PRTIX vs. ^TNX

In the year-to-date period, PRTIX achieves a 2.27% return, which is significantly higher than ^TNX's -1.62% return. Over the past 10 years, PRTIX has underperformed ^TNX with an annualized return of 0.81%, while ^TNX has yielded a comparatively higher 7.74% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) and Treasury Yield 10 Years (^TNX). 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.

The current PRTIX Sharpe Ratio is 0.89, which is higher than the ^TNX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of PRTIX and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum PRTIX drawdown since its inception was -18.26%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for PRTIX and ^TNX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) is 1.56%, while Treasury Yield 10 Years (^TNX) has a volatility of 6.38%. This indicates that PRTIX experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.