FIPDX vs. BPRIX
Compare and contrast key facts about Fidelity Inflation-Protected Bond Index Fund (FIPDX) and BlackRock Inflation Protected Bond Fund (BPRIX).
FIPDX is managed by Fidelity. It was launched on May 16, 2012. BPRIX is managed by Blackrock. It was launched on Jun 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIPDX or BPRIX.
Performance
FIPDX vs. BPRIX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FIPDX having a 2.89% return and BPRIX slightly lower at 2.75%. Over the past 10 years, FIPDX has underperformed BPRIX with an annualized return of 1.43%, while BPRIX has yielded a comparatively higher 1.66% annualized return.
FIPDX
2.89%
-1.19%
2.69%
5.68%
1.51%
1.43%
BPRIX
2.75%
-1.44%
2.81%
5.68%
1.98%
1.66%
Key characteristics
| FIPDX | BPRIX | |
|---|---|---|
| Sharpe Ratio | 1.19 | 1.16 |
| Sortino Ratio | 1.77 | 1.74 |
| Omega Ratio | 1.22 | 1.21 |
| Calmar Ratio | 0.47 | 0.44 |
| Martin Ratio | 5.00 | 4.80 |
| Ulcer Index | 1.14% | 1.18% |
| Daily Std Dev | 4.76% | 4.88% |
| Max Drawdown | -14.29% | -15.18% |
| Current Drawdown | -6.63% | -7.49% |
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FIPDX vs. BPRIX - Expense Ratio Comparison
FIPDX has a 0.05% expense ratio, which is lower than BPRIX's 0.40% expense ratio.
Correlation
The correlation between FIPDX and BPRIX is 0.90, 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.
Risk-Adjusted Performance
FIPDX vs. BPRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Inflation-Protected Bond Index Fund (FIPDX) and BlackRock Inflation Protected Bond Fund (BPRIX). 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.
Dividends
FIPDX vs. BPRIX - Dividend Comparison
FIPDX's dividend yield for the trailing twelve months is around 5.48%, more than BPRIX's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIPDX Fidelity Inflation-Protected Bond Index Fund | 5.48% | 3.59% | 8.87% | 4.76% | 0.24% | 0.41% | 0.39% | 0.09% | 0.08% | 0.11% | 1.10% | 0.66% |
BPRIX BlackRock Inflation Protected Bond Fund | 3.41% | 3.46% | 7.68% | 4.92% | 1.30% | 2.30% | 2.80% | 2.21% | 1.19% | 0.17% | 1.90% | 1.24% |
Drawdowns
FIPDX vs. BPRIX - Drawdown Comparison
The maximum FIPDX drawdown since its inception was -14.29%, smaller than the maximum BPRIX drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for FIPDX and BPRIX. For additional features, visit the drawdowns tool.
Volatility
FIPDX vs. BPRIX - Volatility Comparison
The current volatility for Fidelity Inflation-Protected Bond Index Fund (FIPDX) is 1.16%, while BlackRock Inflation Protected Bond Fund (BPRIX) has a volatility of 1.26%. This indicates that FIPDX experiences smaller price fluctuations and is considered to be less risky than BPRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.