TLDTX vs. XLG
Compare and contrast key facts about T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) and Invesco S&P 500 Top 50 ETF (XLG).
TLDTX is managed by T. Rowe Price. It was launched on Nov 1, 2020. XLG is a passively managed fund by Invesco that tracks the performance of the S&P 500 Top 50 Index. It was launched on May 4, 2005.
Performance
TLDTX vs. XLG - Performance Comparison
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TLDTX vs. XLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
XLG Invesco S&P 500 Top 50 ETF | -7.18% | 19.51% | 33.49% | 38.16% | -24.29% | 30.77% | 4.18% |
Returns By Period
In the year-to-date period, TLDTX achieves a 0.68% return, which is significantly higher than XLG's -7.18% return.
TLDTX
- 1D
- 0.00%
- 1M
- -0.22%
- YTD
- 0.68%
- 6M
- 0.88%
- 1Y
- 3.59%
- 3Y*
- 3.15%
- 5Y*
- 1.99%
- 10Y*
- —
XLG
- 1D
- 0.70%
- 1M
- -3.74%
- YTD
- -7.18%
- 6M
- -4.55%
- 1Y
- 19.62%
- 3Y*
- 21.92%
- 5Y*
- 13.96%
- 10Y*
- 15.72%
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TLDTX vs. XLG - Expense Ratio Comparison
TLDTX has a 0.21% expense ratio, which is higher than XLG's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TLDTX vs. XLG — Risk / Return Rank
TLDTX
XLG
TLDTX vs. XLG - 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 Invesco S&P 500 Top 50 ETF (XLG). 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.
| TLDTX | XLG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.99 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.54 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.63 | -0.45 |
Martin ratioReturn relative to average drawdown | 2.43 | 5.71 | -3.28 |
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
| TLDTX | XLG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.99 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.75 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.59 | -0.06 |
Correlation
The correlation between TLDTX and XLG is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TLDTX vs. XLG - Dividend Comparison
TLDTX's dividend yield for the trailing twelve months is around 4.44%, more than XLG's 0.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLG Invesco S&P 500 Top 50 ETF | 0.70% | 0.64% | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% |
Drawdowns
TLDTX vs. XLG - Drawdown Comparison
The maximum TLDTX drawdown since its inception was -7.24%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for TLDTX and XLG.
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Drawdown Indicators
| TLDTX | XLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.24% | -52.39% | +45.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -12.41% | +9.13% |
Max Drawdown (5Y)Largest decline over 5 years | -7.24% | -28.02% | +20.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.46% | — |
Current DrawdownCurrent decline from peak | -2.28% | -8.93% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -7.69% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 3.54% | -1.96% |
Volatility
TLDTX vs. XLG - Volatility Comparison
The current volatility for T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) is 0.67%, while Invesco S&P 500 Top 50 ETF (XLG) has a volatility of 5.82%. This indicates that TLDTX experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLDTX | XLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 5.82% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.54% | 10.65% | -6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 19.97% | -15.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.66% | 18.68% | -14.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.53% | 18.81% | -14.28% |