TAGG vs. PBDIX

In the year-to-date period, TAGG achieves a 2.13% return, which is significantly higher than PBDIX's 1.29% return.

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TAGG has a 0.08% expense ratio, which is lower than PBDIX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Bond ETF (TAGG) and T. Rowe Price QM U.S. Bond Index Fund (PBDIX). 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 TAGG Sharpe Ratio is 0.91, which is comparable to the PBDIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of TAGG and PBDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TAGG's dividend yield for the trailing twelve months is around 3.86%, less than PBDIX's 4.23% yield.

The maximum TAGG drawdown since its inception was -17.25%, smaller than the maximum PBDIX drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for TAGG and PBDIX.

T. Rowe Price QM U.S. Bond ETF (TAGG) and T. Rowe Price QM U.S. Bond Index Fund (PBDIX) have volatilities of 1.58% and 1.55%, 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.