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PBDIX vs. VWETX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBDIX vs. VWETX - 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 Long-Term Investment-Grade Fund Admiral Shares (VWETX). The values are adjusted to include any dividend payments, if applicable.

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PBDIX vs. VWETX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
-0.12%10.63%1.96%5.47%-14.24%-1.45%8.17%8.69%-0.01%3.83%
VWETX
Vanguard Long-Term Investment-Grade Fund Admiral Shares
-1.25%7.31%-2.70%8.92%-25.54%-2.79%15.50%20.56%-6.17%12.08%

Returns By Period

In the year-to-date period, PBDIX achieves a -0.12% return, which is significantly higher than VWETX's -1.25% return. Over the past 10 years, PBDIX has outperformed VWETX with an annualized return of 2.04%, while VWETX has yielded a comparatively lower 1.83% annualized return.


PBDIX

1D
0.21%
1M
-1.73%
YTD
-0.12%
6M
1.82%
1Y
7.20%
3Y*
4.86%
5Y*
0.66%
10Y*
2.04%

VWETX

1D
0.40%
1M
-2.97%
YTD
-1.25%
6M
-1.80%
1Y
2.59%
3Y*
2.04%
5Y*
-2.27%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBDIX vs. VWETX - Expense Ratio Comparison

PBDIX has a 0.23% expense ratio, which is higher than VWETX's 0.12% 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. VWETX — Risk / Return Rank

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

PBDIX
PBDIX Risk / Return Rank: 8484
Overall Rank
PBDIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBDIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PBDIX Omega Ratio Rank: 7676
Omega Ratio Rank
PBDIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PBDIX Martin Ratio Rank: 8383
Martin Ratio Rank

VWETX
VWETX Risk / Return Rank: 1414
Overall Rank
VWETX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VWETX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VWETX Omega Ratio Rank: 99
Omega Ratio Rank
VWETX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VWETX Martin Ratio Rank: 1616
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. VWETX - 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 Long-Term Investment-Grade Fund Admiral Shares (VWETX). 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.


PBDIXVWETXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.35

+1.31

Sortino ratio

Return per unit of downside risk

2.40

0.53

+1.87

Omega ratio

Gain probability vs. loss probability

1.30

1.07

+0.23

Calmar ratio

Return relative to maximum drawdown

2.68

0.73

+1.95

Martin ratio

Return relative to average drawdown

8.52

1.77

+6.75

PBDIX vs. VWETX - Sharpe Ratio Comparison

The current PBDIX Sharpe Ratio is 1.66, which is higher than the VWETX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PBDIX and VWETX, 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


PBDIXVWETXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.35

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.19

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.17

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.48

+0.37

Correlation

The correlation between PBDIX and VWETX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PBDIX vs. VWETX - Dividend Comparison

PBDIX's dividend yield for the trailing twelve months is around 7.40%, more than VWETX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
7.40%7.33%4.48%3.49%2.01%1.84%3.59%3.18%2.94%2.75%2.82%2.99%
VWETX
Vanguard Long-Term Investment-Grade Fund Admiral Shares
4.76%5.06%5.10%4.26%4.54%4.86%6.99%5.11%4.40%5.60%6.25%7.49%

Drawdowns

PBDIX vs. VWETX - Drawdown Comparison

The maximum PBDIX drawdown since its inception was -19.20%, smaller than the maximum VWETX drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for PBDIX and VWETX.


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Drawdown Indicators


PBDIXVWETXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-36.04%

+16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-5.44%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-34.42%

+15.32%

Max Drawdown (10Y)

Largest decline over 10 years

-19.20%

-36.04%

+16.84%

Current Drawdown

Current decline from peak

-2.23%

-20.25%

+18.02%

Average Drawdown

Average peak-to-trough decline

-2.52%

-7.12%

+4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.25%

-1.32%

Volatility

PBDIX vs. VWETX - Volatility Comparison

The current volatility for T. Rowe Price QM U.S. Bond Index Fund (PBDIX) is 1.69%, while Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) has a volatility of 3.42%. This indicates that PBDIX experiences smaller price fluctuations and is considered to be less risky than VWETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBDIXVWETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

3.42%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

5.29%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

8.97%

-4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

12.10%

-6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

10.85%

-5.87%