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RPIEX vs. TUIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPIEX vs. TUIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dynamic Global Bond Fund (RPIEX) and Toews Unconstrained Income Fund (TUIFX). The values are adjusted to include any dividend payments, if applicable.

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RPIEX vs. TUIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPIEX
T. Rowe Price Dynamic Global Bond Fund
-1.77%7.23%5.38%-4.51%3.08%0.08%9.42%-0.39%0.89%-1.89%
TUIFX
Toews Unconstrained Income Fund
0.20%3.55%4.53%3.08%-4.36%-0.20%2.58%6.97%-2.82%2.10%

Returns By Period

In the year-to-date period, RPIEX achieves a -1.77% return, which is significantly lower than TUIFX's 0.20% return. Both investments have delivered pretty close results over the past 10 years, with RPIEX having a 1.98% annualized return and TUIFX not far ahead at 2.02%.


RPIEX

1D
-0.27%
1M
-2.66%
YTD
-1.77%
6M
-0.33%
1Y
3.67%
3Y*
1.71%
5Y*
1.24%
10Y*
1.98%

TUIFX

1D
-0.02%
1M
-0.56%
YTD
0.20%
6M
0.40%
1Y
3.55%
3Y*
3.62%
5Y*
1.48%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPIEX vs. TUIFX - Expense Ratio Comparison

RPIEX has a 0.71% expense ratio, which is lower than TUIFX's 1.25% expense ratio.


Return for Risk

RPIEX vs. TUIFX — Risk / Return Rank

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

RPIEX
RPIEX Risk / Return Rank: 5353
Overall Rank
RPIEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RPIEX Sortino Ratio Rank: 6363
Sortino Ratio Rank
RPIEX Omega Ratio Rank: 5555
Omega Ratio Rank
RPIEX Calmar Ratio Rank: 4747
Calmar Ratio Rank
RPIEX Martin Ratio Rank: 4242
Martin Ratio Rank

TUIFX
TUIFX Risk / Return Rank: 8989
Overall Rank
TUIFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 8383
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 8989
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.

RPIEX vs. TUIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Global Bond Fund (RPIEX) and Toews Unconstrained Income Fund (TUIFX). 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.


RPIEXTUIFXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.64

-0.59

Sortino ratio

Return per unit of downside risk

1.62

2.47

-0.86

Omega ratio

Gain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratio

Return relative to maximum drawdown

1.17

4.19

-3.01

Martin ratio

Return relative to average drawdown

4.32

9.95

-5.64

RPIEX vs. TUIFX - Sharpe Ratio Comparison

The current RPIEX Sharpe Ratio is 1.06, which is lower than the TUIFX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of RPIEX and TUIFX, 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


RPIEXTUIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.64

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.57

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.75

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.76

-0.26

Correlation

The correlation between RPIEX and TUIFX is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RPIEX vs. TUIFX - Dividend Comparison

RPIEX's dividend yield for the trailing twelve months is around 10.84%, more than TUIFX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
RPIEX
T. Rowe Price Dynamic Global Bond Fund
10.84%10.00%4.95%4.68%15.28%3.76%1.93%2.51%4.36%0.61%2.72%0.00%
TUIFX
Toews Unconstrained Income Fund
4.19%4.17%4.68%4.09%1.05%2.13%1.33%2.44%2.05%4.34%2.29%1.19%

Drawdowns

RPIEX vs. TUIFX - Drawdown Comparison

The maximum RPIEX drawdown since its inception was -9.59%, which is greater than TUIFX's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for RPIEX and TUIFX.


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Drawdown Indicators


RPIEXTUIFXDifference

Max Drawdown

Largest peak-to-trough decline

-9.59%

-7.37%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-0.87%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-9.59%

-7.37%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-9.59%

-7.37%

-2.22%

Current Drawdown

Current decline from peak

-3.34%

-0.67%

-2.67%

Average Drawdown

Average peak-to-trough decline

-2.59%

-2.10%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.37%

+0.54%

Volatility

RPIEX vs. TUIFX - Volatility Comparison

T. Rowe Price Dynamic Global Bond Fund (RPIEX) has a higher volatility of 2.13% compared to Toews Unconstrained Income Fund (TUIFX) at 0.47%. This indicates that RPIEX's price experiences larger fluctuations and is considered to be riskier than TUIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPIEXTUIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

0.47%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

1.25%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

2.17%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

2.62%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

2.70%

+1.44%