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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBDIX or VTSAX.
Key characteristics
| PBDIX | VTSAX | |
|---|---|---|
| YTD Return | 2.35% | 26.26% |
| 1Y Return | 9.07% | 40.42% |
| 3Y Return (Ann) | -2.58% | 8.66% |
| 5Y Return (Ann) | 0.27% | 15.35% |
| 10Y Return (Ann) | 1.63% | 12.89% |
| Sharpe Ratio | 1.35 | 3.08 |
| Sortino Ratio | 2.00 | 4.11 |
| Omega Ratio | 1.24 | 1.57 |
| Calmar Ratio | 0.49 | 4.19 |
| Martin Ratio | 4.93 | 20.10 |
| Ulcer Index | 1.65% | 1.95% |
| Daily Std Dev | 6.04% | 12.73% |
| Max Drawdown | -19.26% | -55.34% |
| Current Drawdown | -8.88% | 0.00% |
Correlation
The correlation between PBDIX and VTSAX is -0.21. 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. VTSAX - Performance Comparison
In the year-to-date period, PBDIX achieves a 2.35% return, which is significantly lower than VTSAX's 26.26% return. Over the past 10 years, PBDIX has underperformed VTSAX with an annualized return of 1.63%, while VTSAX has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
PBDIX vs. VTSAX - 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 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.
Dividends
PBDIX vs. VTSAX - Dividend Comparison
PBDIX's dividend yield for the trailing twelve months is around 3.97%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBDIX T. Rowe Price QM U.S. Bond Index Fund | 3.97% | 3.49% | 2.74% | 1.85% | 4.85% | 2.92% | 2.94% | 2.75% | 2.78% | 2.90% | 2.86% | 3.05% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PBDIX vs. VTSAX - Drawdown Comparison
The maximum PBDIX drawdown since its inception was -19.26%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for PBDIX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
PBDIX vs. VTSAX - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) is 1.59%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.07%. 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.