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ISIN
US77956H1959
Inception Date
Sep 11, 2017
Category
Global Bonds
Min. Investment
$500,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

TNBMX Performance Chart

T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) is up 1.2% since the beginning of the year. TNBMX is currently trading at $9 per share. Investors who bought $1,000 worth of TNBMX shares 5 years ago would now be looking at an investment worth $1,082.


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S&P 500 Index

Returns By Period

T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) has returned 1.21% so far this year and 4.51% over the past 12 months.


T. Rowe Price International Bond Fund (USD Hedged)

1D
0.00%
1M
0.94%
YTD
1.21%
6M
2.00%
1Y
4.51%
3Y*
5.79%
5Y*
1.58%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNBMX Monthly Returns History

Based on dividend-adjusted daily data since Sep 13, 2017, TNBMX's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +3.6%, while the worst month was Mar 2020 at -4.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TNBMX closed higher 38% of trading days. The best single day was Dec 17, 2019 with a return of +1.5%, while the worst single day was Mar 13, 2020 at -2.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.53%0.84%-1.84%0.76%0.82%0.12%1.21%
20250.49%0.37%-0.44%1.27%0.11%0.55%0.52%0.39%0.78%1.00%-0.21%0.31%5.25%
2024-0.25%-0.14%0.85%-1.28%0.99%0.77%1.48%0.65%0.85%-0.12%1.44%-0.31%5.00%
20232.08%-0.60%1.70%0.60%0.14%0.44%0.48%-0.13%-1.04%-0.01%3.38%2.93%10.32%
2022-0.87%-1.30%-1.21%-2.42%-0.87%-2.50%3.57%-3.62%-3.92%0.12%2.45%-2.19%-12.30%
2021-0.29%-1.35%-0.26%0.25%0.25%-0.06%1.02%-0.08%-1.07%-0.37%0.13%0.21%-1.63%

Benchmark Metrics

T. Rowe Price International Bond Fund (USD Hedged) has an annualized alpha of 2.83%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 13, 2017.

  • This fund participated in 15.27% of S&P 500 Index downside but only 13.86% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 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 0.00 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
2.83%
Beta
0.01
0.00
Upside Capture
13.86%
Downside Capture
15.27%

Expense Ratio

TNBMX has an expense ratio of 0.53%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TNBMX ranks 44 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.


TNBMX Risk / Return Rank: 4444
Overall Rank
TNBMX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TNBMX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TNBMX Omega Ratio Rank: 6262
Omega Ratio Rank
TNBMX Calmar Ratio Rank: 3030
Calmar Ratio Rank
TNBMX Martin Ratio Rank: 3131
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) and compare them to S&P 500 Index.

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.


TNBMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

1.95

2.78

-0.83

Martin ratioReturn relative to average drawdown

6.56

12.44

-5.88

Dividends

Dividend History

T. Rowe Price International Bond Fund (USD Hedged) provided a 4.77% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.41$0.41$0.36$0.24$0.81$0.28$0.20$0.46$0.78$0.06

Dividend yield

4.77%4.76%4.24%2.85%10.20%2.84%1.90%4.65%8.20%0.64%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price International Bond Fund (USD Hedged). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.02$0.02$0.02$0.02$0.03$0.00$0.12
2025$0.02$0.02$0.02$0.03$0.03$0.03$0.05$0.05$0.05$0.03$0.02$0.06$0.41
2024$0.02$0.02$0.02$0.02$0.05$0.04$0.02$0.03$0.02$0.05$0.04$0.02$0.36
2023$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.24
2022$0.01$0.01$0.01$0.02$0.02$0.00$0.00$0.01$0.00$0.01$0.01$0.70$0.81
2021$0.01$0.01$0.01$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.14$0.28

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price International Bond Fund (USD Hedged). 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 International Bond Fund (USD Hedged) was 15.78%, occurring on Oct 21, 2022. Recovery took 529 trading sessions.

The current T. Rowe Price International Bond Fund (USD Hedged) drawdown is 0.16%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.78%Oct 2022
1y 9mo2y 1mo
3y 10moJan 2021 - Nov 2024
COVID crash2020
-6.67%Mar 2020
14d4mo 3d
4mo 17dMar 2020 - Jul 2020
2026 pullback2026
-2.32%Mar 2026
25d
3mo 23dMar 2026 - now
Rate-hike selloffLate 2018
-1.91%Oct 2018
6mo 6d2mo 12d
8mo 18dApr 2018 - Dec 2018
2019 pullback2019
-1.75%Nov 2019
2mo 8d1mo 5d
3mo 13dSep 2019 - Dec 2019

Drawdown Indicators


TNBMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-56.78%

+41.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-9.10%

+6.78%

Max Drawdown (3Y)

Largest decline over 3 years

-2.32%

-18.90%

+16.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.48%

-25.43%

+9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.16%

-1.80%

+1.64%

Average Drawdown

Average peak-to-trough decline

-3.05%

-10.71%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.03%

-1.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TNBMX

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