Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in T. Rowe Price U.S. Limited Duration TIPS Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) has returned 0.68% so far this year and 3.48% over the past 12 months.
T. Rowe Price U.S. Limited Duration TIPS Index Fund
- 1D
- 0.33%
- 1M
- -0.22%
- YTD
- 0.68%
- 6M
- 0.98%
- 1Y
- 3.48%
- 3Y*
- 3.15%
- 5Y*
- 2.01%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 17, 2020, TLDTX's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your investment would double in approximately 28.9 years.
Historically, 65% of months were positive and 35% were negative. The best month was Mar 2023 with a return of +1.8%, while the worst month was Sep 2022 at -3.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TLDTX closed higher 39% of trading days. The best single day was Dec 31, 2021 with a return of +3.9%, while the worst single day was Dec 8, 2021 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.56% | 0.33% | -0.22% | 0.68% | |||||||||
| 2025 | 1.05% | 1.35% | 1.01% | 0.79% | -0.39% | 0.46% | 0.35% | 1.43% | -0.19% | 0.04% | 0.24% | 0.03% | 6.32% |
| 2024 | 0.39% | -0.40% | 0.61% | -0.21% | 0.99% | 0.66% | 0.98% | 0.61% | 1.11% | -0.78% | -2.36% | -0.39% | 1.16% |
| 2023 | 0.87% | -0.76% | 1.75% | 0.21% | -1.07% | -0.43% | 0.33% | 0.00% | -0.33% | 0.22% | 1.14% | 1.29% | 3.23% |
| 2022 | -0.78% | 0.98% | -0.97% | -0.39% | 0.20% | -1.58% | 1.70% | -1.87% | -3.51% | 0.94% | 0.78% | -0.33% | -4.84% |
| 2021 | 0.59% | 0.10% | 0.49% | 0.97% | 0.67% | -0.10% | 1.44% | -0.09% | 0.00% | 0.57% | -0.09% | 0.43% | 5.08% |
Benchmark Metrics
T. Rowe Price U.S. Limited Duration TIPS Index Fund has an annualized alpha of 2.16%, beta of 0.03, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 19, 2020.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (10.45%) than losses (8.31%) — typical of diversified or defensive assets.
- Beta of 0.03 may look defensive, but with R² of 0.01 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 0.01 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.
- Alpha
- 2.16%
- Beta
- 0.03
- R²
- 0.01
- Upside Capture
- 10.45%
- Downside Capture
- 8.31%
Expense Ratio
TLDTX has an expense ratio of 0.21%, which is considered low.
Return for Risk
Risk / Return Rank
TLDTX ranks 43 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) and compare them to a chosen benchmark (S&P 500 Index).
| TLDTX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.90 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.39 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.40 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.58 | 6.61 | -4.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TLDTX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
T. Rowe Price U.S. Limited Duration TIPS Index Fund provided a 4.44% dividend yield over the last twelve months, with an annual payout of $0.41 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.41 | $0.43 | $0.15 | $0.37 | $0.59 | $0.42 |
Dividend yield | 4.44% | 4.66% | 1.63% | 4.09% | 6.45% | 4.11% |
Monthly Dividends
The table displays the monthly dividend distributions for T. Rowe Price U.S. Limited Duration TIPS Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.01 | $0.01 | $0.00 | $0.02 | |||||||||
| 2025 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.28 | $0.01 | $0.43 |
| 2024 | $0.02 | $0.01 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.01 | $0.02 | $0.04 | $0.01 | $0.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.02 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.00 | $0.59 |
| 2021 | $0.42 | $0.42 |
Drawdowns
Drawdowns Chart
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the T. Rowe Price U.S. Limited Duration TIPS 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. Limited Duration TIPS Index Fund was 7.24%, occurring on Sep 30, 2022. Recovery took 459 trading sessions.
The current T. Rowe Price U.S. Limited Duration TIPS Index Fund drawdown is 2.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.24% | Mar 14, 2022 | 140 | Sep 30, 2022 | 459 | Jul 31, 2024 | 599 |
| -5.04% | Nov 18, 2021 | 18 | Dec 14, 2021 | 52 | Mar 1, 2022 | 70 |
| -4.5% | Oct 3, 2024 | 56 | Dec 20, 2024 | 69 | Apr 3, 2025 | 125 |
| -3.28% | Nov 28, 2025 | 8 | Dec 9, 2025 | — | — | — |
| -1.18% | Apr 4, 2025 | 6 | Apr 11, 2025 | 10 | Apr 28, 2025 | 16 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...