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PRTIX vs. VO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRTIX and VO is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

PRTIX vs. VO - 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 Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRTIX:

0.89

VO:

0.63

Sortino Ratio

PRTIX:

1.41

VO:

1.02

Omega Ratio

PRTIX:

1.17

VO:

1.14

Calmar Ratio

PRTIX:

0.35

VO:

0.62

Martin Ratio

PRTIX:

2.20

VO:

2.24

Ulcer Index

PRTIX:

2.34%

VO:

5.23%

Daily Std Dev

PRTIX:

5.60%

VO:

18.23%

Max Drawdown

PRTIX:

-18.26%

VO:

-58.88%

Current Drawdown

PRTIX:

-9.78%

VO:

-4.63%

Returns By Period

The year-to-date returns for both investments are quite close, with PRTIX having a 2.27% return and VO slightly higher at 2.36%. Over the past 10 years, PRTIX has underperformed VO with an annualized return of 0.81%, while VO has yielded a comparatively higher 9.28% annualized return.


PRTIX

YTD

2.27%

1M

-0.48%

6M

2.54%

1Y

4.95%

5Y*

-1.84%

10Y*

0.81%

VO

YTD

2.36%

1M

9.04%

6M

-1.83%

1Y

11.49%

5Y*

14.67%

10Y*

9.28%

*Annualized

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PRTIX vs. VO - Expense Ratio Comparison

PRTIX has a 0.27% expense ratio, which is higher than VO's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

PRTIX vs. VO — Risk-Adjusted Performance Rank

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

PRTIX
The Risk-Adjusted Performance Rank of PRTIX is 6868
Overall Rank
The Sharpe Ratio Rank of PRTIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PRTIX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PRTIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of PRTIX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PRTIX is 6161
Martin Ratio Rank

VO
The Risk-Adjusted Performance Rank of VO is 6060
Overall Rank
The Sharpe Ratio Rank of VO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VO is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRTIX vs. VO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) and Vanguard Mid-Cap ETF (VO). 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 VO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PRTIX and VO, 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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Dividends

PRTIX vs. VO - Dividend Comparison

PRTIX's dividend yield for the trailing twelve months is around 3.84%, more than VO's 1.54% yield.


TTM20242023202220212020201920182017201620152014
PRTIX
T. Rowe Price U.S. Treasury Intermediate Index Fund
3.84%3.87%3.51%1.85%1.16%3.23%2.00%2.01%1.75%2.28%2.50%2.41%
VO
Vanguard Mid-Cap ETF
1.54%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%

Drawdowns

PRTIX vs. VO - Drawdown Comparison

The maximum PRTIX drawdown since its inception was -18.26%, smaller than the maximum VO drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for PRTIX and VO. For additional features, visit the drawdowns tool.


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Volatility

PRTIX vs. VO - Volatility Comparison

The current volatility for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) is 1.56%, while Vanguard Mid-Cap ETF (VO) has a volatility of 5.24%. This indicates that PRTIX experiences smaller price fluctuations and is considered to be less risky than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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