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RPIEX vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPIEX vs. VIG - Performance Comparison

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

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RPIEX vs. VIG - 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%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with RPIEX at -1.77% and VIG at -1.77%. Over the past 10 years, RPIEX has underperformed VIG with an annualized return of 1.98%, while VIG has yielded a comparatively higher 12.25% annualized return.


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%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPIEX vs. VIG - Expense Ratio Comparison

RPIEX has a 0.71% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

RPIEX vs. VIG — 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

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Global Bond Fund (RPIEX) and Vanguard Dividend Appreciation ETF (VIG). 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.


RPIEXVIGDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.83

+0.22

Sortino ratio

Return per unit of downside risk

1.62

1.28

+0.33

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.17

1.28

-0.11

Martin ratio

Return relative to average drawdown

4.32

5.73

-1.41

RPIEX vs. VIG - Sharpe Ratio Comparison

The current RPIEX Sharpe Ratio is 1.06, which is comparable to the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of RPIEX and VIG, 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


RPIEXVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.83

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.69

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.77

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.57

-0.07

Correlation

The correlation between RPIEX and VIG is -0.20. 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. VIG - Dividend Comparison

RPIEX's dividend yield for the trailing twelve months is around 10.84%, more than VIG's 1.61% 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%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

RPIEX vs. VIG - Drawdown Comparison

The maximum RPIEX drawdown since its inception was -9.59%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for RPIEX and VIG.


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Drawdown Indicators


RPIEXVIGDifference

Max Drawdown

Largest peak-to-trough decline

-9.59%

-46.81%

+37.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-10.83%

+7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-9.59%

-20.39%

+10.80%

Max Drawdown (10Y)

Largest decline over 10 years

-9.59%

-31.72%

+22.13%

Current Drawdown

Current decline from peak

-3.34%

-6.00%

+2.66%

Average Drawdown

Average peak-to-trough decline

-2.59%

-5.55%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.42%

-1.51%

Volatility

RPIEX vs. VIG - Volatility Comparison

The current volatility for T. Rowe Price Dynamic Global Bond Fund (RPIEX) is 2.13%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 4.07%. This indicates that RPIEX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPIEXVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

4.07%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

7.84%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

15.31%

-11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

14.26%

-9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

16.05%

-11.91%