SGINX vs. PRULX

Last updated Jun 5, 2026

SGINX (DWS GNMA Fund) and PRULX (T. Rowe Price U.S. Treasury Long Term Index Fund) are both Government Bonds funds. Over the past 10 years, SGINX returned 1.05%/yr vs -0.43%/yr for PRULX. A 0.70 correlation means they provide meaningful diversification when combined. SGINX charges 0.58%/yr vs 0.29%/yr for PRULX.

Performance

SGINX vs. PRULX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS GNMA Fund (SGINX) and T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGINX achieves a 0.21% return, which is significantly higher than PRULX's -0.76% return. Over the past 10 years, SGINX has outperformed PRULX with an annualized return of 1.05%, while PRULX has yielded a comparatively lower -0.43% annualized return.

SGINX

• 1D: 0.00%
• 1M: -0.05%
• YTD: 0.21%
• 6M: 0.48%
• 1Y: 5.88%
• 3Y*: 3.86%
• 5Y*: -0.07%
• 10Y*: 1.05%

PRULX

• 1D: 0.14%
• 1M: -0.36%
• YTD: -0.76%
• 6M: -0.36%
• 1Y: 4.91%
• 3Y*: -0.15%
• 5Y*: -5.43%
• 10Y*: -0.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGINX vs. PRULX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGINX DWS GNMA Fund	0.21%	7.88%	0.59%	4.93%	-11.82%	-1.12%	3.29%	6.65%	0.42%	1.52%
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund	-0.76%	6.69%	-5.71%	2.90%	-30.45%	-5.22%	18.34%	22.58%	-1.86%	8.23%

Correlation

The correlation between SGINX and PRULX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.70

The correlation between SGINX and PRULX shifts across timeframes, from 0.68 (1 year) to 0.83 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

SGINX vs. PRULX — Risk / Return Rank

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

SGINX

SGINX Risk / Return Rank: 34
SGINX Sharpe Ratio Rank: 36
SGINX Sortino Ratio Rank: 38
SGINX Omega Ratio Rank: 37
SGINX Calmar Ratio Rank: 31
SGINX Martin Ratio Rank: 29

PRULX

PRULX Risk / Return Rank: 7
PRULX Sharpe Ratio Rank: 7
PRULX Sortino Ratio Rank: 7
PRULX Omega Ratio Rank: 7
PRULX Calmar Ratio Rank: 8
PRULX Martin Ratio Rank: 7

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.

SGINX vs. PRULX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS GNMA Fund (SGINX) and T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX). 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.

	SGINX	PRULX	Difference
Sharpe ratio: Return per unit of total volatility	1.68	0.55	+1.13
Sortino ratio: Return per unit of downside risk	2.49	0.84	+1.65
Omega ratio: Gain probability vs. loss probability	1.31	1.10	+0.21
Calmar ratio: Return relative to maximum drawdown	2.01	0.69	+1.32
Martin ratio: Return relative to average drawdown	6.58	1.83	+4.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGINX vs. PRULX - Sharpe Ratio Comparison

The current SGINX Sharpe Ratio is 1.68, which is higher than the PRULX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SGINX and PRULX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SGINX	PRULX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	0.55	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	-0.37	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	-0.03	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.45	+0.31

Drawdowns

SGINX vs. PRULX - Drawdown Comparison

The maximum SGINX drawdown since its inception was -17.37%, smaller than the maximum PRULX drawdown of -47.40%. Use the drawdown chart below to compare losses from any high point for SGINX and PRULX.

Drawdown Indicators

	SGINX	PRULX	Difference
Max Drawdown Largest peak-to-trough decline	-17.37%	-47.40%	+30.03%
Max Drawdown (1Y) Largest decline over 1 year	-3.23%	-7.35%	+4.12%
Max Drawdown (3Y) Largest decline over 3 years	-7.51%	-17.64%	+10.13%
Max Drawdown (5Y) Largest decline over 5 years	-16.98%	-42.35%	+25.37%
Max Drawdown (10Y) Largest decline over 10 years	-17.37%	-47.40%	+30.03%
Current Drawdown Current decline from peak	-1.86%	-37.12%	+35.26%
Average Drawdown Average peak-to-trough decline	-1.97%	-9.37%	+7.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.98%	2.72%	-1.74%

Volatility

SGINX vs. PRULX - Volatility Comparison

The current volatility for DWS GNMA Fund (SGINX) is 1.66%, while T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) has a volatility of 2.71%. This indicates that SGINX experiences smaller price fluctuations and is considered to be less risky than PRULX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGINX	PRULX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.66%	2.71%	-1.05%
Volatility (6M) Calculated over the trailing 6-month period	2.84%	6.47%	-3.63%
Volatility (1Y) Calculated over the trailing 1-year period	3.85%	9.29%	-5.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.44%	14.66%	-8.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.82%	13.98%	-9.16%

SGINX vs. PRULX - Expense Ratio Comparison

SGINX has a 0.58% expense ratio, which is higher than PRULX's 0.29% expense ratio.

Dividends

SGINX vs. PRULX - Dividend Comparison

SGINX's dividend yield for the trailing twelve months is around 4.47%, less than PRULX's 5.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund	5.32%	5.21%	4.88%	3.84%	2.07%	1.72%	20.34%	16.60%	2.62%	2.48%	4.65%	5.09%
SGINX DWS GNMA Fund	4.47%	3.77%	3.97%	3.82%	1.86%	1.37%	2.22%	2.94%	2.71%	3.07%	2.95%	3.41%

Frequently Asked Questions

Can I hold both SGINX and PRULX in my portfolio?

SGINX and PRULX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGINX or PRULX?

PRULX has higher volatility (2.71%) compared to SGINX (1.66%). In terms of maximum drawdown, SGINX dropped -17.37% vs PRULX's -47.40%.

Which has better risk-adjusted returns?

SGINX currently has the higher Sharpe Ratio (1.68 vs 0.55), 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.