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TLDTX vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLDTX and XLG is 0.16, 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.


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Performance

TLDTX vs. XLG - 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 Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.01%
8.72%
TLDTX
XLG

Key characteristics

Sharpe Ratio

TLDTX:

1.25

XLG:

1.72

Sortino Ratio

TLDTX:

1.88

XLG:

2.30

Omega Ratio

TLDTX:

1.45

XLG:

1.31

Calmar Ratio

TLDTX:

1.65

XLG:

2.37

Martin Ratio

TLDTX:

12.12

XLG:

9.42

Ulcer Index

TLDTX:

0.54%

XLG:

2.85%

Daily Std Dev

TLDTX:

5.23%

XLG:

15.62%

Max Drawdown

TLDTX:

-7.24%

XLG:

-52.39%

Current Drawdown

TLDTX:

0.00%

XLG:

-2.22%

Returns By Period

In the year-to-date period, TLDTX achieves a 1.33% return, which is significantly higher than XLG's 1.24% return.


TLDTX

YTD

1.33%

1M

0.88%

6M

2.00%

1Y

6.76%

5Y*

N/A

10Y*

N/A

XLG

YTD

1.24%

1M

-2.03%

6M

8.72%

1Y

23.40%

5Y*

17.93%

10Y*

15.08%

*Annualized

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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%.


Expense ratio chart for TLDTX: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

TLDTX vs. XLG — Risk-Adjusted Performance Rank

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

TLDTX
The Risk-Adjusted Performance Rank of TLDTX is 7979
Overall Rank
The Sharpe Ratio Rank of TLDTX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TLDTX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TLDTX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TLDTX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TLDTX is 9191
Martin Ratio Rank

XLG
The Risk-Adjusted Performance Rank of XLG is 7474
Overall Rank
The Sharpe Ratio Rank of XLG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of XLG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of XLG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of XLG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of XLG is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TLDTX vs. XLG - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TLDTX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.251.72
The chart of Sortino ratio for TLDTX, currently valued at 1.88, compared to the broader market0.002.004.006.008.0010.0012.001.882.30
The chart of Omega ratio for TLDTX, currently valued at 1.45, compared to the broader market1.002.003.004.001.451.31
The chart of Calmar ratio for TLDTX, currently valued at 1.65, compared to the broader market0.005.0010.0015.0020.001.652.37
The chart of Martin ratio for TLDTX, currently valued at 12.12, compared to the broader market0.0020.0040.0060.0080.0012.129.42
TLDTX
XLG

The current TLDTX Sharpe Ratio is 1.25, which is comparable to the XLG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of TLDTX and XLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.25
1.72
TLDTX
XLG

Dividends

TLDTX vs. XLG - Dividend Comparison

TLDTX's dividend yield for the trailing twelve months is around 4.92%, more than XLG's 0.71% yield.


TTM20242023202220212020201920182017201620152014
TLDTX
T. Rowe Price U.S. Limited Duration TIPS Index Fund
4.92%5.14%4.37%6.29%7.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500® Top 50 ETF
0.71%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-2.22%
TLDTX
XLG

Volatility

TLDTX vs. XLG - Volatility Comparison

The current volatility for T. Rowe Price U.S. Limited Duration TIPS Index Fund (TLDTX) is 0.56%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 4.42%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
0.56%
4.42%
TLDTX
XLG