PortfoliosLab logo
FIPDX vs. BPRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIPDX and BPRIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FIPDX vs. BPRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Inflation-Protected Bond Index Fund (FIPDX) and BlackRock Inflation Protected Bond Fund (BPRIX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FIPDX:

1.13

BPRIX:

0.87

Sortino Ratio

FIPDX:

1.65

BPRIX:

1.32

Omega Ratio

FIPDX:

1.21

BPRIX:

1.17

Calmar Ratio

FIPDX:

0.56

BPRIX:

0.42

Martin Ratio

FIPDX:

3.48

BPRIX:

2.66

Ulcer Index

FIPDX:

1.58%

BPRIX:

1.73%

Daily Std Dev

FIPDX:

4.72%

BPRIX:

5.05%

Max Drawdown

FIPDX:

-14.29%

BPRIX:

-15.18%

Current Drawdown

FIPDX:

-4.91%

BPRIX:

-6.48%

Returns By Period

In the year-to-date period, FIPDX achieves a 2.70% return, which is significantly higher than BPRIX's 1.98% return. Over the past 10 years, FIPDX has underperformed BPRIX with an annualized return of 1.60%, while BPRIX has yielded a comparatively higher 1.85% annualized return.


FIPDX

YTD

2.70%

1M

1.00%

6M

1.51%

1Y

5.28%

5Y*

1.28%

10Y*

1.60%

BPRIX

YTD

1.98%

1M

0.73%

6M

0.70%

1Y

4.37%

5Y*

1.29%

10Y*

1.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIPDX vs. BPRIX - Expense Ratio Comparison

FIPDX has a 0.05% expense ratio, which is lower than BPRIX's 0.40% expense ratio.


Risk-Adjusted Performance

FIPDX vs. BPRIX — Risk-Adjusted Performance Rank

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

FIPDX
The Risk-Adjusted Performance Rank of FIPDX is 8282
Overall Rank
The Sharpe Ratio Rank of FIPDX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FIPDX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FIPDX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FIPDX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FIPDX is 8282
Martin Ratio Rank

BPRIX
The Risk-Adjusted Performance Rank of BPRIX is 7373
Overall Rank
The Sharpe Ratio Rank of BPRIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BPRIX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BPRIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BPRIX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FIPDX Sharpe Ratio is 1.13, which is comparable to the BPRIX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FIPDX and BPRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FIPDX vs. BPRIX - Dividend Comparison

FIPDX's dividend yield for the trailing twelve months is around 3.84%, more than BPRIX's 3.45% yield.


TTM20242023202220212020201920182017201620152014
FIPDX
Fidelity Inflation-Protected Bond Index Fund
3.84%3.75%3.59%8.87%4.76%1.24%1.96%2.31%1.25%1.59%0.38%1.10%
BPRIX
BlackRock Inflation Protected Bond Fund
3.45%3.62%3.46%7.68%4.92%1.30%2.30%2.80%2.21%1.19%0.17%1.90%

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.


Loading data...

Volatility

FIPDX vs. BPRIX - Volatility Comparison

The current volatility for Fidelity Inflation-Protected Bond Index Fund (FIPDX) is 1.62%, while BlackRock Inflation Protected Bond Fund (BPRIX) has a volatility of 1.73%. 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.


Loading data...