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

Correlation

The correlation between FNSOX and BPRIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FNSOX vs. BPRIX - Performance Comparison

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

8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%JulyAugustSeptemberOctoberNovemberDecember
10.51%
17.33%
FNSOX
BPRIX

Key characteristics

Sharpe Ratio

FNSOX:

0.92

BPRIX:

0.31

Sortino Ratio

FNSOX:

1.28

BPRIX:

0.47

Omega Ratio

FNSOX:

1.18

BPRIX:

1.06

Calmar Ratio

FNSOX:

0.82

BPRIX:

0.12

Martin Ratio

FNSOX:

3.43

BPRIX:

1.05

Ulcer Index

FNSOX:

0.73%

BPRIX:

1.38%

Daily Std Dev

FNSOX:

2.71%

BPRIX:

4.62%

Max Drawdown

FNSOX:

-8.83%

BPRIX:

-15.18%

Current Drawdown

FNSOX:

-2.19%

BPRIX:

-8.50%

Returns By Period

In the year-to-date period, FNSOX achieves a 2.60% return, which is significantly higher than BPRIX's 1.64% return.


FNSOX

YTD

2.60%

1M

-0.81%

6M

1.41%

1Y

2.71%

5Y*

0.95%

10Y*

N/A

BPRIX

YTD

1.64%

1M

-0.97%

6M

0.67%

1Y

1.45%

5Y*

1.64%

10Y*

1.76%

Compare stocks, funds, or ETFs

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


FNSOX vs. BPRIX - Expense Ratio Comparison

FNSOX has a 0.03% 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 FNSOX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FNSOX vs. BPRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Short-Term Bond Index Fund (FNSOX) 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 FNSOX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.920.25
The chart of Sortino ratio for FNSOX, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.280.37
The chart of Omega ratio for FNSOX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.05
The chart of Calmar ratio for FNSOX, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.0012.0014.000.820.10
The chart of Martin ratio for FNSOX, currently valued at 3.43, compared to the broader market0.0020.0040.0060.003.430.83
FNSOX
BPRIX

The current FNSOX Sharpe Ratio is 0.92, which is higher than the BPRIX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FNSOX 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.92
0.25
FNSOX
BPRIX

Dividends

FNSOX vs. BPRIX - Dividend Comparison

FNSOX's dividend yield for the trailing twelve months is around 1.74%, less than BPRIX's 3.42% yield.


TTM20232022202120202019201820172016201520142013
FNSOX
Fidelity Short-Term Bond Index Fund
1.74%1.75%1.17%0.76%1.45%2.35%2.03%0.34%0.00%0.00%0.00%0.00%
BPRIX
BlackRock Inflation Protected Bond Fund
3.42%3.46%7.68%4.92%1.30%2.30%2.80%2.21%1.19%0.17%1.90%1.24%

Drawdowns

FNSOX vs. BPRIX - Drawdown Comparison

The maximum FNSOX drawdown since its inception was -8.83%, smaller than the maximum BPRIX drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for FNSOX and BPRIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.19%
-8.50%
FNSOX
BPRIX

Volatility

FNSOX vs. BPRIX - Volatility Comparison

The current volatility for Fidelity Short-Term Bond Index Fund (FNSOX) is 1.25%, while BlackRock Inflation Protected Bond Fund (BPRIX) has a volatility of 1.47%. This indicates that FNSOX 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.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.25%
1.47%
FNSOX
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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