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BPRIX vs. RRPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPRIX vs. RRPAX - Performance Comparison

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

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BPRIX vs. RRPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RRPAX
SEI Institutional Investments Trust Real Return Fund
0.86%6.53%4.54%3.49%-4.06%5.41%5.64%5.01%0.31%0.73%

Returns By Period

Over the past 10 years, BPRIX has underperformed RRPAX with an annualized return of 2.39%, while RRPAX has yielded a comparatively higher 2.90% 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%

RRPAX

1D
0.32%
1M
-0.11%
YTD
0.86%
6M
1.17%
1Y
3.81%
3Y*
4.34%
5Y*
3.06%
10Y*
2.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPRIX vs. RRPAX - Expense Ratio Comparison

BPRIX has a 0.40% expense ratio, which is higher than RRPAX's 0.02% expense ratio.


Return for Risk

BPRIX vs. RRPAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BPRIX
BPRIX Risk / Return Rank: 4444
Overall Rank
BPRIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BPRIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BPRIX Omega Ratio Rank: 3636
Omega Ratio Rank
BPRIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
BPRIX Martin Ratio Rank: 4343
Martin Ratio Rank

RRPAX
RRPAX Risk / Return Rank: 9191
Overall Rank
RRPAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RRPAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
RRPAX Omega Ratio Rank: 8989
Omega Ratio Rank
RRPAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RRPAX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BPRIX vs. RRPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and SEI Institutional Investments Trust Real Return Fund (RRPAX). 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.


BPRIXRRPAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.76

-0.88

Sortino ratio

Return per unit of downside risk

1.25

2.64

-1.39

Omega ratio

Gain probability vs. loss probability

1.17

1.39

-0.22

Calmar ratio

Return relative to maximum drawdown

1.30

3.24

-1.94

Martin ratio

Return relative to average drawdown

4.33

11.39

-7.07

BPRIX vs. RRPAX - Sharpe Ratio Comparison

The current BPRIX Sharpe Ratio is 0.88, which is lower than the RRPAX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BPRIX and RRPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPRIXRRPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.76

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.95

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

1.08

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.50

+0.09

Correlation

The correlation between BPRIX and RRPAX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BPRIX vs. RRPAX - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 3.56%, less than RRPAX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
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%
RRPAX
SEI Institutional Investments Trust Real Return Fund
4.60%4.64%3.57%2.43%7.18%5.33%1.38%2.14%2.35%1.89%1.23%0.00%

Drawdowns

BPRIX vs. RRPAX - Drawdown Comparison

The maximum BPRIX drawdown since its inception was -15.52%, roughly equal to the maximum RRPAX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for BPRIX and RRPAX.


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Drawdown Indicators


BPRIXRRPAXDifference

Max Drawdown

Largest peak-to-trough decline

-15.52%

-16.15%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-1.35%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-6.48%

-9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-15.52%

-6.48%

-9.04%

Current Drawdown

Current decline from peak

-3.23%

-0.43%

-2.80%

Average Drawdown

Average peak-to-trough decline

-3.82%

-2.97%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.38%

+0.58%

Volatility

BPRIX vs. RRPAX - Volatility Comparison

BlackRock Inflation Protected Bond Fund (BPRIX) has a higher volatility of 1.41% compared to SEI Institutional Investments Trust Real Return Fund (RRPAX) at 0.70%. This indicates that BPRIX's price experiences larger fluctuations and is considered to be riskier than RRPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPRIXRRPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

0.70%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

1.20%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

2.31%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

3.23%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

2.69%

+2.83%