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

Performance

BPRIX vs. SLV - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.13%
1.08%
BPRIX
SLV

Returns By Period

In the year-to-date period, BPRIX achieves a 2.54% return, which is significantly lower than SLV's 28.74% return. Over the past 10 years, BPRIX has underperformed SLV with an annualized return of 1.63%, while SLV has yielded a comparatively higher 5.93% annualized return.


BPRIX

YTD

2.54%

1M

-1.04%

6M

3.24%

1Y

5.58%

5Y (annualized)

1.93%

10Y (annualized)

1.63%

SLV

YTD

28.74%

1M

-11.66%

6M

1.78%

1Y

29.40%

5Y (annualized)

12.05%

10Y (annualized)

5.93%

Key characteristics


BPRIXSLV
Sharpe Ratio1.140.93
Sortino Ratio1.711.47
Omega Ratio1.211.18
Calmar Ratio0.430.50
Martin Ratio4.613.71
Ulcer Index1.21%7.76%
Daily Std Dev4.87%30.94%
Max Drawdown-15.18%-76.28%
Current Drawdown-7.68%-40.67%

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BPRIX vs. SLV - Expense Ratio Comparison

BPRIX has a 0.40% expense ratio, which is lower than SLV's 0.50% expense ratio.


SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
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%

Correlation

-0.50.00.51.00.2

The correlation between BPRIX and SLV is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

BPRIX vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) and iShares Silver Trust (SLV). 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 1.14, compared to the broader market-1.000.001.002.003.004.005.001.140.95
The chart of Sortino ratio for BPRIX, currently valued at 1.71, compared to the broader market0.005.0010.001.711.49
The chart of Omega ratio for BPRIX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.18
The chart of Calmar ratio for BPRIX, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.0025.000.430.51
The chart of Martin ratio for BPRIX, currently valued at 4.61, compared to the broader market0.0020.0040.0060.0080.00100.004.613.79
BPRIX
SLV

The current BPRIX Sharpe Ratio is 1.14, which is comparable to the SLV Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BPRIX and SLV, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.14
0.95
BPRIX
SLV

Dividends

BPRIX vs. SLV - Dividend Comparison

BPRIX's dividend yield for the trailing twelve months is around 3.42%, while SLV has not paid dividends to shareholders.


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%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BPRIX vs. SLV - Drawdown Comparison

The maximum BPRIX drawdown since its inception was -15.18%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for BPRIX and SLV. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-7.68%
-40.67%
BPRIX
SLV

Volatility

BPRIX vs. SLV - Volatility Comparison

The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.23%, while iShares Silver Trust (SLV) has a volatility of 8.27%. This indicates that BPRIX experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
1.23%
8.27%
BPRIX
SLV