PRSNX vs. VTIBX
Compare and contrast key facts about T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and Vanguard Total International Bond Index Fund (VTIBX).
PRSNX is managed by T. Rowe Price. It was launched on Dec 14, 2008. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
PRSNX vs. VTIBX - Performance Comparison
Loading graphics...
PRSNX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | -0.62% | 11.12% | 4.27% | 12.77% | -16.27% | 0.40% | 8.16% | 11.94% | 0.45% | 6.47% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Returns By Period
In the year-to-date period, PRSNX achieves a -0.62% return, which is significantly higher than VTIBX's -0.82% return. Over the past 10 years, PRSNX has outperformed VTIBX with an annualized return of 3.88%, while VTIBX has yielded a comparatively lower 1.64% annualized return.
PRSNX
- 1D
- 0.00%
- 1M
- -2.18%
- YTD
- -0.62%
- 6M
- 1.97%
- 1Y
- 8.06%
- 3Y*
- 7.81%
- 5Y*
- 1.95%
- 10Y*
- 3.88%
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRSNX vs. VTIBX - Expense Ratio Comparison
PRSNX has a 0.65% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
PRSNX vs. VTIBX — Risk / Return Rank
PRSNX
VTIBX
PRSNX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and Vanguard Total International Bond Index Fund (VTIBX). 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.
| PRSNX | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 0.77 | +1.80 |
Sortino ratioReturn per unit of downside risk | 4.18 | 1.06 | +3.12 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.14 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 0.87 | +2.82 |
Martin ratioReturn relative to average drawdown | 13.83 | 3.71 | +10.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRSNX | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 0.77 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.03 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.45 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 0.68 | +0.73 |
Correlation
The correlation between PRSNX and VTIBX is 0.56, 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
PRSNX vs. VTIBX - Dividend Comparison
PRSNX's dividend yield for the trailing twelve months is around 8.98%, more than VTIBX's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | 8.98% | 9.51% | 5.09% | 5.08% | 3.30% | 3.95% | 3.68% | 6.33% | 4.89% | 3.59% | 3.44% | 3.60% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
PRSNX vs. VTIBX - Drawdown Comparison
The maximum PRSNX drawdown since its inception was -19.70%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for PRSNX and VTIBX.
Loading graphics...
Drawdown Indicators
| PRSNX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -16.15% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -2.95% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -15.81% | -3.89% |
Max Drawdown (10Y)Largest decline over 10 years | -19.70% | -16.15% | -3.55% |
Current DrawdownCurrent decline from peak | -2.18% | -2.65% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -3.09% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.70% | -0.11% |
Volatility
PRSNX vs. VTIBX - Volatility Comparison
The current volatility for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) is 1.08%, while Vanguard Total International Bond Index Fund (VTIBX) has a volatility of 1.40%. This indicates that PRSNX experiences smaller price fluctuations and is considered to be less risky than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRSNX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 1.40% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.09% | 2.08% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.42% | 3.11% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.27% | 4.42% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.11% | 3.62% | +0.49% |