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FFNYX vs. IBRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFNYX vs. IBRIX - 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 VY BlackRock Inflation Protected Bond Portfolio (IBRIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FFNYX

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

IBRIX

1D
-0.11%
1M
0.22%
YTD
2.43%
6M
1.91%
1Y
5.59%
3Y*
4.18%
5Y*
1.08%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFNYX vs. IBRIX - Yearly Performance Comparison


Correlation

The correlation between FFNYX and IBRIX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 17, 2026

0.58

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Return for Risk

FFNYX vs. IBRIX — Risk / Return Rank

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

FFNYX

IBRIX
IBRIX Risk / Return Rank: 1818
Overall Rank
IBRIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IBRIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
IBRIX Omega Ratio Rank: 2424
Omega Ratio Rank
IBRIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
IBRIX Martin Ratio Rank: 3131
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. IBRIX - 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 VY BlackRock Inflation Protected Bond Portfolio (IBRIX). 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. IBRIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXIBRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

2.37

0.51

+1.86

Drawdowns

FFNYX vs. IBRIX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum IBRIX drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for FFNYX and IBRIX.


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Drawdown Indicators


FFNYXIBRIXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-15.82%

+15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-15.82%

Current Drawdown

Current decline from peak

-0.10%

-0.11%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.18%

-4.12%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

Volatility

FFNYX vs. IBRIX - Volatility Comparison


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Volatility by Period


FFNYXIBRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.89%

8.14%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.89%

7.07%

-5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

5.93%

-4.04%

FFNYX vs. IBRIX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than IBRIX's 0.58% expense ratio.


Dividends

FFNYX vs. IBRIX - Dividend Comparison

FFNYX's dividend yield for the trailing twelve months is around 0.04%, less than IBRIX's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBRIX
VY BlackRock Inflation Protected Bond Portfolio
3.82%3.31%3.87%3.55%4.96%2.68%1.70%2.38%2.51%1.52%0.00%1.41%

Frequently Asked Questions


FFNYX and IBRIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FFNYX and IBRIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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