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PBDIX vs. POMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBDIX vs. POMIX - 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 T. Rowe Price Total Equity Market Index Fund (POMIX). The values are adjusted to include any dividend payments, if applicable.

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PBDIX vs. POMIX - 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%3.83%
POMIX
T. Rowe Price Total Equity Market Index Fund
-6.71%18.47%23.48%26.38%-19.64%25.39%19.82%30.95%-5.57%19.09%

Returns By Period

In the year-to-date period, PBDIX achieves a -0.33% return, which is significantly higher than POMIX's -6.71% return. Over the past 10 years, PBDIX has underperformed POMIX with an annualized return of 2.02%, while POMIX has yielded a comparatively higher 13.02% annualized 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%

POMIX

1D
-0.45%
1M
-7.76%
YTD
-6.71%
6M
-3.17%
1Y
16.21%
3Y*
17.16%
5Y*
10.35%
10Y*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBDIX vs. POMIX - Expense Ratio Comparison

PBDIX has a 0.23% expense ratio, which is higher than POMIX's 0.20% 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. POMIX — 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

POMIX
POMIX Risk / Return Rank: 5353
Overall Rank
POMIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
POMIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
POMIX Omega Ratio Rank: 5757
Omega Ratio Rank
POMIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
POMIX Martin Ratio Rank: 5757
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. POMIX - 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 T. Rowe Price Total Equity Market Index Fund (POMIX). 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.


PBDIXPOMIXDifference

Sharpe ratio

Return per unit of total volatility

1.73

0.93

+0.80

Sortino ratio

Return per unit of downside risk

2.51

1.44

+1.07

Omega ratio

Gain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratio

Return relative to maximum drawdown

2.64

1.13

+1.52

Martin ratio

Return relative to average drawdown

8.49

5.46

+3.03

PBDIX vs. POMIX - Sharpe Ratio Comparison

The current PBDIX Sharpe Ratio is 1.73, which is higher than the POMIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PBDIX and POMIX, 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


PBDIXPOMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.93

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.60

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.71

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.42

+0.44

Correlation

The correlation between PBDIX and POMIX is -0.20. 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.


Dividends

PBDIX vs. POMIX - Dividend Comparison

PBDIX's dividend yield for the trailing twelve months is around 7.42%, more than POMIX's 3.53% 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%
POMIX
T. Rowe Price Total Equity Market Index Fund
3.53%3.29%1.76%1.46%1.49%1.53%1.55%1.91%2.89%0.20%2.41%2.08%

Drawdowns

PBDIX vs. POMIX - Drawdown Comparison

The maximum PBDIX drawdown since its inception was -19.20%, smaller than the maximum POMIX drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for PBDIX and POMIX.


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Drawdown Indicators


PBDIXPOMIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-55.54%

+36.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-12.46%

+9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-25.56%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-19.20%

-35.05%

+15.85%

Current Drawdown

Current decline from peak

-2.44%

-8.83%

+6.39%

Average Drawdown

Average peak-to-trough decline

-2.52%

-10.71%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.92%

-2.00%

Volatility

PBDIX vs. POMIX - Volatility Comparison

The current volatility for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) is 1.71%, while T. Rowe Price Total Equity Market Index Fund (POMIX) has a volatility of 4.38%. This indicates that PBDIX experiences smaller price fluctuations and is considered to be less risky than POMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBDIXPOMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

4.38%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

9.11%

-6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

18.58%

-13.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

17.52%

-11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

18.48%

-13.50%