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RPIEX vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPIEX and VIG is -0.21. 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.


-0.50.00.51.0-0.2

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.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-1.21%
196.36%
RPIEX
VIG

Key characteristics

Sharpe Ratio

RPIEX:

1.61

VIG:

1.79

Sortino Ratio

RPIEX:

2.42

VIG:

2.52

Omega Ratio

RPIEX:

1.30

VIG:

1.33

Calmar Ratio

RPIEX:

0.29

VIG:

3.61

Martin Ratio

RPIEX:

10.03

VIG:

11.02

Ulcer Index

RPIEX:

0.57%

VIG:

1.67%

Daily Std Dev

RPIEX:

3.56%

VIG:

10.25%

Max Drawdown

RPIEX:

-19.85%

VIG:

-46.81%

Current Drawdown

RPIEX:

-14.93%

VIG:

-2.77%

Returns By Period

In the year-to-date period, RPIEX achieves a 4.93% return, which is significantly lower than VIG's 18.35% return.


RPIEX

YTD

4.93%

1M

0.77%

6M

3.03%

1Y

5.06%

5Y*

-0.08%

10Y*

N/A

VIG

YTD

18.35%

1M

-2.56%

6M

9.33%

1Y

18.36%

5Y*

11.74%

10Y*

11.38%

Compare stocks, funds, or ETFs

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


RPIEX vs. VIG - Expense Ratio Comparison

RPIEX has a 0.71% expense ratio, which is higher than VIG's 0.06% expense ratio.


RPIEX
T. Rowe Price Dynamic Global Bond Fund
Expense ratio chart for RPIEX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

RPIEX vs. VIG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for RPIEX, currently valued at 1.61, compared to the broader market-1.000.001.002.003.001.611.79
The chart of Sortino ratio for RPIEX, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.002.422.52
The chart of Omega ratio for RPIEX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.33
The chart of Calmar ratio for RPIEX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.000.293.61
The chart of Martin ratio for RPIEX, currently valued at 10.03, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.0311.02
RPIEX
VIG

The current RPIEX Sharpe Ratio is 1.61, which is comparable to the VIG Sharpe Ratio of 1.79. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.61
1.79
RPIEX
VIG

Dividends

RPIEX vs. VIG - Dividend Comparison

RPIEX's dividend yield for the trailing twelve months is around 4.13%, more than VIG's 1.71% yield.


TTM20232022202120202019201820172016201520142013
RPIEX
T. Rowe Price Dynamic Global Bond Fund
4.13%4.16%3.08%2.45%1.93%2.65%2.56%0.77%0.98%1.06%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.71%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

RPIEX vs. VIG - Drawdown Comparison

The maximum RPIEX drawdown since its inception was -19.85%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.93%
-2.77%
RPIEX
VIG

Volatility

RPIEX vs. VIG - Volatility Comparison

The current volatility for T. Rowe Price Dynamic Global Bond Fund (RPIEX) is 0.76%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.43%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.76%
3.43%
RPIEX
VIG
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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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