TAIBX vs. PRCIX
Compare and contrast key facts about PGIM Core Bond Fund (TAIBX) and T. Rowe Price New Income Fund (PRCIX).
TAIBX is managed by PGIM. It was launched on Jan 5, 1993. PRCIX is managed by T. Rowe Price. It was launched on Aug 31, 1973.
Performance
TAIBX vs. PRCIX - Performance Comparison
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TAIBX vs. PRCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAIBX PGIM Core Bond Fund | -0.56% | 7.36% | 1.44% | 5.89% | -14.59% | -1.73% | 8.40% | 9.13% | -0.44% | 4.03% |
PRCIX T. Rowe Price New Income Fund | -0.24% | 10.79% | 1.31% | 5.31% | -14.87% | -0.54% | 5.77% | 9.28% | -0.62% | 4.01% |
Returns By Period
In the year-to-date period, TAIBX achieves a -0.56% return, which is significantly lower than PRCIX's -0.24% return. Over the past 10 years, TAIBX has underperformed PRCIX with an annualized return of 1.69%, while PRCIX has yielded a comparatively higher 1.78% annualized return.
TAIBX
- 1D
- 0.58%
- 1M
- -2.46%
- YTD
- -0.56%
- 6M
- 0.56%
- 1Y
- 4.02%
- 3Y*
- 3.62%
- 5Y*
- -0.02%
- 10Y*
- 1.69%
PRCIX
- 1D
- 0.51%
- 1M
- -2.46%
- YTD
- -0.24%
- 6M
- 2.00%
- 1Y
- 7.55%
- 3Y*
- 4.38%
- 5Y*
- 0.50%
- 10Y*
- 1.78%
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TAIBX vs. PRCIX - Expense Ratio Comparison
TAIBX has a 0.33% expense ratio, which is lower than PRCIX's 0.44% expense ratio.
Return for Risk
TAIBX vs. PRCIX — Risk / Return Rank
TAIBX
PRCIX
TAIBX vs. PRCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Core Bond Fund (TAIBX) and T. Rowe Price New Income Fund (PRCIX). 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.
| TAIBX | PRCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.80 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.67 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.96 | -1.26 |
Martin ratioReturn relative to average drawdown | 4.95 | 9.93 | -4.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TAIBX | PRCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.80 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.08 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.36 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.79 | +0.24 |
Correlation
The correlation between TAIBX and PRCIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TAIBX vs. PRCIX - Dividend Comparison
TAIBX's dividend yield for the trailing twelve months is around 4.08%, less than PRCIX's 8.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAIBX PGIM Core Bond Fund | 4.08% | 4.41% | 3.77% | 3.47% | 2.48% | 1.98% | 3.14% | 3.03% | 3.03% | 2.53% | 2.55% | 2.49% |
PRCIX T. Rowe Price New Income Fund | 8.24% | 7.79% | 4.48% | 4.37% | 1.80% | 2.65% | 3.33% | 2.88% | 3.03% | 2.66% | 2.56% | 2.55% |
Drawdowns
TAIBX vs. PRCIX - Drawdown Comparison
The maximum TAIBX drawdown since its inception was -20.09%, smaller than the maximum PRCIX drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for TAIBX and PRCIX.
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Drawdown Indicators
| TAIBX | PRCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.09% | -22.34% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.96% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -19.65% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -20.09% | -19.65% | -0.44% |
Current DrawdownCurrent decline from peak | -3.75% | -2.46% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -4.43% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.88% | +0.16% |
Volatility
TAIBX vs. PRCIX - Volatility Comparison
PGIM Core Bond Fund (TAIBX) and T. Rowe Price New Income Fund (PRCIX) have volatilities of 1.62% and 1.67%, 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
| TAIBX | PRCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.67% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 2.81% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 4.58% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 5.93% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 4.93% | +0.09% |