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PRGMX vs. VGIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRGMX vs. VGIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price GNMA Fund (PRGMX) and Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). The values are adjusted to include any dividend payments, if applicable.

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PRGMX vs. VGIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGMX
T. Rowe Price GNMA Fund
0.62%10.46%0.92%5.62%-11.45%-2.18%4.21%5.18%0.58%1.23%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
-2.20%13.05%6.31%10.48%-16.72%-2.41%5.83%14.03%-2.72%8.47%

Returns By Period

In the year-to-date period, PRGMX achieves a 0.62% return, which is significantly higher than VGIVX's -2.20% return. Over the past 10 years, PRGMX has underperformed VGIVX with an annualized return of 1.38%, while VGIVX has yielded a comparatively higher 3.50% annualized return.


PRGMX

1D
0.49%
1M
-2.15%
YTD
0.62%
6M
2.89%
1Y
8.10%
3Y*
4.70%
5Y*
0.69%
10Y*
1.38%

VGIVX

1D
0.04%
1M
-3.76%
YTD
-2.20%
6M
0.55%
1Y
8.13%
3Y*
8.28%
5Y*
2.22%
10Y*
3.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRGMX vs. VGIVX - Expense Ratio Comparison

PRGMX has a 0.58% expense ratio, which is higher than VGIVX's 0.18% expense ratio.


Return for Risk

PRGMX vs. VGIVX — Risk / Return Rank

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

PRGMX
PRGMX Risk / Return Rank: 8989
Overall Rank
PRGMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PRGMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRGMX Omega Ratio Rank: 8383
Omega Ratio Rank
PRGMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRGMX Martin Ratio Rank: 8787
Martin Ratio Rank

VGIVX
VGIVX Risk / Return Rank: 8888
Overall Rank
VGIVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGIVX Omega Ratio Rank: 8888
Omega Ratio Rank
VGIVX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VGIVX Martin Ratio Rank: 8585
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.

PRGMX vs. VGIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price GNMA Fund (PRGMX) and Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). 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.


PRGMXVGIVXDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.86

-0.06

Sortino ratio

Return per unit of downside risk

2.59

2.65

-0.07

Omega ratio

Gain probability vs. loss probability

1.33

1.38

-0.04

Calmar ratio

Return relative to maximum drawdown

3.15

2.13

+1.02

Martin ratio

Return relative to average drawdown

9.25

8.84

+0.40

PRGMX vs. VGIVX - Sharpe Ratio Comparison

The current PRGMX Sharpe Ratio is 1.80, which is comparable to the VGIVX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of PRGMX and VGIVX, 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


PRGMXVGIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.86

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.36

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.56

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.65

+0.29

Correlation

The correlation between PRGMX and VGIVX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRGMX vs. VGIVX - Dividend Comparison

PRGMX's dividend yield for the trailing twelve months is around 6.91%, more than VGIVX's 5.51% yield.


TTM20252024202320222021202020192018201720162015
PRGMX
T. Rowe Price GNMA Fund
6.91%6.52%3.54%3.54%1.38%0.59%1.44%2.39%2.78%2.98%2.88%3.12%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
5.51%5.95%6.58%5.53%5.32%3.53%4.21%4.62%4.62%4.67%4.76%4.55%

Drawdowns

PRGMX vs. VGIVX - Drawdown Comparison

The maximum PRGMX drawdown since its inception was -18.22%, smaller than the maximum VGIVX drawdown of -26.79%. Use the drawdown chart below to compare losses from any high point for PRGMX and VGIVX.


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Drawdown Indicators


PRGMXVGIVXDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-26.79%

+8.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-3.93%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-26.79%

+9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

-26.79%

+8.57%

Current Drawdown

Current decline from peak

-2.15%

-3.90%

+1.75%

Average Drawdown

Average peak-to-trough decline

-2.25%

-4.75%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.95%

+0.05%

Volatility

PRGMX vs. VGIVX - Volatility Comparison

The current volatility for T. Rowe Price GNMA Fund (PRGMX) is 1.75%, while Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) has a volatility of 1.87%. This indicates that PRGMX experiences smaller price fluctuations and is considered to be less risky than VGIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGMXVGIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

1.87%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

2.70%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

4.48%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

6.25%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

6.33%

-1.60%