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PBDIX vs. NOBOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBDIX vs. NOBOX - 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 Northern Bond Index Fund (NOBOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBDIX achieves a 0.20% return, which is significantly higher than NOBOX's 0.04% return. Over the past 10 years, PBDIX has outperformed NOBOX with an annualized return of 2.29%, while NOBOX has yielded a comparatively lower 1.12% annualized return.


PBDIX

1D
0.21%
1M
0.99%
YTD
0.20%
6M
0.67%
1Y
4.63%
3Y*
6.00%
5Y*
1.15%
10Y*
2.29%

NOBOX

1D
0.22%
1M
1.03%
YTD
0.04%
6M
0.15%
1Y
4.47%
3Y*
3.31%
5Y*
-0.75%
10Y*
1.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBDIX vs. NOBOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
0.20%8.29%4.75%8.62%-14.24%-1.45%8.17%8.69%-0.01%3.83%
NOBOX
Northern Bond Index Fund
0.04%6.14%0.82%4.86%-13.84%-2.10%7.20%8.73%-0.17%3.60%

Correlation

The correlation between PBDIX and NOBOX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2007

0.88

The correlation between PBDIX and NOBOX shifts across timeframes, from 0.79 (1 year) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PBDIX vs. NOBOX — Risk / Return Rank

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

PBDIX
PBDIX Risk / Return Rank: 1919
Overall Rank
PBDIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PBDIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
PBDIX Omega Ratio Rank: 1818
Omega Ratio Rank
PBDIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PBDIX Martin Ratio Rank: 1717
Martin Ratio Rank

NOBOX
NOBOX Risk / Return Rank: 1818
Overall Rank
NOBOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NOBOX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NOBOX Omega Ratio Rank: 1919
Omega Ratio Rank
NOBOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
NOBOX Martin Ratio Rank: 1515
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. NOBOX - 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 Northern Bond Index Fund (NOBOX). 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.

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.


PBDIXNOBOXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.55

1.38

+0.16

Martin ratioReturn relative to average drawdown

4.25

3.88

+0.37

PBDIX vs. NOBOX - Sharpe Ratio Comparison

The current PBDIX Sharpe Ratio is 1.16, which is comparable to the NOBOX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PBDIX and NOBOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PBDIX vs. NOBOX - Drawdown Comparison

The maximum PBDIX drawdown since its inception was -19.20%, roughly equal to the maximum NOBOX drawdown of -20.03%. Use the drawdown chart below to compare losses from any high point for PBDIX and NOBOX.


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Drawdown Indicators


PBDIXNOBOXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-20.03%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-3.28%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-6.27%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-19.15%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-19.20%

-20.03%

+0.83%

Current Drawdown

Current decline from peak

-1.60%

-5.92%

+4.32%

Average Drawdown

Average peak-to-trough decline

-2.16%

-3.55%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.16%

-0.05%

Volatility

PBDIX vs. NOBOX - Volatility Comparison

T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Northern Bond Index Fund (NOBOX) have volatilities of 1.28% and 1.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBDIXNOBOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.34%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

3.09%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

4.06%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

6.10%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

5.03%

0.00%

PBDIX vs. NOBOX - Expense Ratio Comparison

PBDIX has a 0.23% expense ratio, which is higher than NOBOX's 0.07% 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%.


Dividends

PBDIX vs. NOBOX - Dividend Comparison

PBDIX's dividend yield for the trailing twelve months is around 4.25%, more than NOBOX's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
NOBOX
Northern Bond Index Fund
3.74%2.88%3.46%2.63%1.53%2.10%3.12%3.18%2.80%2.77%2.45%2.61%
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
4.25%5.19%7.21%6.39%2.01%1.84%3.59%3.18%2.94%2.75%2.82%2.99%

Frequently Asked Questions


PBDIX and NOBOX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOBOX has higher volatility (1.34%) compared to PBDIX (1.28%). In terms of maximum drawdown, PBDIX dropped -19.20% vs NOBOX's -20.03%.

PBDIX currently has the higher Sharpe Ratio (1.16 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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