PTKIX vs. PREIX
Compare and contrast key facts about T. Rowe Price Total Return Fund (PTKIX) and T. Rowe Price Equity Index 500 Fund (PREIX).
PTKIX is managed by T. Rowe Price. It was launched on Nov 15, 2016. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Performance
PTKIX vs. PREIX - Performance Comparison
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PTKIX vs. PREIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTKIX T. Rowe Price Total Return Fund | -0.65% | 7.50% | 2.46% | 4.95% | -16.52% | 0.59% | 8.40% | 11.86% | 0.17% | 4.97% |
PREIX T. Rowe Price Equity Index 500 Fund | -7.11% | 19.24% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 31.47% | -4.59% | 20.00% |
Returns By Period
In the year-to-date period, PTKIX achieves a -0.65% return, which is significantly higher than PREIX's -7.11% return.
PTKIX
- 1D
- 0.48%
- 1M
- -2.46%
- YTD
- -0.65%
- 6M
- 0.47%
- 1Y
- 3.89%
- 3Y*
- 3.51%
- 5Y*
- -0.30%
- 10Y*
- —
PREIX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.11%
- 6M
- -3.40%
- 1Y
- 15.76%
- 3Y*
- 17.48%
- 5Y*
- 11.51%
- 10Y*
- 13.66%
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PTKIX vs. PREIX - Expense Ratio Comparison
PTKIX has a 0.33% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Return for Risk
PTKIX vs. PREIX — Risk / Return Rank
PTKIX
PREIX
PTKIX vs. PREIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return Fund (PTKIX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.
| PTKIX | PREIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.91 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.40 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.16 | +0.36 |
Martin ratioReturn relative to average drawdown | 4.59 | 5.66 | -1.07 |
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
| PTKIX | PREIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.91 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.68 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.14 |
Correlation
The correlation between PTKIX and PREIX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PTKIX vs. PREIX - Dividend Comparison
PTKIX's dividend yield for the trailing twelve months is around 4.81%, more than PREIX's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTKIX T. Rowe Price Total Return Fund | 4.81% | 5.27% | 5.22% | 4.19% | 2.87% | 3.28% | 3.38% | 6.78% | 3.41% | 3.35% | 0.00% | 0.00% |
PREIX T. Rowe Price Equity Index 500 Fund | 3.97% | 3.66% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
Drawdowns
PTKIX vs. PREIX - Drawdown Comparison
The maximum PTKIX drawdown since its inception was -20.91%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for PTKIX and PREIX.
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Drawdown Indicators
| PTKIX | PREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -55.32% | +34.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -12.12% | +9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -20.91% | -24.60% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.81% | — |
Current DrawdownCurrent decline from peak | -5.23% | -8.93% | +3.70% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -8.76% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 2.49% | -1.52% |
Volatility
PTKIX vs. PREIX - Volatility Comparison
The current volatility for T. Rowe Price Total Return Fund (PTKIX) is 1.50%, while T. Rowe Price Equity Index 500 Fund (PREIX) has a volatility of 4.25%. This indicates that PTKIX experiences smaller price fluctuations and is considered to be less risky than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTKIX | PREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 4.25% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 9.03% | -6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 18.09% | -13.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.85% | 16.95% | -11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 18.06% | -12.98% |