IIBAX vs. FIPDX

In the year-to-date period, IIBAX achieves a 1.21% return, which is significantly lower than FIPDX's 3.16% return. Over the past 10 years, IIBAX has underperformed FIPDX with an annualized return of 1.56%, while FIPDX has yielded a comparatively higher 1.69% annualized return.

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IIBAX has a 0.69% expense ratio, which is higher than FIPDX's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Voya Intermediate Bond Fund (IIBAX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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 current IIBAX Sharpe Ratio is 0.76, which is comparable to the FIPDX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IIBAX and FIPDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IIBAX's dividend yield for the trailing twelve months is around 4.41%, more than FIPDX's 3.82% yield.

The maximum IIBAX drawdown since its inception was -20.39%, which is greater than FIPDX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for IIBAX and FIPDX. For additional features, visit the drawdowns tool.

Voya Intermediate Bond Fund (IIBAX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX) have volatilities of 1.49% and 1.47%, 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.