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PBDIX vs. VBMFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBDIX and VBMFX is 0.00. 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. VBMFX - 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 Vanguard Total Bond Market Index Fund (VBMFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PBDIX:

5.31%

VBMFX:

0.00%

Max Drawdown

PBDIX:

-0.52%

VBMFX:

-6.53%

Current Drawdown

PBDIX:

-0.42%

VBMFX:

-0.27%

Returns By Period


PBDIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VBMFX

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

*Annualized

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PBDIX vs. VBMFX - Expense Ratio Comparison

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%.


Risk-Adjusted Performance

PBDIX vs. VBMFX — Risk-Adjusted Performance Rank

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

PBDIX
The Risk-Adjusted Performance Rank of PBDIX is 7070
Overall Rank
The Sharpe Ratio Rank of PBDIX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PBDIX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PBDIX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of PBDIX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of PBDIX is 6565
Martin Ratio Rank

VBMFX
The Risk-Adjusted Performance Rank of VBMFX is 7373
Overall Rank
The Sharpe Ratio Rank of VBMFX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VBMFX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VBMFX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VBMFX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VBMFX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PBDIX vs. VBMFX - 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 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.



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Dividends

PBDIX vs. VBMFX - Dividend Comparison

PBDIX's dividend yield for the trailing twelve months is around 3.85%, while VBMFX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
3.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBMFX
Vanguard Total Bond Market Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PBDIX vs. VBMFX - Drawdown Comparison

The maximum PBDIX drawdown since its inception was -0.52%, smaller than the maximum VBMFX drawdown of -6.53%. Use the drawdown chart below to compare losses from any high point for PBDIX and VBMFX. For additional features, visit the drawdowns tool.


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Volatility

PBDIX vs. VBMFX - Volatility Comparison


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