FNSOX vs. BPRIX
Compare and contrast key facts about Fidelity Short-Term Bond Index Fund (FNSOX) and BlackRock Inflation Protected Bond Fund (BPRIX).
FNSOX is managed by Fidelity. It was launched on Oct 18, 2017. 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: FNSOX or BPRIX.
Key characteristics
| FNSOX | BPRIX | |
|---|---|---|
| YTD Return | 3.43% | 3.10% |
| 1Y Return | 6.39% | 7.63% |
| 3Y Return (Ann) | 0.73% | -1.34% |
| 5Y Return (Ann) | 1.20% | 2.44% |
| Sharpe Ratio | 2.24 | 1.51 |
| Sortino Ratio | 3.60 | 2.27 |
| Omega Ratio | 1.48 | 1.28 |
| Calmar Ratio | 1.28 | 0.63 |
| Martin Ratio | 11.02 | 7.37 |
| Ulcer Index | 0.55% | 1.03% |
| Daily Std Dev | 2.73% | 5.09% |
| Max Drawdown | -8.45% | -13.82% |
| Current Drawdown | -1.39% | -5.70% |
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.
Performance
FNSOX vs. BPRIX - Performance Comparison
In the year-to-date period, FNSOX achieves a 3.43% return, which is significantly higher than BPRIX's 3.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FNSOX vs. BPRIX - Expense Ratio Comparison
FNSOX has a 0.03% expense ratio, which is lower than BPRIX's 0.40% expense ratio.
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.
Dividends
FNSOX vs. BPRIX - Dividend Comparison
FNSOX's dividend yield for the trailing twelve months is around 1.84%, less than BPRIX's 3.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNSOX Fidelity Short-Term Bond Index Fund | 1.84% | 1.74% | 1.16% | 0.93% | 1.93% | 2.61% | 2.02% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
BPRIX BlackRock Inflation Protected Bond Fund | 3.23% | 3.45% | 7.79% | 6.41% | 1.48% | 2.30% | 2.80% | 2.21% | 1.19% | 2.07% | 2.89% | 2.94% |
Drawdowns
FNSOX vs. BPRIX - Drawdown Comparison
The maximum FNSOX drawdown since its inception was -8.45%, smaller than the maximum BPRIX drawdown of -13.82%. Use the drawdown chart below to compare losses from any high point for FNSOX and BPRIX. For additional features, visit the drawdowns tool.
Volatility
FNSOX vs. BPRIX - Volatility Comparison
The current volatility for Fidelity Short-Term Bond Index Fund (FNSOX) is 0.62%, while BlackRock Inflation Protected Bond Fund (BPRIX) has a volatility of 1.20%. 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.