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Inception Date
Dec 7, 2020
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

TSDLX Performance Chart

T. Rowe Price Short Duration Income Fund (TSDLX) is up 0.9% since the beginning of the year. TSDLX is currently trading at $9 per share. Investors who bought $1,000 worth of TSDLX shares 5 years ago would now be looking at an investment worth $1,178.


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S&P 500 Index

Returns By Period

T. Rowe Price Short Duration Income Fund (TSDLX) has returned 0.90% so far this year and 6.43% over the past 12 months.


T. Rowe Price Short Duration Income Fund

1D
0.00%
1M
0.18%
YTD
0.90%
6M
1.95%
1Y
6.43%
3Y*
6.92%
5Y*
3.33%
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSDLX Monthly Returns History

Based on dividend-adjusted daily data since Dec 8, 2020, TSDLX'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, 69% of months were positive and 31% were negative. The best month was Jan 2023 with a return of +1.7%, while the worst month was Sep 2022 at -1.8%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TSDLX closed higher 28% of trading days. The best single day was Jan 31, 2024 with a return of +0.6%, while the worst single day was Jun 13, 2022 at -0.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.28%0.53%-0.68%0.48%0.39%-0.11%0.90%
20250.66%0.81%0.18%0.61%0.23%0.82%0.55%1.39%0.77%0.43%0.36%1.03%8.12%
20240.60%-0.15%0.62%-0.21%1.28%1.02%1.19%1.01%0.82%-0.01%0.96%0.31%7.69%
20231.65%-0.28%1.00%0.54%-0.29%-0.17%0.57%0.49%-0.05%0.18%1.37%1.50%6.68%
2022-0.78%-0.69%-1.29%-0.78%0.07%-1.58%0.53%-0.52%-1.82%-0.31%0.93%0.41%-5.69%
20210.42%0.21%-0.07%0.32%0.12%0.13%0.04%0.24%-0.07%-0.27%-0.36%0.07%0.77%

Benchmark Metrics

T. Rowe Price Short Duration Income Fund has an annualized alpha of 6.67%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 09, 2020.

  • This fund captured 15.72% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -11.88%) - a profile typical of hedging or uncorrelated assets.
  • 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
6.67%
Beta
0.01
0.00
Upside Capture
15.72%
Downside Capture
-11.88%

Expense Ratio

TSDLX has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TSDLX ranks 96 for risk / return — in the top 96% 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.


TSDLX Risk / Return Rank: 9696
Overall Rank
TSDLX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TSDLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TSDLX Omega Ratio Rank: 9797
Omega Ratio Rank
TSDLX Calmar Ratio Rank: 9393
Calmar Ratio Rank
TSDLX Martin Ratio Rank: 9595
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 Short Duration Income Fund (TSDLX) and compare them to S&P 500 Index.


TSDLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.99

Calmar ratioReturn relative to maximum drawdown

5.18

Martin ratioReturn relative to average drawdown

21.95

Dividends

Dividend History

T. Rowe Price Short Duration Income Fund provided a 6.36% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.60$0.62$0.63$0.45$0.17$0.17

Dividend yield

6.36%6.50%6.73%4.78%1.82%1.69%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.03$0.04$0.04$0.04$0.00$0.17
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.08$0.08$0.07$0.04$0.03$0.08$0.62
2024$0.04$0.04$0.04$0.04$0.09$0.07$0.04$0.05$0.04$0.08$0.08$0.04$0.63
2023$0.05$0.05$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.45
2022$0.01$0.01$0.01$0.02$0.02$0.00$0.00$0.02$0.00$0.02$0.03$0.03$0.17
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.03$0.17

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 Short Duration Income 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 Short Duration Income Fund was 7.86%, occurring on Oct 20, 2022. Recovery took 308 trading sessions.

The current T. Rowe Price Short Duration Income Fund drawdown is 0.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-7.86%Oct 2022
1y 1mo1y 2mo
2y 3moSep 2021 - Jan 2024
2026 pullback2026
-1.26%Mar 2026
24d2mo 3d
2mo 27dMar 2026 - May 2026
2025 selloff2025
-0.85%Apr 2025
7d18d
25dApr 2025 - Apr 2025
2024 pullback2024
-0.84%Oct 2024
22d14d
1mo 6dOct 2024 - Nov 2024
2024 pullback2024
-0.75%Feb 2024
25d9d
1mo 4dFeb 2024 - Mar 2024

Drawdown Indicators


TSDLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-7.86%

-9.10%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-7.86%

Current Drawdown

Current decline from peak

-0.11%

-2.97%

+2.86%

Average Drawdown

Average peak-to-trough decline

-1.68%

-1.13%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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