PortfoliosLab logoPortfoliosLab logo
FFNYX vs. BKIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. BKIPX - 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 iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFNYX vs. BKIPX - Yearly Performance Comparison


Returns By Period


FFNYX

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

BKIPX

1D
0.00%
1M
-0.10%
YTD
0.73%
6M
0.95%
1Y
3.68%
3Y*
4.22%
5Y*
2.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFNYX vs. BKIPX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than BKIPX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FFNYX vs. BKIPX — Risk / Return Rank

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

FFNYX

BKIPX
BKIPX Risk / Return Rank: 8888
Overall Rank
BKIPX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 8383
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BKIPX Martin Ratio Rank: 9292
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. BKIPX - 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 iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). 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. BKIPX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


FFNYXBKIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

1.11

-2.10

Correlation

The correlation between FFNYX and BKIPX is 0.89, 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. BKIPX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while BKIPX's dividend yield for the trailing twelve months is around 3.60%.


TTM202520242023202220212020201920182017
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%
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
3.60%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%

Drawdowns

FFNYX vs. BKIPX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum BKIPX drawdown of -6.42%. Use the drawdown chart below to compare losses from any high point for FFNYX and BKIPX.


Loading graphics...

Drawdown Indicators


FFNYXBKIPXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-6.42%

+5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

Current Drawdown

Current decline from peak

-0.30%

-0.51%

+0.21%

Average Drawdown

Average peak-to-trough decline

-0.39%

-1.08%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

Volatility

FFNYX vs. BKIPX - Volatility Comparison


Loading graphics...

Volatility by Period


FFNYXBKIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

2.50%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

3.08%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

2.62%

-0.24%