PTLDX Sharpe Ratio of 3.03. 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.33
3.03
BPRIX
PTLDX

Dividends

BPRIX vs. PTLDX - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 4.18%, which matches PTLDX's 4.16% yield.


TTM20242023202220212020201920182017201620152014
BPRIX
BlackRock Inflation Protected Bond Fund
4.18%3.62%3.46%7.68%4.92%1.30%2.30%2.80%2.21%1.19%0.17%1.90%
PTLDX
PIMCO Low Duration Fund
4.16%4.15%4.03%2.12%0.83%1.83%3.36%2.14%1.72%1.99%2.51%3.69%

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.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.51%
-0.32%
BPRIX
PTLDX

Volatility

BPRIX vs. PTLDX - Volatility Comparison

BlackRock Inflation Protected Bond Fund (BPRIX) has a higher volatility of 2.61% compared to PIMCO Low Duration Fund (PTLDX) at 0.85%. 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%2.50%NovemberDecember2025FebruaryMarchApril
2.61%
0.85%
BPRIX
PTLDX