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FFNYX vs. ANBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. ANBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and AB Bond Inflation Strategy (ANBIX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. ANBIX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ANBIX

1D
0.00%
1M
-0.29%
YTD
0.47%
6M
0.51%
1Y
3.88%
3Y*
4.39%
5Y*
2.48%
10Y*
3.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. ANBIX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than ANBIX's 0.59% expense ratio.


Return for Risk

FFNYX vs. ANBIX — Risk / Return Rank

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

FFNYX

ANBIX
ANBIX Risk / Return Rank: 7878
Overall Rank
ANBIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ANBIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
ANBIX Omega Ratio Rank: 7272
Omega Ratio Rank
ANBIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANBIX Martin Ratio Rank: 8787
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.

FFNYX vs. ANBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and AB Bond Inflation Strategy (ANBIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. ANBIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXANBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.85

-1.84

Correlation

The correlation between FFNYX and ANBIX is 0.97, 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

FFNYX vs. ANBIX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while ANBIX's dividend yield for the trailing twelve months is around 4.57%.


TTM20252024202320222021202020192018201720162015
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANBIX
AB Bond Inflation Strategy
4.57%4.93%3.86%4.55%6.47%4.70%2.22%3.19%3.39%2.05%2.13%1.61%

Drawdowns

FFNYX vs. ANBIX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum ANBIX drawdown of -11.56%. Use the drawdown chart below to compare losses from any high point for FFNYX and ANBIX.


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Drawdown Indicators


FFNYXANBIXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-11.56%

+10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-11.56%

Current Drawdown

Current decline from peak

-0.30%

-0.48%

+0.18%

Average Drawdown

Average peak-to-trough decline

-0.39%

-2.22%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

Volatility

FFNYX vs. ANBIX - Volatility Comparison


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Volatility by Period


FFNYXANBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

2.71%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

4.49%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

4.03%

-1.65%