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RPIBX vs. SWAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPIBX and SWAGX is 0.52, 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.


-0.50.00.51.00.5

Performance

RPIBX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Bond Fund (RPIBX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
-3.55%
-0.80%
RPIBX
SWAGX

Key characteristics

Sharpe Ratio

RPIBX:

0.11

SWAGX:

0.83

Sortino Ratio

RPIBX:

0.21

SWAGX:

1.23

Omega Ratio

RPIBX:

1.02

SWAGX:

1.15

Calmar Ratio

RPIBX:

0.03

SWAGX:

0.32

Martin Ratio

RPIBX:

0.18

SWAGX:

2.00

Ulcer Index

RPIBX:

4.03%

SWAGX:

2.17%

Daily Std Dev

RPIBX:

6.64%

SWAGX:

5.24%

Max Drawdown

RPIBX:

-33.77%

SWAGX:

-18.84%

Current Drawdown

RPIBX:

-24.23%

SWAGX:

-8.48%

Returns By Period

In the year-to-date period, RPIBX achieves a 1.77% return, which is significantly higher than SWAGX's 0.81% return.


RPIBX

YTD

1.77%

1M

1.47%

6M

-3.54%

1Y

0.46%

5Y*

-3.02%

10Y*

-0.47%

SWAGX

YTD

0.81%

1M

0.81%

6M

-0.80%

1Y

4.58%

5Y*

-0.71%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RPIBX vs. SWAGX - Expense Ratio Comparison

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


RPIBX
T. Rowe Price International Bond Fund
Expense ratio chart for RPIBX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for SWAGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

RPIBX vs. SWAGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RPIBX
The Risk-Adjusted Performance Rank of RPIBX is 88
Overall Rank
The Sharpe Ratio Rank of RPIBX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of RPIBX is 88
Sortino Ratio Rank
The Omega Ratio Rank of RPIBX is 77
Omega Ratio Rank
The Calmar Ratio Rank of RPIBX is 77
Calmar Ratio Rank
The Martin Ratio Rank of RPIBX is 88
Martin Ratio Rank

SWAGX
The Risk-Adjusted Performance Rank of SWAGX is 3434
Overall Rank
The Sharpe Ratio Rank of SWAGX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAGX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SWAGX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SWAGX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SWAGX is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RPIBX vs. SWAGX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for RPIBX, currently valued at 0.11, compared to the broader market-1.000.001.002.003.004.000.110.83
The chart of Sortino ratio for RPIBX, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.000.211.23
The chart of Omega ratio for RPIBX, currently valued at 1.02, compared to the broader market1.002.003.004.001.021.15
The chart of Calmar ratio for RPIBX, currently valued at 0.03, compared to the broader market0.005.0010.0015.0020.000.030.32
The chart of Martin ratio for RPIBX, currently valued at 0.18, compared to the broader market0.0020.0040.0060.0080.000.182.00
RPIBX
SWAGX

The current RPIBX Sharpe Ratio is 0.11, which is lower than the SWAGX Sharpe Ratio of 0.83. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.11
0.83
RPIBX
SWAGX

Dividends

RPIBX vs. SWAGX - Dividend Comparison

RPIBX's dividend yield for the trailing twelve months is around 2.93%, less than SWAGX's 3.92% yield.


TTM20242023202220212020201920182017201620152014
RPIBX
T. Rowe Price International Bond Fund
2.93%3.20%2.45%2.01%1.43%1.26%2.00%2.04%1.45%1.81%1.98%2.39%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.92%3.88%3.22%2.60%2.06%2.36%2.86%2.80%1.99%0.00%0.00%0.00%

Drawdowns

RPIBX vs. SWAGX - Drawdown Comparison

The maximum RPIBX drawdown since its inception was -33.77%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for RPIBX and SWAGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-24.23%
-8.48%
RPIBX
SWAGX

Volatility

RPIBX vs. SWAGX - Volatility Comparison

T. Rowe Price International Bond Fund (RPIBX) has a higher volatility of 1.82% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.34%. 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.


1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
1.82%
1.34%
RPIBX
SWAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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