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

Performance

FFNYX vs. TIILX - 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 TIAA-CREF Inflation-Linked Bond Fund (TIILX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFNYX vs. TIILX - Yearly Performance Comparison


Returns By Period


FFNYX

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

TIILX

1D
0.00%
1M
-0.73%
YTD
0.56%
6M
0.56%
1Y
3.73%
3Y*
4.06%
5Y*
2.51%
10Y*
2.85%
*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. TIILX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than TIILX's 0.23% 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. TIILX — Risk / Return Rank

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

FFNYX

TIILX
TIILX Risk / Return Rank: 6363
Overall Rank
TIILX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TIILX Sortino Ratio Rank: 5959
Sortino Ratio Rank
TIILX Omega Ratio Rank: 4747
Omega Ratio Rank
TIILX Calmar Ratio Rank: 7878
Calmar Ratio Rank
TIILX Martin Ratio Rank: 7575
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. TIILX - 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 TIAA-CREF Inflation-Linked Bond Fund (TIILX). 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. TIILX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


FFNYXTIILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.69

-1.68

Correlation

The correlation between FFNYX and TIILX 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. TIILX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while TIILX's dividend yield for the trailing twelve months is around 3.12%.


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%
TIILX
TIAA-CREF Inflation-Linked Bond Fund
3.12%3.95%3.45%3.38%8.60%6.29%1.28%1.85%2.59%2.00%1.55%0.33%

Drawdowns

FFNYX vs. TIILX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum TIILX drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for FFNYX and TIILX.


Loading graphics...

Drawdown Indicators


FFNYXTIILXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-14.24%

+13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

Max Drawdown (10Y)

Largest decline over 10 years

-9.57%

Current Drawdown

Current decline from peak

-0.30%

-0.91%

+0.61%

Average Drawdown

Average peak-to-trough decline

-0.39%

-2.94%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

Volatility

FFNYX vs. TIILX - Volatility Comparison


Loading graphics...

Volatility by Period


FFNYXTIILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

3.17%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

4.39%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

3.83%

-1.45%