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PRCIX vs. LQD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCIX vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Income Fund (PRCIX) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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PRCIX vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRCIX
T. Rowe Price New Income Fund
-0.24%10.79%1.31%5.31%-14.87%-0.54%5.77%9.28%-0.62%4.01%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-0.38%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Returns By Period

In the year-to-date period, PRCIX achieves a -0.24% return, which is significantly higher than LQD's -0.38% return. Over the past 10 years, PRCIX has underperformed LQD with an annualized return of 1.78%, while LQD has yielded a comparatively higher 2.61% annualized return.


PRCIX

1D
0.51%
1M
-2.46%
YTD
-0.24%
6M
2.00%
1Y
7.55%
3Y*
4.38%
5Y*
0.50%
10Y*
1.78%

LQD

1D
0.63%
1M
-2.07%
YTD
-0.38%
6M
-0.04%
1Y
4.88%
3Y*
4.26%
5Y*
0.09%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRCIX vs. LQD - Expense Ratio Comparison

PRCIX has a 0.44% expense ratio, which is higher than LQD's 0.15% expense ratio.


Return for Risk

PRCIX vs. LQD — Risk / Return Rank

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

PRCIX
PRCIX Risk / Return Rank: 8989
Overall Rank
PRCIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PRCIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRCIX Omega Ratio Rank: 8282
Omega Ratio Rank
PRCIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PRCIX Martin Ratio Rank: 8989
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 4646
Overall Rank
LQD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3939
Sortino Ratio Rank
LQD Omega Ratio Rank: 3737
Omega Ratio Rank
LQD Calmar Ratio Rank: 6464
Calmar Ratio Rank
LQD Martin Ratio Rank: 4747
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.

PRCIX vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Income Fund (PRCIX) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


PRCIXLQDDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.74

+1.06

Sortino ratio

Return per unit of downside risk

2.67

1.04

+1.62

Omega ratio

Gain probability vs. loss probability

1.33

1.14

+0.19

Calmar ratio

Return relative to maximum drawdown

2.96

1.50

+1.46

Martin ratio

Return relative to average drawdown

9.93

4.15

+5.78

PRCIX vs. LQD - Sharpe Ratio Comparison

The current PRCIX Sharpe Ratio is 1.80, which is higher than the LQD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PRCIX and LQD, 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


PRCIXLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.74

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.01

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.30

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.54

+0.25

Correlation

The correlation between PRCIX and LQD is 0.76, 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

PRCIX vs. LQD - Dividend Comparison

PRCIX's dividend yield for the trailing twelve months is around 8.24%, more than LQD's 4.52% yield.


TTM20252024202320222021202020192018201720162015
PRCIX
T. Rowe Price New Income Fund
8.24%7.79%4.48%4.37%1.80%2.65%3.33%2.88%3.03%2.66%2.56%2.55%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.52%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Drawdowns

PRCIX vs. LQD - Drawdown Comparison

The maximum PRCIX drawdown since its inception was -22.34%, smaller than the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for PRCIX and LQD.


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Drawdown Indicators


PRCIXLQDDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-24.95%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-3.38%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

-24.95%

+5.30%

Max Drawdown (10Y)

Largest decline over 10 years

-19.65%

-24.95%

+5.30%

Current Drawdown

Current decline from peak

-2.46%

-4.52%

+2.06%

Average Drawdown

Average peak-to-trough decline

-4.43%

-3.99%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.22%

-0.34%

Volatility

PRCIX vs. LQD - Volatility Comparison

The current volatility for T. Rowe Price New Income Fund (PRCIX) is 1.67%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 2.65%. This indicates that PRCIX experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRCIXLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

2.65%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

3.76%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

6.60%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

8.66%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

8.67%

-3.74%