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

Correlation

The correlation between FIPDX and SWRSX is -0.04. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

FIPDX vs. SWRSX - Performance Comparison

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

18.00%20.00%22.00%24.00%26.00%NovemberDecember2025FebruaryMarchApril
24.83%
22.72%
FIPDX
SWRSX

Key characteristics

Sharpe Ratio

FIPDX:

1.44

SWRSX:

1.51

Sortino Ratio

FIPDX:

2.03

SWRSX:

2.16

Omega Ratio

FIPDX:

1.26

SWRSX:

1.28

Calmar Ratio

FIPDX:

0.64

SWRSX:

0.68

Martin Ratio

FIPDX:

4.29

SWRSX:

4.65

Ulcer Index

FIPDX:

1.59%

SWRSX:

1.55%

Daily Std Dev

FIPDX:

4.73%

SWRSX:

4.79%

Max Drawdown

FIPDX:

-14.29%

SWRSX:

-14.29%

Current Drawdown

FIPDX:

-4.39%

SWRSX:

-4.05%

Returns By Period

In the year-to-date period, FIPDX achieves a 3.26% return, which is significantly lower than SWRSX's 3.63% return. Both investments have delivered pretty close results over the past 10 years, with FIPDX having a 2.23% annualized return and SWRSX not far ahead at 2.24%.


FIPDX

YTD

3.26%

1M

0.11%

6M

1.84%

1Y

6.93%

5Y*

1.46%

10Y*

2.23%

SWRSX

YTD

3.63%

1M

0.44%

6M

2.26%

1Y

7.23%

5Y*

1.55%

10Y*

2.24%

*Annualized

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FIPDX vs. SWRSX - Expense Ratio Comparison

Both FIPDX and SWRSX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for FIPDX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIPDX: 0.05%
Expense ratio chart for SWRSX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWRSX: 0.05%

Risk-Adjusted Performance

FIPDX vs. SWRSX — 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 8383
Overall Rank
The Sharpe Ratio Rank of FIPDX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FIPDX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FIPDX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FIPDX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FIPDX is 8282
Martin Ratio Rank

SWRSX
The Risk-Adjusted Performance Rank of SWRSX is 8585
Overall Rank
The Sharpe Ratio Rank of SWRSX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SWRSX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SWRSX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SWRSX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SWRSX is 8484
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. SWRSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Inflation-Protected Bond Index Fund (FIPDX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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 chart of Sharpe ratio for FIPDX, currently valued at 1.44, compared to the broader market-1.000.001.002.003.00
FIPDX: 1.44
SWRSX: 1.51
The chart of Sortino ratio for FIPDX, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.00
FIPDX: 2.03
SWRSX: 2.16
The chart of Omega ratio for FIPDX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.00
FIPDX: 1.26
SWRSX: 1.28
The chart of Calmar ratio for FIPDX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.00
FIPDX: 0.64
SWRSX: 0.68
The chart of Martin ratio for FIPDX, currently valued at 4.29, compared to the broader market0.0010.0020.0030.0040.0050.00
FIPDX: 4.29
SWRSX: 4.65

The current FIPDX Sharpe Ratio is 1.44, which is comparable to the SWRSX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FIPDX and SWRSX, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.44
1.51
FIPDX
SWRSX

Dividends

FIPDX vs. SWRSX - Dividend Comparison

FIPDX's dividend yield for the trailing twelve months is around 3.46%, less than SWRSX's 3.83% yield.


TTM20242023202220212020201920182017201620152014
FIPDX
Fidelity Inflation-Protected Bond Index Fund
3.46%3.75%3.59%8.87%4.76%1.24%1.96%2.31%1.25%1.59%0.38%1.10%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
3.83%3.69%3.11%7.95%4.45%1.33%2.20%2.87%1.99%1.81%1.06%2.47%

Drawdowns

FIPDX vs. SWRSX - Drawdown Comparison

The maximum FIPDX drawdown since its inception was -14.29%, roughly equal to the maximum SWRSX drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for FIPDX and SWRSX. For additional features, visit the drawdowns tool.


-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-4.39%
-4.05%
FIPDX
SWRSX

Volatility

FIPDX vs. SWRSX - Volatility Comparison

Fidelity Inflation-Protected Bond Index Fund (FIPDX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) have volatilities of 2.45% and 2.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.45%
2.57%
FIPDX
SWRSX