PBDIX vs. VTSAX
Compare and contrast key facts about T. Rowe Price QM U.S. Bond Index Fund (PBDIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
PBDIX is managed by T. Rowe Price. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
PBDIX vs. VTSAX - Performance Comparison
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PBDIX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, PBDIX achieves a -0.33% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, PBDIX has underperformed VTSAX with an annualized return of 2.02%, while VTSAX has yielded a comparatively higher 13.27% 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%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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PBDIX vs. VTSAX - Expense Ratio Comparison
PBDIX has a 0.23% expense ratio, which is higher than VTSAX's 0.04% 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. VTSAX — Risk / Return Rank
PBDIX
VTSAX
PBDIX vs. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| PBDIX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 0.84 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.29 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.05 | +1.60 |
Martin ratioReturn relative to average drawdown | 8.49 | 5.08 | +3.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PBDIX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 0.84 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.59 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.72 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.43 | +0.42 |
Correlation
The correlation between PBDIX and VTSAX 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. VTSAX - Dividend Comparison
PBDIX's dividend yield for the trailing twelve months is around 7.42%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
PBDIX vs. VTSAX - Drawdown Comparison
The maximum PBDIX drawdown since its inception was -19.20%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for PBDIX and VTSAX.
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Drawdown Indicators
| PBDIX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.20% | -55.33% | +36.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -12.41% | +9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.10% | -25.36% | +6.26% |
Max Drawdown (10Y)Largest decline over 10 years | -19.20% | -34.97% | +15.77% |
Current DrawdownCurrent decline from peak | -2.44% | -8.92% | +6.48% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -9.06% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 2.56% | -1.64% |
Volatility
PBDIX vs. VTSAX - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) is 1.71%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.39%. This indicates that PBDIX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBDIX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 4.39% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.93% | 9.33% | -6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 18.42% | -13.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 17.32% | -11.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.98% | 18.37% | -13.39% |