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

Correlation

The correlation between RPIBX and VBTLX is 0.39, 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.


-0.50.00.51.00.4

Performance

RPIBX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Bond Fund (RPIBX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
-4.08%
-0.80%
RPIBX
VBTLX

Key characteristics

Sharpe Ratio

RPIBX:

0.18

VBTLX:

0.93

Sortino Ratio

RPIBX:

0.31

VBTLX:

1.38

Omega Ratio

RPIBX:

1.04

VBTLX:

1.17

Calmar Ratio

RPIBX:

0.04

VBTLX:

0.35

Martin Ratio

RPIBX:

0.29

VBTLX:

2.35

Ulcer Index

RPIBX:

3.98%

VBTLX:

2.07%

Daily Std Dev

RPIBX:

6.62%

VBTLX:

5.22%

Max Drawdown

RPIBX:

-33.77%

VBTLX:

-19.05%

Current Drawdown

RPIBX:

-24.34%

VBTLX:

-8.39%

Returns By Period

In the year-to-date period, RPIBX achieves a 1.62% return, which is significantly higher than VBTLX's 1.07% return. Over the past 10 years, RPIBX has underperformed VBTLX with an annualized return of -0.49%, while VBTLX has yielded a comparatively higher 1.35% annualized return.


RPIBX

YTD

1.62%

1M

2.53%

6M

-3.68%

1Y

0.59%

5Y*

-3.03%

10Y*

-0.49%

VBTLX

YTD

1.07%

1M

1.17%

6M

-0.50%

1Y

4.53%

5Y*

-0.58%

10Y*

1.35%

*Annualized

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RPIBX vs. VBTLX - Expense Ratio Comparison

RPIBX has a 0.67% expense ratio, which is higher than VBTLX's 0.05% 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 VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

RPIBX vs. VBTLX — 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 77
Overall Rank
The Sharpe Ratio Rank of RPIBX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of RPIBX is 77
Sortino Ratio Rank
The Omega Ratio Rank of RPIBX is 66
Omega Ratio Rank
The Calmar Ratio Rank of RPIBX is 66
Calmar Ratio Rank
The Martin Ratio Rank of RPIBX is 66
Martin Ratio Rank

VBTLX
The Risk-Adjusted Performance Rank of VBTLX is 3434
Overall Rank
The Sharpe Ratio Rank of VBTLX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX 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. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Bond Fund (RPIBX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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 0.18, compared to the broader market-1.000.001.002.003.004.005.000.180.93
The chart of Sortino ratio for RPIBX, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.000.311.38
The chart of Omega ratio for RPIBX, currently valued at 1.04, compared to the broader market1.002.003.004.001.041.17
The chart of Calmar ratio for RPIBX, currently valued at 0.04, compared to the broader market0.005.0010.0015.0020.000.040.35
The chart of Martin ratio for RPIBX, currently valued at 0.29, compared to the broader market0.0020.0040.0060.0080.000.292.35
RPIBX
VBTLX

The current RPIBX Sharpe Ratio is 0.18, which is lower than the VBTLX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of RPIBX and VBTLX, 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
0.18
0.93
RPIBX
VBTLX

Dividends

RPIBX vs. VBTLX - Dividend Comparison

RPIBX's dividend yield for the trailing twelve months is around 2.93%, less than VBTLX's 3.70% 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%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.70%3.69%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%

Drawdowns

RPIBX vs. VBTLX - Drawdown Comparison

The maximum RPIBX drawdown since its inception was -33.77%, which is greater than VBTLX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for RPIBX and VBTLX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-24.34%
-8.39%
RPIBX
VBTLX

Volatility

RPIBX vs. VBTLX - Volatility Comparison

T. Rowe Price International Bond Fund (RPIBX) has a higher volatility of 2.00% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.31%. This indicates that RPIBX's price experiences larger fluctuations and is considered to be riskier than VBTLX 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
2.00%
1.31%
RPIBX
VBTLX
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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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