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T. Rowe Price Limited Duration Inflation Focused B...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8727981032

CUSIP

872798103

Issuer

T. Rowe Price

Inception Date

Sep 28, 2006

Min. Investment

$2,500

Asset Class

Bond

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
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Popular comparisons:
TRBFX vs. RPLCX TRBFX vs. PRSNX TRBFX vs. TRBUX TRBFX vs. PRFDX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Limited Duration Inflation Focused Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
12.32%
TRBFX (T. Rowe Price Limited Duration Inflation Focused Bond Fund)
Benchmark (^GSPC)

Returns By Period

T. Rowe Price Limited Duration Inflation Focused Bond Fund had a return of 4.42% year-to-date (YTD) and 6.29% in the last 12 months.


TRBFX

YTD

4.42%

1M

-0.08%

6M

2.98%

1Y

6.29%

5Y (annualized)

3.07%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of TRBFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.64%-0.44%0.54%-0.21%1.07%0.64%0.84%0.89%1.07%-0.70%4.42%
20230.85%-0.63%1.70%0.21%-1.25%-0.42%0.42%0.00%-0.42%0.29%1.14%1.29%3.17%
2022-0.76%1.15%-0.95%-0.38%0.19%-1.53%1.56%-1.92%-3.52%0.81%0.61%-0.84%-5.56%
20210.77%0.19%0.57%0.94%0.75%0.00%1.49%0.00%0.00%0.55%0.00%3.47%9.02%
20200.53%0.46%-2.85%1.35%1.33%1.08%1.03%1.41%-0.16%-0.18%0.78%0.19%5.00%
20190.77%0.33%0.97%0.57%0.77%0.68%-0.05%0.67%-0.33%0.35%0.13%-0.27%4.69%
2018-0.20%-0.20%0.41%0.02%0.24%0.24%-0.16%0.46%-0.36%-0.54%0.08%-1.54%-1.56%
20170.60%-0.00%0.20%0.00%-0.20%-0.40%0.20%0.40%-0.20%0.20%-0.20%-1.39%-0.80%
20160.41%-0.00%1.21%-0.00%-0.20%1.20%-0.20%-0.40%0.79%-0.19%-0.59%-0.99%1.01%
2015-0.40%-0.40%-0.20%-1.00%

Expense Ratio

TRBFX features an expense ratio of 0.41%, falling within the medium range.


Expense ratio chart for TRBFX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TRBFX is 33, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TRBFX is 3333
Combined Rank
The Sharpe Ratio Rank of TRBFX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBFX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of TRBFX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of TRBFX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of TRBFX is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TRBFX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.005.001.032.46
The chart of Sortino ratio for TRBFX, currently valued at 1.52, compared to the broader market0.005.0010.001.523.31
The chart of Omega ratio for TRBFX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.46
The chart of Calmar ratio for TRBFX, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.0025.001.093.55
The chart of Martin ratio for TRBFX, currently valued at 3.94, compared to the broader market0.0020.0040.0060.0080.00100.003.9415.76
TRBFX
^GSPC

The current T. Rowe Price Limited Duration Inflation Focused Bond Fund Sharpe ratio is 1.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of T. Rowe Price Limited Duration Inflation Focused Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.03
2.46
TRBFX (T. Rowe Price Limited Duration Inflation Focused Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

T. Rowe Price Limited Duration Inflation Focused Bond Fund provided a 4.74% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.10$0.20$0.30$0.40201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.23$0.18$0.27$0.42$0.04$0.08$0.02

Dividend yield

4.74%3.79%5.72%8.08%0.74%1.53%0.47%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Limited Duration Inflation Focused Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.01$0.01$0.01$0.00$0.00$0.00$0.00$0.01$0.01$0.01$0.00$0.05
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.01$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2020$0.01$0.00$0.01$0.01$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2019$0.01$0.01$0.01$0.01$0.01$0.00$0.01$0.00$0.00$0.01$0.01$0.01$0.08
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.90%
-1.40%
TRBFX (T. Rowe Price Limited Duration Inflation Focused Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Limited Duration Inflation Focused Bond 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 Limited Duration Inflation Focused Bond Fund was 7.33%, occurring on Sep 30, 2022. Recovery took 481 trading sessions.

The current T. Rowe Price Limited Duration Inflation Focused Bond Fund drawdown is 0.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.33%Mar 14, 2022140Sep 30, 2022481Aug 30, 2024621
-5.12%Mar 6, 202010Mar 19, 202057Jun 10, 202067
-4.74%Jul 11, 2016612Dec 12, 2018130Jun 20, 2019742
-2.35%Nov 19, 202117Dec 14, 202111Dec 30, 202128
-1.71%Jan 5, 202226Feb 10, 202211Feb 28, 202237

Volatility

Volatility Chart

The current T. Rowe Price Limited Duration Inflation Focused Bond Fund volatility is 0.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.72%
4.07%
TRBFX (T. Rowe Price Limited Duration Inflation Focused Bond Fund)
Benchmark (^GSPC)