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TRBFX vs. APOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRBFX vs. APOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) and American Century Short Duration Inflation Protection Bond Fund Investor Class (APOIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRBFX achieves a 1.76% return, which is significantly lower than APOIX's 2.02% return. Over the past 10 years, TRBFX has underperformed APOIX with an annualized return of 2.93%, while APOIX has yielded a comparatively higher 3.13% annualized return.


TRBFX

1D
0.00%
1M
0.10%
YTD
1.76%
6M
1.77%
1Y
4.45%
3Y*
4.95%
5Y*
2.48%
10Y*
2.93%

APOIX

1D
0.00%
1M
0.19%
YTD
2.02%
6M
1.90%
1Y
4.31%
3Y*
4.85%
5Y*
2.93%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRBFX vs. APOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRBFX
T. Rowe Price Limited Duration Inflation Focused Bond Fund
1.76%6.34%4.60%3.01%-5.19%5.77%5.65%6.53%0.28%0.80%
APOIX
American Century Short Duration Inflation Protection Bond Fund Investor Class
2.02%5.95%4.15%3.82%-3.89%6.30%5.06%4.77%1.81%0.73%

Correlation

The correlation between TRBFX and APOIX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2015

0.75

The correlation between TRBFX and APOIX shifts across timeframes, from 0.65 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TRBFX vs. APOIX — Risk / Return Rank

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

TRBFX
TRBFX Risk / Return Rank: 2121
Overall Rank
TRBFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRBFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
TRBFX Omega Ratio Rank: 5454
Omega Ratio Rank
TRBFX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TRBFX Martin Ratio Rank: 1010
Martin Ratio Rank

APOIX
APOIX Risk / Return Rank: 8686
Overall Rank
APOIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
APOIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
APOIX Omega Ratio Rank: 8080
Omega Ratio Rank
APOIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
APOIX Martin Ratio Rank: 9393
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.

TRBFX vs. APOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) and American Century Short Duration Inflation Protection Bond Fund Investor Class (APOIX). 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.


TRBFXAPOIXDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

1.40

1.53

-0.12

Calmar ratioReturn relative to maximum drawdown

1.38

5.94

-4.56

Martin ratioReturn relative to average drawdown

2.79

19.52

-16.74

TRBFX vs. APOIX - Sharpe Ratio Comparison

The current TRBFX Sharpe Ratio is 0.95, which is lower than the APOIX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of TRBFX and APOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TRBFXAPOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.51

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.89

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

1.10

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.72

+0.01

Drawdowns

TRBFX vs. APOIX - Drawdown Comparison

The maximum TRBFX drawdown since its inception was -7.33%, smaller than the maximum APOIX drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for TRBFX and APOIX.


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Drawdown Indicators


TRBFXAPOIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.33%

-14.54%

+7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-0.76%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-3.51%

-1.42%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-7.33%

-6.58%

-0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-7.33%

-6.58%

-0.75%

Current Drawdown

Current decline from peak

-1.36%

-0.00%

-1.36%

Average Drawdown

Average peak-to-trough decline

-1.42%

-1.99%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

0.23%

+1.47%

Volatility

TRBFX vs. APOIX - Volatility Comparison

T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) has a higher volatility of 0.61% compared to American Century Short Duration Inflation Protection Bond Fund Investor Class (APOIX) at 0.51%. This indicates that TRBFX's price experiences larger fluctuations and is considered to be riskier than APOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRBFXAPOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.51%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

1.25%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

1.80%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

3.31%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

2.85%

+1.16%

TRBFX vs. APOIX - Expense Ratio Comparison

TRBFX has a 0.41% expense ratio, which is lower than APOIX's 0.57% expense ratio.


Dividends

TRBFX vs. APOIX - Dividend Comparison

TRBFX's dividend yield for the trailing twelve months is around 4.79%, more than APOIX's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
APOIX
American Century Short Duration Inflation Protection Bond Fund Investor Class
3.91%3.99%2.31%2.78%5.63%3.92%0.81%1.69%3.99%1.52%0.42%
TRBFX
T. Rowe Price Limited Duration Inflation Focused Bond Fund
4.79%4.95%4.48%3.64%6.11%4.99%1.38%3.27%2.34%1.61%1.10%

Frequently Asked Questions


TRBFX and APOIX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRBFX has higher volatility (0.61%) compared to APOIX (0.51%). In terms of maximum drawdown, TRBFX dropped -7.33% vs APOIX's -14.54%.

APOIX currently has the higher Sharpe Ratio (2.51 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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