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PBDIX vs. FNSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBDIX vs. FNSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Fidelity Short-Term Bond Index Fund (FNSOX). The values are adjusted to include any dividend payments, if applicable.

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PBDIX vs. FNSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
-0.33%10.63%1.96%5.47%-14.24%-1.45%8.17%8.69%-0.01%0.37%
FNSOX
Fidelity Short-Term Bond Index Fund
-0.22%6.01%3.90%4.90%-5.76%-1.25%4.28%4.95%1.14%-0.22%

Returns By Period

In the year-to-date period, PBDIX achieves a -0.33% return, which is significantly lower than FNSOX's -0.22% return.


PBDIX

1D
0.52%
1M
-2.44%
YTD
-0.33%
6M
1.93%
1Y
7.31%
3Y*
4.79%
5Y*
0.69%
10Y*
2.02%

FNSOX

1D
0.20%
1M
-1.18%
YTD
-0.22%
6M
0.91%
1Y
3.69%
3Y*
4.22%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBDIX vs. FNSOX - Expense Ratio Comparison

PBDIX has a 0.23% expense ratio, which is higher than FNSOX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PBDIX vs. FNSOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBDIX
PBDIX Risk / Return Rank: 8787
Overall Rank
PBDIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PBDIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PBDIX Omega Ratio Rank: 8080
Omega Ratio Rank
PBDIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PBDIX Martin Ratio Rank: 8484
Martin Ratio Rank

FNSOX
FNSOX Risk / Return Rank: 9191
Overall Rank
FNSOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FNSOX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNSOX Omega Ratio Rank: 8888
Omega Ratio Rank
FNSOX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FNSOX Martin Ratio Rank: 9191
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.

PBDIX vs. FNSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Fidelity Short-Term Bond Index Fund (FNSOX). 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.


PBDIXFNSOXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.82

-0.10

Sortino ratio

Return per unit of downside risk

2.51

2.83

-0.32

Omega ratio

Gain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratio

Return relative to maximum drawdown

2.64

2.86

-0.21

Martin ratio

Return relative to average drawdown

8.49

10.76

-2.27

PBDIX vs. FNSOX - Sharpe Ratio Comparison

The current PBDIX Sharpe Ratio is 1.73, which is comparable to the FNSOX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PBDIX and FNSOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PBDIXFNSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.82

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.55

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.83

+0.03

Correlation

The correlation between PBDIX and FNSOX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PBDIX vs. FNSOX - Dividend Comparison

PBDIX's dividend yield for the trailing twelve months is around 7.42%, more than FNSOX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
7.42%7.33%4.48%3.49%2.01%1.84%3.59%3.18%2.94%2.75%2.82%2.99%
FNSOX
Fidelity Short-Term Bond Index Fund
3.15%3.22%2.80%1.74%0.81%0.80%1.54%2.61%2.04%0.34%0.00%0.00%

Drawdowns

PBDIX vs. FNSOX - Drawdown Comparison

The maximum PBDIX drawdown since its inception was -19.20%, which is greater than FNSOX's maximum drawdown of -8.92%. Use the drawdown chart below to compare losses from any high point for PBDIX and FNSOX.


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Drawdown Indicators


PBDIXFNSOXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-8.92%

-10.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-1.47%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-8.77%

-10.33%

Max Drawdown (10Y)

Largest decline over 10 years

-19.20%

Current Drawdown

Current decline from peak

-2.44%

-1.18%

-1.26%

Average Drawdown

Average peak-to-trough decline

-2.52%

-1.75%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.39%

+0.53%

Volatility

PBDIX vs. FNSOX - Volatility Comparison

T. Rowe Price QM U.S. Bond Index Fund (PBDIX) has a higher volatility of 1.71% compared to Fidelity Short-Term Bond Index Fund (FNSOX) at 0.78%. This indicates that PBDIX's price experiences larger fluctuations and is considered to be riskier than FNSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBDIXFNSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

0.78%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

1.37%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

2.21%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

2.86%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

2.48%

+2.50%