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FSPWX vs. BKIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPWX vs. BKIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) and iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). The values are adjusted to include any dividend payments, if applicable.

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FSPWX vs. BKIPX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FSPWX achieves a 0.50% return, which is significantly lower than BKIPX's 0.73% return.


FSPWX

1D
0.70%
1M
-1.27%
YTD
0.50%
6M
0.41%
1Y
2.99%
3Y*
5Y*
10Y*

BKIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.06%
1Y
3.68%
3Y*
4.22%
5Y*
2.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPWX vs. BKIPX - Expense Ratio Comparison

FSPWX has a 0.05% expense ratio, which is lower than BKIPX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FSPWX vs. BKIPX — Risk / Return Rank

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

FSPWX
FSPWX Risk / Return Rank: 4040
Overall Rank
FSPWX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSPWX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSPWX Omega Ratio Rank: 2828
Omega Ratio Rank
FSPWX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSPWX Martin Ratio Rank: 4242
Martin Ratio Rank

BKIPX
BKIPX Risk / Return Rank: 9393
Overall Rank
BKIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BKIPX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSPWX vs. BKIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) and iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). 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.


FSPWXBKIPXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.84

-1.00

Sortino ratio

Return per unit of downside risk

1.17

3.16

-1.99

Omega ratio

Gain probability vs. loss probability

1.15

1.44

-0.29

Calmar ratio

Return relative to maximum drawdown

1.41

4.28

-2.87

Martin ratio

Return relative to average drawdown

4.38

12.41

-8.03

FSPWX vs. BKIPX - Sharpe Ratio Comparison

The current FSPWX Sharpe Ratio is 0.84, which is lower than the BKIPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FSPWX and BKIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSPWXBKIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.84

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.11

-0.23

Correlation

The correlation between FSPWX and BKIPX is 0.69, 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.


Dividends

FSPWX vs. BKIPX - Dividend Comparison

FSPWX's dividend yield for the trailing twelve months is around 4.17%, more than BKIPX's 3.60% yield.


TTM202520242023202220212020201920182017
FSPWX
Fidelity SAI Inflation-Protected Bond Index Fund
4.17%4.19%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
3.60%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%

Drawdowns

FSPWX vs. BKIPX - Drawdown Comparison

The maximum FSPWX drawdown since its inception was -3.84%, smaller than the maximum BKIPX drawdown of -6.42%. Use the drawdown chart below to compare losses from any high point for FSPWX and BKIPX.


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Drawdown Indicators


FSPWXBKIPXDifference

Max Drawdown

Largest peak-to-trough decline

-3.84%

-6.42%

+2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-1.12%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

Current Drawdown

Current decline from peak

-1.27%

-0.51%

-0.76%

Average Drawdown

Average peak-to-trough decline

-1.04%

-1.08%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.39%

+0.55%

Volatility

FSPWX vs. BKIPX - Volatility Comparison

Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) has a higher volatility of 1.44% compared to iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) at 0.66%. This indicates that FSPWX's price experiences larger fluctuations and is considered to be riskier than BKIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPWXBKIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

0.66%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

1.27%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

2.51%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.17%

3.08%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.17%

2.62%

+1.55%