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FFNYX vs. FIPDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. FIPDX - 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 Fidelity Inflation-Protected Bond Index Fund (FIPDX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. FIPDX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.30%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FIPDX

1D
0.55%
1M
-1.40%
YTD
0.33%
6M
0.37%
1Y
2.97%
3Y*
3.15%
5Y*
1.44%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. FIPDX - Expense Ratio Comparison

Both FFNYX and FIPDX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FFNYX vs. FIPDX — Risk / Return Rank

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

FFNYX

FIPDX
FIPDX Risk / Return Rank: 4242
Overall Rank
FIPDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FIPDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FIPDX Omega Ratio Rank: 3131
Omega Ratio Rank
FIPDX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIPDX Martin Ratio Rank: 4242
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. FIPDX - 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 Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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. FIPDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXFIPDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.03

0.40

-1.43

Correlation

The correlation between FFNYX and FIPDX is 0.85, 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. FIPDX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while FIPDX's dividend yield for the trailing twelve months is around 4.16%.


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%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
4.16%4.18%3.75%3.56%8.87%4.76%1.24%1.97%2.26%1.29%1.34%0.38%

Drawdowns

FFNYX vs. FIPDX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum FIPDX drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for FFNYX and FIPDX.


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Drawdown Indicators


FFNYXFIPDXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-14.32%

+13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

Max Drawdown (10Y)

Largest decline over 10 years

-14.32%

Current Drawdown

Current decline from peak

-0.30%

-1.40%

+1.10%

Average Drawdown

Average peak-to-trough decline

-0.40%

-4.52%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

FFNYX vs. FIPDX - Volatility Comparison


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Volatility by Period


FFNYXFIPDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

4.13%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

5.99%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

5.38%

-2.87%