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PRTIX vs. PRWBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRTIX vs. PRWBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) and T. Rowe Price Short-Term Bond Fund (PRWBX). The values are adjusted to include any dividend payments, if applicable.

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PRTIX vs. PRWBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRTIX
T. Rowe Price U.S. Treasury Intermediate Index Fund
-0.50%10.59%0.65%3.49%-12.61%-2.99%8.05%6.65%1.02%1.24%
PRWBX
T. Rowe Price Short-Term Bond Fund
0.10%9.13%5.08%5.54%-4.99%-0.23%4.56%4.33%1.38%1.33%

Returns By Period

In the year-to-date period, PRTIX achieves a -0.50% return, which is significantly lower than PRWBX's 0.10% return. Over the past 10 years, PRTIX has underperformed PRWBX with an annualized return of 1.10%, while PRWBX has yielded a comparatively higher 2.64% annualized return.


PRTIX

1D
0.40%
1M
-2.31%
YTD
-0.50%
6M
1.56%
1Y
6.65%
3Y*
3.59%
5Y*
0.09%
10Y*
1.10%

PRWBX

1D
0.22%
1M
-0.86%
YTD
0.10%
6M
2.49%
1Y
7.66%
3Y*
5.88%
5Y*
2.78%
10Y*
2.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRTIX vs. PRWBX - Expense Ratio Comparison

PRTIX has a 0.27% expense ratio, which is lower than PRWBX's 0.43% expense ratio.


Return for Risk

PRTIX vs. PRWBX — Risk / Return Rank

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

PRTIX
PRTIX Risk / Return Rank: 8484
Overall Rank
PRTIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PRTIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PRTIX Omega Ratio Rank: 7878
Omega Ratio Rank
PRTIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PRTIX Martin Ratio Rank: 8181
Martin Ratio Rank

PRWBX
PRWBX Risk / Return Rank: 9999
Overall Rank
PRWBX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRWBX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PRWBX Omega Ratio Rank: 9898
Omega Ratio Rank
PRWBX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PRWBX Martin Ratio Rank: 9999
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.

PRTIX vs. PRWBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) and T. Rowe Price Short-Term Bond Fund (PRWBX). 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.


PRTIXPRWBXDifference

Sharpe ratio

Return per unit of total volatility

1.61

3.20

-1.59

Sortino ratio

Return per unit of downside risk

2.42

5.99

-3.58

Omega ratio

Gain probability vs. loss probability

1.30

1.97

-0.67

Calmar ratio

Return relative to maximum drawdown

2.49

7.47

-4.99

Martin ratio

Return relative to average drawdown

8.00

25.23

-17.24

PRTIX vs. PRWBX - Sharpe Ratio Comparison

The current PRTIX Sharpe Ratio is 1.61, which is lower than the PRWBX Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of PRTIX and PRWBX, 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


PRTIXPRWBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

3.20

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

1.10

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

1.22

-1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.41

-0.53

Correlation

The correlation between PRTIX and PRWBX is 0.63, 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

PRTIX vs. PRWBX - Dividend Comparison

PRTIX's dividend yield for the trailing twelve months is around 6.49%, less than PRWBX's 7.41% yield.


TTM20252024202320222021202020192018201720162015
PRTIX
T. Rowe Price U.S. Treasury Intermediate Index Fund
6.49%6.44%3.87%3.99%1.17%0.76%2.80%2.08%1.86%1.60%2.25%2.48%
PRWBX
T. Rowe Price Short-Term Bond Fund
7.41%7.39%4.06%3.57%1.38%1.24%1.92%2.52%2.22%1.75%1.58%1.46%

Drawdowns

PRTIX vs. PRWBX - Drawdown Comparison

The maximum PRTIX drawdown since its inception was -18.93%, which is greater than PRWBX's maximum drawdown of -7.78%. Use the drawdown chart below to compare losses from any high point for PRTIX and PRWBX.


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Drawdown Indicators


PRTIXPRWBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-7.78%

-11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-1.07%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-7.29%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-18.93%

-7.29%

-11.64%

Current Drawdown

Current decline from peak

-3.73%

-0.86%

-2.87%

Average Drawdown

Average peak-to-trough decline

-2.94%

-0.96%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.32%

+0.58%

Volatility

PRTIX vs. PRWBX - Volatility Comparison

T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) has a higher volatility of 1.35% compared to T. Rowe Price Short-Term Bond Fund (PRWBX) at 0.74%. This indicates that PRTIX's price experiences larger fluctuations and is considered to be riskier than PRWBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRTIXPRWBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.74%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

1.64%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

2.58%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

2.55%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

2.18%

+2.95%