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TLDTX vs. EARRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLDTX vs. EARRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). The values are adjusted to include any dividend payments, if applicable.

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TLDTX vs. EARRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TLDTX
T. Rowe Price U.S. Limited Duration TIPS Index Fund
0.68%6.32%1.16%3.23%-4.84%5.08%1.50%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
0.28%5.46%5.39%5.95%-3.22%7.50%2.08%

Returns By Period

In the year-to-date period, TLDTX achieves a 0.68% return, which is significantly higher than EARRX's 0.28% return.


TLDTX

1D
0.33%
1M
-0.22%
YTD
0.68%
6M
0.98%
1Y
3.48%
3Y*
3.15%
5Y*
2.01%
10Y*

EARRX

1D
0.18%
1M
-0.21%
YTD
0.28%
6M
0.32%
1Y
2.98%
3Y*
4.81%
5Y*
3.78%
10Y*
3.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLDTX vs. EARRX - Expense Ratio Comparison

TLDTX has a 0.21% expense ratio, which is lower than EARRX's 0.85% expense ratio.


Return for Risk

TLDTX vs. EARRX — Risk / Return Rank

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

TLDTX
TLDTX Risk / Return Rank: 4444
Overall Rank
TLDTX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TLDTX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TLDTX Omega Ratio Rank: 7777
Omega Ratio Rank
TLDTX Calmar Ratio Rank: 5151
Calmar Ratio Rank
TLDTX Martin Ratio Rank: 2424
Martin Ratio Rank

EARRX
EARRX Risk / Return Rank: 8888
Overall Rank
EARRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EARRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EARRX Omega Ratio Rank: 8686
Omega Ratio Rank
EARRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EARRX Martin Ratio Rank: 9494
Martin Ratio Rank
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.

TLDTX vs. EARRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.


TLDTXEARRXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.60

-0.82

Sortino ratio

Return per unit of downside risk

1.17

2.29

-1.11

Omega ratio

Gain probability vs. loss probability

1.30

1.36

-0.06

Calmar ratio

Return relative to maximum drawdown

1.24

2.76

-1.52

Martin ratio

Return relative to average drawdown

2.58

12.19

-9.61

TLDTX vs. EARRX - Sharpe Ratio Comparison

The current TLDTX Sharpe Ratio is 0.79, which is lower than the EARRX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of TLDTX and EARRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLDTXEARRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.60

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.37

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.04

-0.52

Correlation

The correlation between TLDTX and EARRX is 0.80, 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

TLDTX vs. EARRX - Dividend Comparison

TLDTX's dividend yield for the trailing twelve months is around 4.44%, more than EARRX's 3.87% yield.


TTM20252024202320222021202020192018201720162015
TLDTX
T. Rowe Price U.S. Limited Duration TIPS Index Fund
4.44%4.66%1.63%4.09%6.45%4.11%0.00%0.00%0.00%0.00%0.00%0.00%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
3.87%4.36%3.83%4.24%4.82%3.32%2.02%2.46%2.67%1.90%2.00%1.73%

Drawdowns

TLDTX vs. EARRX - Drawdown Comparison

The maximum TLDTX drawdown since its inception was -7.24%, smaller than the maximum EARRX drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for TLDTX and EARRX.


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Drawdown Indicators


TLDTXEARRXDifference

Max Drawdown

Largest peak-to-trough decline

-7.24%

-10.27%

+3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-1.18%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-7.24%

-6.39%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-10.27%

Current Drawdown

Current decline from peak

-2.28%

-0.51%

-1.77%

Average Drawdown

Average peak-to-trough decline

-2.30%

-1.09%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

0.27%

+1.31%

Volatility

TLDTX vs. EARRX - Volatility Comparison

T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) has a higher volatility of 0.67% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.58%. This indicates that TLDTX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLDTXEARRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.58%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.54%

1.05%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

1.87%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

2.78%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

2.71%

+1.82%