RPIEX vs. VIG

In the year-to-date period, RPIEX achieves a 1.60% return, which is significantly higher than VIG's -1.37% return. Over the past 10 years, RPIEX has underperformed VIG with an annualized return of -0.10%, while VIG has yielded a comparatively higher 11.20% annualized return.

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

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.

The current RPIEX Sharpe Ratio is 1.60, which is higher than the VIG Sharpe Ratio of 0.54. 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.

RPIEX's dividend yield for the trailing twelve months is around 4.72%, more than VIG's 1.85% yield.

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.