PortfoliosLab logoPortfoliosLab logo
POMIX vs. PBDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POMIX vs. PBDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Equity Market Index Fund (POMIX) and T. Rowe Price QM U.S. Bond Index Fund (PBDIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

POMIX vs. PBDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POMIX
T. Rowe Price Total Equity Market Index Fund
-6.71%18.47%23.48%26.38%-19.64%25.39%19.82%30.95%-5.57%19.09%
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%

Returns By Period

In the year-to-date period, POMIX achieves a -6.71% return, which is significantly lower than PBDIX's -0.33% return. Over the past 10 years, POMIX has outperformed PBDIX with an annualized return of 13.02%, while PBDIX has yielded a comparatively lower 2.02% annualized return.


POMIX

1D
-0.45%
1M
-7.76%
YTD
-6.71%
6M
-3.17%
1Y
16.21%
3Y*
17.16%
5Y*
10.35%
10Y*
13.02%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


POMIX vs. PBDIX - Expense Ratio Comparison

POMIX has a 0.20% expense ratio, which is lower than PBDIX's 0.23% expense ratio. Despite the difference, 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

POMIX vs. PBDIX — Risk / Return Rank

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

POMIX
POMIX Risk / Return Rank: 5353
Overall Rank
POMIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
POMIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
POMIX Omega Ratio Rank: 5757
Omega Ratio Rank
POMIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
POMIX Martin Ratio Rank: 5757
Martin Ratio Rank

PBDIX
PBDIX Risk / Return Rank: 8787
Overall Rank
PBDIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PBDIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PBDIX Omega Ratio Rank: 8080
Omega Ratio Rank
PBDIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PBDIX Martin Ratio Rank: 8484
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.

POMIX vs. PBDIX - Risk-Adjusted Trends Comparison

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


POMIXPBDIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.73

-0.80

Sortino ratio

Return per unit of downside risk

1.44

2.51

-1.07

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

1.13

2.64

-1.52

Martin ratio

Return relative to average drawdown

5.46

8.49

-3.03

POMIX vs. PBDIX - Sharpe Ratio Comparison

The current POMIX Sharpe Ratio is 0.93, which is lower than the PBDIX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of POMIX and PBDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


POMIXPBDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.73

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.11

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.41

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.85

-0.44

Correlation

The correlation between POMIX and PBDIX 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

POMIX vs. PBDIX - Dividend Comparison

POMIX's dividend yield for the trailing twelve months is around 3.53%, less than PBDIX's 7.42% yield.


TTM20252024202320222021202020192018201720162015
POMIX
T. Rowe Price Total Equity Market Index Fund
3.53%3.29%1.76%1.46%1.49%1.53%1.55%1.91%2.89%0.20%2.41%2.08%
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%

Drawdowns

POMIX vs. PBDIX - Drawdown Comparison

The maximum POMIX drawdown since its inception was -55.54%, which is greater than PBDIX's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for POMIX and PBDIX.


Loading graphics...

Drawdown Indicators


POMIXPBDIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-19.20%

-36.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-2.94%

-9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-19.10%

-6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-19.20%

-15.85%

Current Drawdown

Current decline from peak

-8.83%

-2.44%

-6.39%

Average Drawdown

Average peak-to-trough decline

-10.71%

-2.52%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

0.92%

+2.00%

Volatility

POMIX vs. PBDIX - Volatility Comparison

T. Rowe Price Total Equity Market Index Fund (POMIX) has a higher volatility of 4.38% compared to T. Rowe Price QM U.S. Bond Index Fund (PBDIX) at 1.71%. This indicates that POMIX's price experiences larger fluctuations and is considered to be riskier than PBDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


POMIXPBDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

1.71%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

2.93%

+6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

4.72%

+13.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

6.02%

+11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

4.98%

+13.50%