PBDIX vs. AAPL
Compare and contrast key facts about T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Apple Inc (AAPL).
PBDIX is managed by T. Rowe Price.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBDIX or AAPL.
Key characteristics
| PBDIX | AAPL | |
|---|---|---|
| YTD Return | 2.35% | 18.46% |
| 1Y Return | 9.07% | 25.20% |
| 3Y Return (Ann) | -2.58% | 15.26% |
| 5Y Return (Ann) | 0.27% | 29.25% |
| 10Y Return (Ann) | 1.63% | 25.02% |
| Sharpe Ratio | 1.35 | 1.10 |
| Sortino Ratio | 2.00 | 1.70 |
| Omega Ratio | 1.24 | 1.21 |
| Calmar Ratio | 0.49 | 1.50 |
| Martin Ratio | 4.93 | 3.53 |
| Ulcer Index | 1.65% | 7.05% |
| Daily Std Dev | 6.04% | 22.55% |
| Max Drawdown | -19.26% | -81.80% |
| Current Drawdown | -8.88% | -3.92% |
Correlation
The correlation between PBDIX and AAPL is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
PBDIX vs. AAPL - Performance Comparison
In the year-to-date period, PBDIX achieves a 2.35% return, which is significantly lower than AAPL's 18.46% return. Over the past 10 years, PBDIX has underperformed AAPL with an annualized return of 1.63%, while AAPL has yielded a comparatively higher 25.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PBDIX vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Apple Inc (AAPL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
PBDIX vs. AAPL - Dividend Comparison
PBDIX's dividend yield for the trailing twelve months is around 3.97%, more than AAPL's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBDIX T. Rowe Price QM U.S. Bond Index Fund | 3.97% | 3.49% | 2.74% | 1.85% | 4.85% | 2.92% | 2.94% | 2.75% | 2.78% | 2.90% | 2.86% | 3.05% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
PBDIX vs. AAPL - Drawdown Comparison
The maximum PBDIX drawdown since its inception was -19.26%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for PBDIX and AAPL. For additional features, visit the drawdowns tool.
Volatility
PBDIX vs. AAPL - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) is 1.59%, while Apple Inc (AAPL) has a volatility of 5.17%. This indicates that PBDIX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.