PRSNX vs. VTILX
Compare and contrast key facts about T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and Vanguard Total International Bond II Index Fund (VTILX).
PRSNX is managed by T. Rowe Price. It was launched on Dec 14, 2008. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
PRSNX vs. VTILX - Performance Comparison
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PRSNX vs. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | -0.62% | 11.12% | 4.27% | 12.77% | -16.27% | 1.15% |
VTILX Vanguard Total International Bond II Index Fund | -0.76% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Returns By Period
In the year-to-date period, PRSNX achieves a -0.62% return, which is significantly higher than VTILX's -0.76% 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%
VTILX
- 1D
- 0.31%
- 1M
- -2.59%
- YTD
- -0.76%
- 6M
- -0.29%
- 1Y
- 2.36%
- 3Y*
- 3.71%
- 5Y*
- 0.13%
- 10Y*
- —
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PRSNX vs. VTILX - Expense Ratio Comparison
PRSNX has a 0.65% expense ratio, which is higher than VTILX's 0.07% expense ratio.
Return for Risk
PRSNX vs. VTILX — Risk / Return Rank
PRSNX
VTILX
PRSNX vs. VTILX - 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 II Index Fund (VTILX). 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 | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 0.79 | +1.78 |
Sortino ratioReturn per unit of downside risk | 4.18 | 1.10 | +3.08 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.14 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 0.92 | +2.77 |
Martin ratioReturn relative to average drawdown | 13.83 | 3.92 | +9.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRSNX | VTILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 0.79 | +1.78 |
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 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 0.04 | +1.37 |
Correlation
The correlation between PRSNX and VTILX is 0.71, 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
PRSNX vs. VTILX - Dividend Comparison
PRSNX's dividend yield for the trailing twelve months is around 8.98%, more than VTILX's 4.13% 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% |
VTILX Vanguard Total International Bond II Index Fund | 4.13% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRSNX vs. VTILX - Drawdown Comparison
The maximum PRSNX drawdown since its inception was -19.70%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for PRSNX and VTILX.
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Drawdown Indicators
| PRSNX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -15.85% | -3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -2.90% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -15.85% | -3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -19.70% | — | — |
Current DrawdownCurrent decline from peak | -2.18% | -2.59% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -6.05% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.68% | -0.09% |
Volatility
PRSNX vs. VTILX - Volatility Comparison
The current volatility for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) is 1.08%, while Vanguard Total International Bond II Index Fund (VTILX) has a volatility of 1.41%. This indicates that PRSNX experiences smaller price fluctuations and is considered to be less risky than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRSNX | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 1.41% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.09% | 2.02% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.42% | 3.04% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.27% | 4.39% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.11% | 4.37% | -0.26% |