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IBRIX vs. FFNYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBRIX vs. FFNYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY BlackRock Inflation Protected Bond Portfolio (IBRIX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBRIX

1D
-0.43%
1M
-0.22%
YTD
1.55%
6M
1.57%
1Y
3.89%
3Y*
3.76%
5Y*
0.83%
10Y*
2.43%

FFNYX

1D
-0.10%
1M
-0.20%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBRIX vs. FFNYX - Yearly Performance Comparison


Correlation

The correlation between IBRIX and FFNYX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.59

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Return for Risk

IBRIX vs. FFNYX — Risk / Return Rank

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

IBRIX
IBRIX Risk / Return Rank: 1313
Overall Rank
IBRIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IBRIX Sortino Ratio Rank: 77
Sortino Ratio Rank
IBRIX Omega Ratio Rank: 1616
Omega Ratio Rank
IBRIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
IBRIX Martin Ratio Rank: 2424
Martin Ratio Rank

FFNYX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IBRIX vs. FFNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY BlackRock Inflation Protected Bond Portfolio (IBRIX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBRIXFFNYXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

0.94

Martin ratioReturn relative to average drawdown

5.21

IBRIX vs. FFNYX - Sharpe Ratio Comparison


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Drawdowns

IBRIX vs. FFNYX - Drawdown Comparison

The maximum IBRIX drawdown since its inception was -15.82%, which is greater than FFNYX's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for IBRIX and FFNYX.


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Drawdown Indicators


IBRIXFFNYXDifference

Max Drawdown

Largest peak-to-trough decline

-15.82%

-0.78%

-15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-15.82%

Current Drawdown

Current decline from peak

-0.97%

-0.78%

-0.19%

Average Drawdown

Average peak-to-trough decline

-4.11%

-0.21%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

Volatility

IBRIX vs. FFNYX - Volatility Comparison


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Volatility by Period


IBRIXFFNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.14%

2.00%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.07%

2.00%

+5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

2.00%

+3.93%

IBRIX vs. FFNYX - Expense Ratio Comparison

IBRIX has a 0.58% expense ratio, which is higher than FFNYX's 0.05% expense ratio.


Dividends

IBRIX vs. FFNYX - Dividend Comparison

IBRIX's dividend yield for the trailing twelve months is around 3.85%, more than FFNYX's 0.04% yield.


PositionTTM20252024202320222021202020192018201720162015
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBRIX
VY BlackRock Inflation Protected Bond Portfolio
3.85%3.31%3.87%3.55%4.96%2.68%1.70%2.38%2.51%1.52%0.00%1.41%

Frequently Asked Questions


IBRIX and FFNYX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IBRIX and FFNYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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