PRULX vs. PDMIX
Compare and contrast key facts about T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and PIMCO GNMA and Government Securities Fund (PDMIX).
PRULX is managed by T. Rowe Price. It was launched on Sep 28, 1989. PDMIX is managed by PIMCO. It was launched on Jul 30, 1997.
Performance
PRULX vs. PDMIX - Performance Comparison
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PRULX vs. PDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | -0.63% | 8.43% | -6.61% | 2.91% | -30.45% | -5.22% | 18.34% | 22.58% | -1.86% | 8.23% |
PDMIX PIMCO GNMA and Government Securities Fund | 0.60% | 8.43% | 1.59% | 6.03% | -13.96% | -0.65% | 5.78% | 6.57% | 0.83% | 2.06% |
Returns By Period
In the year-to-date period, PRULX achieves a -0.63% return, which is significantly lower than PDMIX's 0.60% return. Over the past 10 years, PRULX has underperformed PDMIX with an annualized return of -0.21%, while PDMIX has yielded a comparatively higher 1.55% annualized return.
PRULX
- 1D
- -0.14%
- 1M
- -3.54%
- YTD
- -0.63%
- 6M
- 0.07%
- 1Y
- 2.27%
- 3Y*
- -0.96%
- 5Y*
- -4.91%
- 10Y*
- -0.21%
PDMIX
- 1D
- 0.42%
- 1M
- -1.55%
- YTD
- 0.60%
- 6M
- 1.74%
- 1Y
- 4.92%
- 3Y*
- 4.41%
- 5Y*
- 0.18%
- 10Y*
- 1.55%
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PRULX vs. PDMIX - Expense Ratio Comparison
PRULX has a 0.29% expense ratio, which is lower than PDMIX's 0.50% expense ratio.
Return for Risk
PRULX vs. PDMIX — Risk / Return Rank
PRULX
PDMIX
PRULX vs. PDMIX - 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 PIMCO GNMA and Government Securities Fund (PDMIX). 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.
| PRULX | PDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 1.07 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.45 | 1.54 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.20 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.00 | -1.65 |
Martin ratioReturn relative to average drawdown | 0.86 | 5.63 | -4.76 |
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
| PRULX | PDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 1.07 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.03 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.31 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.04 | -0.58 |
Correlation
The correlation between PRULX and PDMIX is 0.72, 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
PRULX vs. PDMIX - Dividend Comparison
PRULX's dividend yield for the trailing twelve months is around 6.91%, more than PDMIX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | 6.91% | 6.83% | 3.89% | 3.84% | 2.07% | 1.72% | 20.34% | 16.60% | 2.62% | 2.48% | 4.65% | 5.09% |
PDMIX PIMCO GNMA and Government Securities Fund | 3.93% | 4.29% | 4.66% | 3.76% | 3.84% | 2.03% | 2.40% | 3.41% | 3.10% | 2.96% | 2.93% | 2.14% |
Drawdowns
PRULX vs. PDMIX - Drawdown Comparison
The maximum PRULX drawdown since its inception was -47.40%, which is greater than PDMIX's maximum drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for PRULX and PDMIX.
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Drawdown Indicators
| PRULX | PDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.40% | -18.64% | -28.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -3.25% | -5.21% |
Max Drawdown (5Y)Largest decline over 5 years | -42.35% | -18.59% | -23.76% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | -18.64% | -28.76% |
Current DrawdownCurrent decline from peak | -36.62% | -1.96% | -34.66% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -1.75% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 1.16% | +2.32% |
Volatility
PRULX vs. PDMIX - Volatility Comparison
T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) has a higher volatility of 3.49% compared to PIMCO GNMA and Government Securities Fund (PDMIX) at 1.92%. This indicates that PRULX's price experiences larger fluctuations and is considered to be riskier than PDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRULX | PDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 1.92% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 2.85% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 5.06% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 6.60% | +8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 5.02% | +8.98% |