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PRULX vs. MDSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRULX vs. MDSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and Integrity Short Term Government Fund (MDSIX). The values are adjusted to include any dividend payments, if applicable.

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PRULX vs. MDSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRULX
T. Rowe Price U.S. Treasury Long Term Index Fund
-0.49%8.43%-6.61%2.91%-30.45%-5.22%18.34%22.58%-1.86%8.23%
MDSIX
Integrity Short Term Government Fund
0.36%6.91%6.90%4.30%-7.23%-1.14%2.76%3.54%2.21%1.19%

Returns By Period

In the year-to-date period, PRULX achieves a -0.49% return, which is significantly lower than MDSIX's 0.36% return. Over the past 10 years, PRULX has underperformed MDSIX with an annualized return of -0.20%, while MDSIX has yielded a comparatively higher 1.87% annualized return.


PRULX

1D
1.29%
1M
-4.32%
YTD
-0.49%
6M
0.35%
1Y
3.11%
3Y*
-0.91%
5Y*
-4.64%
10Y*
-0.20%

MDSIX

1D
0.34%
1M
-0.89%
YTD
0.36%
6M
1.92%
1Y
5.21%
3Y*
5.51%
5Y*
1.95%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRULX vs. MDSIX - Expense Ratio Comparison

PRULX has a 0.29% expense ratio, which is lower than MDSIX's 0.55% expense ratio.


Return for Risk

PRULX vs. MDSIX — Risk / Return Rank

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

PRULX
PRULX Risk / Return Rank: 1414
Overall Rank
PRULX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PRULX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRULX Omega Ratio Rank: 1313
Omega Ratio Rank
PRULX Calmar Ratio Rank: 1414
Calmar Ratio Rank
PRULX Martin Ratio Rank: 1212
Martin Ratio Rank

MDSIX
MDSIX Risk / Return Rank: 9696
Overall Rank
MDSIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MDSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
MDSIX Omega Ratio Rank: 9494
Omega Ratio Rank
MDSIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MDSIX Martin Ratio Rank: 9797
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.

PRULX vs. MDSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and Integrity Short Term Government Fund (MDSIX). 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.


PRULXMDSIXDifference

Sharpe ratio

Return per unit of total volatility

0.41

2.34

-1.93

Sortino ratio

Return per unit of downside risk

0.62

3.77

-3.16

Omega ratio

Gain probability vs. loss probability

1.08

1.48

-0.40

Calmar ratio

Return relative to maximum drawdown

0.39

4.35

-3.96

Martin ratio

Return relative to average drawdown

0.95

17.55

-16.60

PRULX vs. MDSIX - Sharpe Ratio Comparison

The current PRULX Sharpe Ratio is 0.41, which is lower than the MDSIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of PRULX and MDSIX, 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


PRULXMDSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

2.34

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.59

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.60

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.59

-0.13

Correlation

The correlation between PRULX and MDSIX is 0.55, 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

PRULX vs. MDSIX - Dividend Comparison

PRULX's dividend yield for the trailing twelve months is around 6.90%, more than MDSIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
PRULX
T. Rowe Price U.S. Treasury Long Term Index Fund
6.90%6.83%3.89%3.84%2.07%1.72%20.34%16.60%2.62%2.48%4.65%5.09%
MDSIX
Integrity Short Term Government Fund
3.13%2.54%3.91%1.51%0.93%1.90%4.41%3.50%3.70%3.01%2.50%2.44%

Drawdowns

PRULX vs. MDSIX - Drawdown Comparison

The maximum PRULX drawdown since its inception was -47.40%, which is greater than MDSIX's maximum drawdown of -11.28%. Use the drawdown chart below to compare losses from any high point for PRULX and MDSIX.


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Drawdown Indicators


PRULXMDSIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.40%

-11.28%

-36.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.46%

-1.22%

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-42.35%

-11.11%

-31.24%

Max Drawdown (10Y)

Largest decline over 10 years

-47.40%

-11.28%

-36.12%

Current Drawdown

Current decline from peak

-36.53%

-0.89%

-35.64%

Average Drawdown

Average peak-to-trough decline

-9.24%

-1.26%

-7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

0.30%

+3.17%

Volatility

PRULX vs. MDSIX - Volatility Comparison

T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) has a higher volatility of 3.57% compared to Integrity Short Term Government Fund (MDSIX) at 0.90%. This indicates that PRULX's price experiences larger fluctuations and is considered to be riskier than MDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRULXMDSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

0.90%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

1.52%

+4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

10.82%

2.30%

+8.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

3.30%

+11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.00%

3.13%

+10.87%