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Inception Date
Jul 6, 2017
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TRSTX Performance Chart

T. Rowe Price Ultra Short-Term Bond Fund Class I (TRSTX) is up 1.6% since the beginning of the year. TRSTX is currently trading at $5 per share. Investors who bought $1,000 worth of TRSTX shares 5 years ago would now be looking at an investment worth $1,193.


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S&P 500 Index

Returns By Period

T. Rowe Price Ultra Short-Term Bond Fund Class I (TRSTX) has returned 1.64% so far this year and 4.70% over the past 12 months.


T. Rowe Price Ultra Short-Term Bond Fund Class I

1D
0.00%
1M
0.37%
YTD
1.64%
6M
2.04%
1Y
4.70%
3Y*
5.74%
5Y*
3.59%
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)

TRSTX Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2018, TRSTX's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, an investment would double in approximately 21.4 years.

Historically, 84% of months were positive and 16% were negative. The best month was Apr 2020 with a return of +1.6%, while the worst month was Mar 2020 at -2.6%. The longest winning streak lasted 31 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TRSTX closed higher 10% of trading days. The best single day was May 31, 2024 with a return of +0.7%, while the worst single day was Mar 19, 2020 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.58%0.15%0.17%0.36%0.37%0.00%1.64%
20250.83%0.18%0.40%0.20%0.63%0.38%0.41%0.61%0.38%0.43%0.36%0.40%5.34%
20240.82%0.40%0.44%0.44%0.68%0.40%0.66%0.69%0.60%0.24%0.63%0.24%6.41%
20230.88%0.26%0.14%0.41%0.34%0.36%0.75%0.56%0.38%0.00%0.80%0.84%5.89%
2022-0.14%-0.34%-0.52%-0.12%-0.10%-0.60%0.00%0.18%-0.40%-0.20%0.45%0.60%-1.20%
20210.09%0.08%0.08%0.08%0.06%-0.14%0.08%0.06%0.06%-0.13%-0.14%0.10%0.29%

Benchmark Metrics

T. Rowe Price Ultra Short-Term Bond Fund Class I has an annualized alpha of 3.24%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 30, 2018.

  • This fund captured 7.79% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.95%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 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
3.24%
Beta
0.00
0.00
Upside Capture
7.79%
Downside Capture
-1.95%

Expense Ratio

TRSTX has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

TRSTX ranks 99 for risk / return — in the top 99% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TRSTX Risk / Return Rank: 9999
Overall Rank
TRSTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TRSTX Sortino Ratio Rank: 9999
Sortino Ratio Rank
TRSTX Omega Ratio Rank: 100100
Omega Ratio Rank
TRSTX Calmar Ratio Rank: 100100
Calmar Ratio Rank
TRSTX Martin Ratio Rank: 9999
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 Ultra Short-Term Bond Fund Class I (TRSTX) 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.


TRSTXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+6.98

Omega ratioGain probability vs. loss probability

4.91

1.37

+3.54

Calmar ratioReturn relative to maximum drawdown

24.71

2.78

+21.92

Martin ratioReturn relative to average drawdown

55.77

12.44

+43.34

Dividends

Dividend History

T. Rowe Price Ultra Short-Term Bond Fund Class I provided a 4.59% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.05$0.10$0.15$0.20$0.2520182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.23$0.24$0.26$0.17$0.08$0.06$0.10$0.14$0.10

Dividend yield

4.59%4.79%5.19%3.46%1.61%1.28%1.94%2.78%1.98%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Ultra Short-Term Bond Fund Class I. 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$0.02$0.00$0.09
2025$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24
2024$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.26
2023$0.01$0.01$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.00$0.02$0.02$0.17
2022$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.01$0.01$0.03$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.06

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 Ultra Short-Term Bond Fund Class I. 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 Ultra Short-Term Bond Fund Class I was 4.34%, occurring on Mar 24, 2020. Recovery took 51 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-4.34%Mar 2020
14d2mo 13d
2mo 27dMar 2020 - Jun 2020
Bear market2022
-2.58%Oct 2022
1y 5d5mo 15d
1y 5moOct 2021 - Apr 2023
2024 pullback2024
-0.59%Dec 2024
2d10d
12dDec 2024 - Dec 2024
2024 pullback2024
-0.59%Nov 2024
0s18d
18dNov 2024 - Nov 2024
2019 pullback2019
-0.40%Sep 2019
8d17d
25dSep 2019 - Sep 2019

Drawdown Indicators


TRSTXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.34%

-56.78%

+52.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-9.10%

+8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-0.59%

-18.90%

+18.31%

Max Drawdown (5Y)

Largest decline over 5 years

-2.58%

-25.43%

+22.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-0.30%

-10.71%

+10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

2.03%

-1.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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