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RPLCX vs. DEEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RPLCX vs. DEEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) and Delaware Extended Duration Bond Fund (DEEIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RPLCX achieves a -3.01% return, which is significantly lower than DEEIX's -2.81% return. Over the past 10 years, RPLCX has outperformed DEEIX with an annualized return of 1.39%, while DEEIX has yielded a comparatively lower 1.16% annualized return.


RPLCX

1D
0.00%
1M
-3.49%
6M
-3.19%
YTD
-3.01%
1Y
0.08%
3Y*
2.38%
5Y*
-4.14%
10Y*
1.39%
ALL TIME*
3.23%

DEEIX

1D
0.23%
1M
-3.90%
6M
-3.16%
YTD
-2.81%
1Y
-0.44%
3Y*
2.11%
5Y*
-4.10%
10Y*
1.16%
ALL TIME*
5.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RPLCX vs. DEEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPLCX
T. Rowe Price Institutional Long Duration Credit Fund
-3.01%7.65%-1.84%9.05%-27.00%-0.19%16.73%23.72%-6.27%11.03%
DEEIX
Delaware Extended Duration Bond Fund
-2.81%6.26%-1.29%9.21%-26.47%-0.70%15.17%22.02%-7.69%12.61%

Correlation

The correlation between RPLCX and DEEIX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.95

The correlation between RPLCX and DEEIX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

RPLCX vs. DEEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RPLCX
RPLCX Risk / Return Rank: 66
Overall Rank
RPLCX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
RPLCX Sortino Ratio Rank: 66
Sortino Ratio Rank
RPLCX Omega Ratio Rank: 66
Omega Ratio Rank
RPLCX Calmar Ratio Rank: 77
Calmar Ratio Rank
RPLCX Martin Ratio Rank: 77
Martin Ratio Rank

DEEIX
DEEIX Risk / Return Rank: 55
Overall Rank
DEEIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DEEIX Sortino Ratio Rank: 55
Sortino Ratio Rank
DEEIX Omega Ratio Rank: 55
Omega Ratio Rank
DEEIX Calmar Ratio Rank: 66
Calmar Ratio Rank
DEEIX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RPLCX vs. DEEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) and Delaware Extended Duration Bond Fund (DEEIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RPLCXDEEIXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.03

1.02

+0.01

Calmar ratioReturn relative to maximum drawdown

0.22

0.15

+0.07

Martin ratioReturn relative to average drawdown

0.53

0.36

+0.18

RPLCX vs. DEEIX - Sharpe Ratio Comparison

The current RPLCX Sharpe Ratio is 0.15, which is higher than the DEEIX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of RPLCX and DEEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RPLCX vs. DEEIX - Drawdown Comparison

The maximum RPLCX drawdown since its inception was -35.21%, roughly equal to the maximum DEEIX drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for RPLCX and DEEIX.


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Drawdown Indicators


RPLCXDEEIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-34.48%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.21%

-5.40%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-10.43%

-9.91%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.21%

-34.48%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-34.48%

-0.73%

Current Drawdown

Current decline from peak

-19.99%

-19.79%

-0.20%

Average Drawdown

Average peak-to-trough decline

-10.22%

-6.51%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.23%

-0.05%

Volatility

RPLCX vs. DEEIX - Volatility Comparison

T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) and Delaware Extended Duration Bond Fund (DEEIX) have volatilities of 1.96% and 1.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPLCXDEEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.96%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

5.55%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

7.73%

7.31%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

11.58%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

10.59%

-0.01%

RPLCX vs. DEEIX - Expense Ratio Comparison

RPLCX has a 0.45% expense ratio, which is lower than DEEIX's 0.57% expense ratio.


Dividends

RPLCX vs. DEEIX - Dividend Comparison

RPLCX's dividend yield for the trailing twelve months is around 4.65%, less than DEEIX's 4.94% yield.


PositionTTM20252024202320222021202020192018201720162015
DEEIX
Delaware Extended Duration Bond Fund
4.94%5.05%4.90%3.95%4.35%7.87%10.28%4.79%4.56%3.74%3.75%4.62%
RPLCX
T. Rowe Price Institutional Long Duration Credit Fund
4.65%5.32%5.17%4.15%3.54%6.09%7.16%13.58%4.33%4.07%3.79%4.70%

Frequently Asked Questions


With a correlation of 0.94, RPLCX and DEEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DEEIX has higher volatility (1.96%) compared to RPLCX (1.96%). In terms of maximum drawdown, RPLCX dropped -35.21% vs DEEIX's -34.48%.

RPLCX currently has the higher Sharpe Ratio (0.15 vs 0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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