PBDIX vs. VBMFX

In the year-to-date period, PBDIX achieves a 1.93% return, which is significantly lower than VBMFX's 2.10% return. Over the past 10 years, PBDIX has outperformed VBMFX with an annualized return of 1.80%, while VBMFX has yielded a comparatively lower 1.43% annualized return.

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PBDIX has a 0.23% expense ratio, which is higher than VBMFX's 0.15% 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%.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Vanguard Total Bond Market Index Fund (VBMFX). 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.

The current PBDIX Sharpe Ratio is 0.98, which is comparable to the VBMFX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PBDIX and VBMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PBDIX's dividend yield for the trailing twelve months is around 3.84%, more than VBMFX's 3.36% yield.

The maximum PBDIX drawdown since its inception was -18.58%, roughly equal to the maximum VBMFX drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for PBDIX and VBMFX.

T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Vanguard Total Bond Market Index Fund (VBMFX) have volatilities of 1.38% and 1.42%, 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.