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LTPZ vs. FIPDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTPZ vs. FIPDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 15+ Year US TIPS Index ETF (LTPZ) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). The values are adjusted to include any dividend payments, if applicable.

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LTPZ vs. FIPDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTPZ
PIMCO 15+ Year US TIPS Index ETF
-1.39%4.00%-4.80%0.96%-31.71%7.02%24.89%17.47%-7.22%9.07%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
0.33%6.90%2.00%3.77%-12.09%5.94%10.90%8.32%-1.37%2.98%

Returns By Period

In the year-to-date period, LTPZ achieves a -1.39% return, which is significantly lower than FIPDX's 0.33% return. Over the past 10 years, LTPZ has underperformed FIPDX with an annualized return of 0.59%, while FIPDX has yielded a comparatively higher 2.58% annualized return.


LTPZ

1D
-0.10%
1M
-4.79%
YTD
-1.39%
6M
-2.84%
1Y
-2.68%
3Y*
-2.37%
5Y*
-4.68%
10Y*
0.59%

FIPDX

1D
0.55%
1M
-1.40%
YTD
0.33%
6M
0.37%
1Y
2.97%
3Y*
3.15%
5Y*
1.44%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTPZ vs. FIPDX - Expense Ratio Comparison

LTPZ has a 0.20% expense ratio, which is higher than FIPDX's 0.05% expense ratio. However, 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

LTPZ vs. FIPDX — Risk / Return Rank

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

LTPZ
LTPZ Risk / Return Rank: 88
Overall Rank
LTPZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 77
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 99
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 99
Martin Ratio Rank

FIPDX
FIPDX Risk / Return Rank: 4242
Overall Rank
FIPDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FIPDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FIPDX Omega Ratio Rank: 3131
Omega Ratio Rank
FIPDX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIPDX Martin Ratio Rank: 4242
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.

LTPZ vs. FIPDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 15+ Year US TIPS Index ETF (LTPZ) 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.


LTPZFIPDXDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.83

-1.07

Sortino ratio

Return per unit of downside risk

-0.24

1.17

-1.41

Omega ratio

Gain probability vs. loss probability

0.97

1.15

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.21

1.37

-1.59

Martin ratio

Return relative to average drawdown

-0.43

4.30

-4.73

LTPZ vs. FIPDX - Sharpe Ratio Comparison

The current LTPZ Sharpe Ratio is -0.24, which is lower than the FIPDX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of LTPZ 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.


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Sharpe Ratios by Period


LTPZFIPDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.83

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.24

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.48

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.40

-0.19

Correlation

The correlation between LTPZ and FIPDX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LTPZ vs. FIPDX - Dividend Comparison

LTPZ's dividend yield for the trailing twelve months is around 4.64%, more than FIPDX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
LTPZ
PIMCO 15+ Year US TIPS Index ETF
4.64%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
4.16%4.18%3.75%3.56%8.87%4.76%1.24%1.97%2.26%1.29%1.34%0.38%

Drawdowns

LTPZ vs. FIPDX - Drawdown Comparison

The maximum LTPZ drawdown since its inception was -40.99%, which is greater than FIPDX's maximum drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for LTPZ and FIPDX.


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Drawdown Indicators


LTPZFIPDXDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-14.32%

-26.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-2.90%

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

-14.32%

-26.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-14.32%

-26.67%

Current Drawdown

Current decline from peak

-33.95%

-1.40%

-32.55%

Average Drawdown

Average peak-to-trough decline

-12.19%

-4.52%

-7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

0.92%

+3.00%

Volatility

LTPZ vs. FIPDX - Volatility Comparison

PIMCO 15+ Year US TIPS Index ETF (LTPZ) has a higher volatility of 3.99% compared to Fidelity Inflation-Protected Bond Index Fund (FIPDX) at 1.37%. This indicates that LTPZ's price experiences larger fluctuations and is considered to be riskier than FIPDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTPZFIPDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

1.37%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

2.35%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

4.13%

+7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

5.99%

+9.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

5.38%

+9.72%