RPIBX vs. SWAGX

In the year-to-date period, RPIBX achieves a 7.90% return, which is significantly higher than SWAGX's 2.03% return.

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RPIBX has a 0.67% expense ratio, which is higher than SWAGX's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Bond Fund (RPIBX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.

The current RPIBX Sharpe Ratio is 1.04, which is comparable to the SWAGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RPIBX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RPIBX's dividend yield for the trailing twelve months is around 2.83%, less than SWAGX's 3.63% yield.

The maximum RPIBX drawdown since its inception was -33.40%, which is greater than SWAGX's maximum drawdown of -18.77%. Use the drawdown chart below to compare losses from any high point for RPIBX and SWAGX.

T. Rowe Price International Bond Fund (RPIBX) has a higher volatility of 2.57% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.43%. This indicates that RPIBX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.