PRULX vs. VSBIX
Compare and contrast key facts about T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX).
PRULX is managed by T. Rowe Price. It was launched on Sep 28, 1989. VSBIX is managed by Vanguard. It was launched on Aug 23, 2010.
Performance
PRULX vs. VSBIX - Performance Comparison
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PRULX vs. VSBIX - 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% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 0.28% | 5.11% | 4.37% | 4.28% | -3.87% | -0.67% | 3.11% | 3.53% | 1.52% | 0.40% |
Returns By Period
In the year-to-date period, PRULX achieves a -0.63% return, which is significantly lower than VSBIX's 0.28% return. Over the past 10 years, PRULX has underperformed VSBIX with an annualized return of -0.21%, while VSBIX has yielded a comparatively higher 1.76% 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%
VSBIX
- 1D
- 0.04%
- 1M
- -0.33%
- YTD
- 0.28%
- 6M
- 1.24%
- 1Y
- 3.69%
- 3Y*
- 4.12%
- 5Y*
- 1.86%
- 10Y*
- 1.76%
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PRULX vs. VSBIX - Expense Ratio Comparison
PRULX has a 0.29% expense ratio, which is higher than VSBIX's 0.05% expense ratio.
Return for Risk
PRULX vs. VSBIX — Risk / Return Rank
PRULX
VSBIX
PRULX vs. VSBIX - 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 Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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 | VSBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 2.65 | -2.36 |
Sortino ratioReturn per unit of downside risk | 0.45 | 4.33 | -3.88 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.58 | -0.52 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 4.70 | -4.35 |
Martin ratioReturn relative to average drawdown | 0.86 | 18.02 | -17.16 |
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 | VSBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.65 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.96 | -1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 1.16 | -1.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.09 | -0.63 |
Correlation
The correlation between PRULX and VSBIX is 0.60, 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. VSBIX - Dividend Comparison
PRULX's dividend yield for the trailing twelve months is around 6.91%, more than VSBIX's 3.59% 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% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 3.59% | 3.99% | 4.52% | 3.31% | 1.14% | 0.65% | 1.74% | 2.28% | 1.81% | 1.11% | 0.80% | 0.74% |
Drawdowns
PRULX vs. VSBIX - Drawdown Comparison
The maximum PRULX drawdown since its inception was -47.40%, which is greater than VSBIX's maximum drawdown of -5.74%. Use the drawdown chart below to compare losses from any high point for PRULX and VSBIX.
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Drawdown Indicators
| PRULX | VSBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.40% | -5.74% | -41.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -0.81% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -42.35% | -5.74% | -36.61% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | -5.74% | -41.66% |
Current DrawdownCurrent decline from peak | -36.62% | -0.44% | -36.18% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -0.59% | -8.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 0.21% | +3.27% |
Volatility
PRULX vs. VSBIX - Volatility Comparison
T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) has a higher volatility of 3.49% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.51%. This indicates that PRULX's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRULX | VSBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 0.51% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 0.82% | +5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 1.42% | +9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 1.94% | +12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 1.53% | +12.47% |