FFNYX vs. TLDTX

Last updated Jun 4, 2026

FFNYX (Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund) and TLDTX (T. Rowe Price U.S. Limited Duration TIPS Index Fund) are both Inflation-Protected Bonds funds. Their correlation of 0.85 suggests significant overlap in exposure. FFNYX charges 0.05%/yr vs 0.21%/yr for TLDTX.

Performance

FFNYX vs. TLDTX - 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 T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FFNYX

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

TLDTX

• 1D: 0.00%
• 1M: -0.10%
• YTD: 1.81%
• 6M: 1.84%
• 1Y: 4.44%
• 3Y*: 3.87%
• 5Y*: 1.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFNYX vs. TLDTX - Yearly Performance Comparison

	2026 (YTD)
FFNYX Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund	0.93%
TLDTX T. Rowe Price U.S. Limited Duration TIPS Index Fund	0.90%

Correlation

The correlation between FFNYX and TLDTX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 17, 2026	0.85

Return for Risk

FFNYX vs. TLDTX — Risk / Return Rank

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

TLDTX

TLDTX Risk / Return Rank: 19
TLDTX Sharpe Ratio Rank: 12
TLDTX Sortino Ratio Rank: 12
TLDTX Omega Ratio Rank: 50
TLDTX Calmar Ratio Rank: 15
TLDTX Martin Ratio Rank: 9

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. TLDTX - 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 T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX). 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.

Sharpe Ratios by Period

	FFNYX	TLDTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.37	0.56	+1.80

Drawdowns

FFNYX vs. TLDTX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum TLDTX drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for FFNYX and TLDTX.

Drawdown Indicators

	FFNYX	TLDTX	Difference
Max Drawdown Largest peak-to-trough decline	-0.69%	-7.24%	+6.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.28%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-4.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-7.24%	—
Current Drawdown Current decline from peak	-0.10%	-1.18%	+1.08%
Average Drawdown Average peak-to-trough decline	-0.18%	-2.27%	+2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.68%	—

Volatility

Volatility by Period

	FFNYX	TLDTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.38%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.89%	4.75%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.89%	4.66%	-2.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.89%	4.48%	-2.59%

FFNYX vs. TLDTX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than TLDTX's 0.21% 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%.

Dividends

FFNYX vs. TLDTX - Dividend Comparison

FFNYX's dividend yield for the trailing twelve months is around 0.04%, less than TLDTX's 4.47% yield.

Position	TTM	2025	2024	2023	2022	2021
FFNYX Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%
TLDTX T. Rowe Price U.S. Limited Duration TIPS Index Fund	4.47%	4.66%	1.63%	4.09%	6.45%	4.11%

Frequently Asked Questions

Can I hold both FFNYX and TLDTX in my portfolio?

FFNYX and TLDTX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.