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RPIBX vs. VTIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPIBX vs. VTIBX - 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 International Bond Index Fund (VTIBX). The values are adjusted to include any dividend payments, if applicable.

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RPIBX vs. VTIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPIBX
T. Rowe Price International Bond Fund
-2.76%13.03%-5.11%7.35%-20.72%-7.18%11.51%6.67%-2.93%11.16%
VTIBX
Vanguard Total International Bond Index Fund
-0.51%2.98%3.84%8.86%-12.97%-2.27%4.56%7.76%3.00%2.31%

Returns By Period

In the year-to-date period, RPIBX achieves a -2.76% return, which is significantly lower than VTIBX's -0.51% return. Over the past 10 years, RPIBX has underperformed VTIBX with an annualized return of -0.05%, while VTIBX has yielded a comparatively higher 1.67% annualized return.


RPIBX

1D
-0.29%
1M
-4.90%
YTD
-2.76%
6M
-2.04%
1Y
6.57%
3Y*
2.84%
5Y*
-2.73%
10Y*
-0.05%

VTIBX

1D
0.31%
1M
-1.94%
YTD
-0.51%
6M
-0.04%
1Y
2.36%
3Y*
3.77%
5Y*
0.12%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPIBX vs. VTIBX - Expense Ratio Comparison

RPIBX has a 0.67% expense ratio, which is higher than VTIBX's 0.13% expense ratio.


Return for Risk

RPIBX vs. VTIBX — Risk / Return Rank

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

RPIBX
RPIBX Risk / Return Rank: 5353
Overall Rank
RPIBX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RPIBX Sortino Ratio Rank: 5656
Sortino Ratio Rank
RPIBX Omega Ratio Rank: 3939
Omega Ratio Rank
RPIBX Calmar Ratio Rank: 6464
Calmar Ratio Rank
RPIBX Martin Ratio Rank: 5252
Martin Ratio Rank

VTIBX
VTIBX Risk / Return Rank: 3232
Overall Rank
VTIBX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VTIBX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VTIBX Omega Ratio Rank: 2727
Omega Ratio Rank
VTIBX Calmar Ratio Rank: 2929
Calmar Ratio Rank
VTIBX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RPIBX vs. VTIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Bond Fund (RPIBX) and Vanguard Total International Bond Index Fund (VTIBX). 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.


RPIBXVTIBXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.86

+0.11

Sortino ratio

Return per unit of downside risk

1.49

1.20

+0.30

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.47

0.91

+0.55

Martin ratio

Return relative to average drawdown

5.15

3.79

+1.37

RPIBX vs. VTIBX - Sharpe Ratio Comparison

The current RPIBX Sharpe Ratio is 0.98, which is comparable to the VTIBX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of RPIBX and VTIBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RPIBXVTIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.86

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.03

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.46

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.69

-0.17

Correlation

The correlation between RPIBX and VTIBX is 0.42, 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

RPIBX vs. VTIBX - Dividend Comparison

RPIBX's dividend yield for the trailing twelve months is around 6.17%, more than VTIBX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
RPIBX
T. Rowe Price International Bond Fund
6.17%5.95%3.19%2.68%1.37%1.90%1.27%1.99%2.05%1.89%1.81%1.98%
VTIBX
Vanguard Total International Bond Index Fund
4.18%4.33%4.31%4.37%1.41%3.68%1.06%3.36%2.98%2.21%1.76%1.61%

Drawdowns

RPIBX vs. VTIBX - Drawdown Comparison

The maximum RPIBX drawdown since its inception was -33.80%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for RPIBX and VTIBX.


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Drawdown Indicators


RPIBXVTIBXDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-16.15%

-17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

-2.95%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.09%

-15.81%

-16.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-16.15%

-17.65%

Current Drawdown

Current decline from peak

-18.11%

-2.34%

-15.77%

Average Drawdown

Average peak-to-trough decline

-6.96%

-3.09%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

0.71%

+0.71%

Volatility

RPIBX vs. VTIBX - Volatility Comparison

T. Rowe Price International Bond Fund (RPIBX) has a higher volatility of 2.40% compared to Vanguard Total International Bond Index Fund (VTIBX) at 1.43%. This indicates that RPIBX's price experiences larger fluctuations and is considered to be riskier than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPIBXVTIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

1.43%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

2.09%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.92%

3.12%

+3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

4.43%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

3.62%

+3.61%