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

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.


-0.50.00.51.00.9

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.

0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
0.89%
0.70%
FIPDX
BPRIX

Key characteristics

Sharpe Ratio

FIPDX:

0.69

BPRIX:

0.63

Sortino Ratio

FIPDX:

0.98

BPRIX:

0.91

Omega Ratio

FIPDX:

1.12

BPRIX:

1.11

Calmar Ratio

FIPDX:

0.28

BPRIX:

0.26

Martin Ratio

FIPDX:

1.93

BPRIX:

1.79

Ulcer Index

FIPDX:

1.57%

BPRIX:

1.62%

Daily Std Dev

FIPDX:

4.39%

BPRIX:

4.60%

Max Drawdown

FIPDX:

-14.29%

BPRIX:

-15.18%

Current Drawdown

FIPDX:

-6.86%

BPRIX:

-7.34%

Returns By Period

In the year-to-date period, FIPDX achieves a 0.56% return, which is significantly higher than BPRIX's 0.52% return. Over the past 10 years, FIPDX has underperformed BPRIX with an annualized return of 1.27%, while BPRIX has yielded a comparatively higher 1.69% annualized return.


FIPDX

YTD

0.56%

1M

0.68%

6M

0.89%

1Y

2.92%

5Y*

1.53%

10Y*

1.27%

BPRIX

YTD

0.52%

1M

0.74%

6M

0.69%

1Y

2.91%

5Y*

1.75%

10Y*

1.69%

*Annualized

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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.


BPRIX
BlackRock Inflation Protected Bond Fund
Expense ratio chart for BPRIX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for FIPDX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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 2525
Overall Rank
The Sharpe Ratio Rank of FIPDX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FIPDX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FIPDX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FIPDX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FIPDX is 2424
Martin Ratio Rank

BPRIX
The Risk-Adjusted Performance Rank of BPRIX is 2323
Overall Rank
The Sharpe Ratio Rank of BPRIX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BPRIX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of BPRIX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of BPRIX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 2222
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.


Sharpe ratio
The chart of Sharpe ratio for FIPDX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.670.63
The chart of Sortino ratio for FIPDX, currently valued at 0.94, compared to the broader market0.005.0010.000.940.91
The chart of Omega ratio for FIPDX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.11
The chart of Calmar ratio for FIPDX, currently valued at 0.27, compared to the broader market0.005.0010.0015.0020.000.270.26
The chart of Martin ratio for FIPDX, currently valued at 1.86, compared to the broader market0.0020.0040.0060.0080.001.861.79
FIPDX
BPRIX

The current FIPDX Sharpe Ratio is 0.69, which is comparable to the BPRIX Sharpe Ratio of 0.63. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.67
0.63
FIPDX
BPRIX

Dividends

FIPDX vs. BPRIX - Dividend Comparison

FIPDX's dividend yield for the trailing twelve months is around 3.72%, less than BPRIX's 3.90% yield.


TTM20242023202220212020201920182017201620152014
FIPDX
Fidelity Inflation-Protected Bond Index Fund
3.72%3.75%3.62%8.87%4.76%0.24%0.41%0.39%0.09%0.08%0.11%1.10%
BPRIX
BlackRock Inflation Protected Bond Fund
3.90%3.92%3.68%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.


-8.00%-7.00%-6.00%-5.00%-4.00%AugustSeptemberOctoberNovemberDecember2025
-6.86%
-7.34%
FIPDX
BPRIX

Volatility

FIPDX vs. BPRIX - Volatility Comparison

The current volatility for Fidelity Inflation-Protected Bond Index Fund (FIPDX) is 1.32%, while BlackRock Inflation Protected Bond Fund (BPRIX) has a volatility of 1.41%. 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.


0.90%1.00%1.10%1.20%1.30%1.40%1.50%AugustSeptemberOctoberNovemberDecember2025
1.32%
1.41%
FIPDX
BPRIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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