PRULX vs. PRWAX
Compare and contrast key facts about T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
PRULX is managed by T. Rowe Price. It was launched on Sep 28, 1989. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
PRULX vs. PRWAX - Performance Comparison
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PRULX vs. PRWAX - 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 | -0.49% | 8.43% | -6.61% | 2.91% | -30.45% | -5.22% | 18.34% | 22.58% | -1.86% | 8.23% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -12.37% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
Returns By Period
In the year-to-date period, PRULX achieves a -0.49% return, which is significantly higher than PRWAX's -12.37% return. Over the past 10 years, PRULX has underperformed PRWAX with an annualized return of -0.20%, while PRWAX has yielded a comparatively higher 16.95% 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%
PRWAX
- 1D
- -0.24%
- 1M
- -9.15%
- YTD
- -12.37%
- 6M
- -3.78%
- 1Y
- 16.34%
- 3Y*
- 18.79%
- 5Y*
- 10.36%
- 10Y*
- 16.95%
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PRULX vs. PRWAX - Expense Ratio Comparison
PRULX has a 0.29% expense ratio, which is lower than PRWAX's 0.76% expense ratio.
Return for Risk
PRULX vs. PRWAX — Risk / Return Rank
PRULX
PRWAX
PRULX vs. PRWAX - 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 T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.87 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.42 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.02 | -0.63 |
Martin ratioReturn relative to average drawdown | 0.95 | 3.79 | -2.84 |
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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.87 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.58 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.90 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.14 |
Correlation
The correlation between PRULX and PRWAX is -0.12. 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.
Dividends
PRULX vs. PRWAX - Dividend Comparison
PRULX's dividend yield for the trailing twelve months is around 6.90%, less than PRWAX's 19.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | 6.90% | 6.83% | 3.89% | 3.84% | 2.07% | 1.72% | 20.34% | 16.60% | 2.62% | 2.48% | 4.65% | 5.09% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 19.01% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
PRULX vs. PRWAX - Drawdown Comparison
The maximum PRULX drawdown since its inception was -47.40%, smaller than the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PRULX and PRWAX.
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Drawdown Indicators
| PRULX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.40% | -55.06% | +7.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -14.05% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -42.35% | -29.38% | -12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | -30.50% | -16.90% |
Current DrawdownCurrent decline from peak | -36.53% | -14.05% | -22.48% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -9.92% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.79% | -0.32% |
Volatility
PRULX vs. PRWAX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) is 3.57%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 4.90%. This indicates that PRULX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRULX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.90% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 12.45% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.82% | 19.42% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 17.88% | -3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 18.82% | -4.82% |