T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) is down 0.6% since the beginning of the year. PRTIX is currently trading at $5 per share. Investors who bought $1,000 worth of PRTIX shares 5 years ago would now be looking at an investment worth $990.

T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) has returned -0.64% so far this year and 4.83% over the past 12 months. Over the last ten years, PRTIX has returned 0.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.

Based on dividend-adjusted daily data since Jan 2, 1990, PRTIX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2008 with a return of +5.6%, while the worst month was Dec 2009 at -5.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PRTIX closed higher 38% of trading days. The best single day was Mar 18, 2009 with a return of +2.7%, while the worst single day was Dec 7, 2009 at -2.0%.

T. Rowe Price U.S. Treasury Intermediate Index Fund has an annualized alpha of 5.05%, beta of -0.05, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 03, 1990.

• This fund captured 8.36% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.30%) - a profile typical of hedging or uncorrelated assets.
• Beta of -0.05 may look defensive, but with R2 of 0.04 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.04 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

PRTIX has an expense ratio of 0.27%, which is considered low.

PRTIX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) and compare them to S&P 500 Index.

T. Rowe Price U.S. Treasury Intermediate Index Fund provided a 4.99% dividend yield over the last twelve months, with an annual payout of $0.25 per share. The fund has been increasing its distributions for 4 consecutive years.

The table displays the monthly dividend distributions for T. Rowe Price U.S. Treasury Intermediate Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the T. Rowe Price U.S. Treasury Intermediate Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price U.S. Treasury Intermediate Index Fund was 18.93%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current T. Rowe Price U.S. Treasury Intermediate Index Fund drawdown is 4.41%.

The chart below shows the rolling one-month volatility.