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TRBFX vs. BKIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRBFX vs. BKIPX - 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 iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). The values are adjusted to include any dividend payments, if applicable.

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TRBFX vs. BKIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRBFX
T. Rowe Price Limited Duration Inflation Focused Bond Fund
0.71%10.17%4.60%3.01%-5.19%5.77%5.65%6.53%0.28%0.60%
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
0.73%6.08%4.77%3.37%-4.18%5.21%4.86%4.90%0.61%0.90%

Returns By Period

The year-to-date returns for both investments are quite close, with TRBFX having a 0.71% return and BKIPX slightly higher at 0.73%.


TRBFX

1D
0.21%
1M
-0.42%
YTD
0.71%
6M
4.30%
1Y
7.34%
3Y*
5.46%
5Y*
3.38%
10Y*
3.22%

BKIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.06%
1Y
3.68%
3Y*
4.22%
5Y*
2.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRBFX vs. BKIPX - Expense Ratio Comparison

TRBFX has a 0.41% expense ratio, which is higher than BKIPX's 0.06% expense ratio.


Return for Risk

TRBFX vs. BKIPX — Risk / Return Rank

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

TRBFX
TRBFX Risk / Return Rank: 9696
Overall Rank
TRBFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TRBFX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TRBFX Omega Ratio Rank: 9797
Omega Ratio Rank
TRBFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
TRBFX Martin Ratio Rank: 9898
Martin Ratio Rank

BKIPX
BKIPX Risk / Return Rank: 9393
Overall Rank
BKIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BKIPX 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.

TRBFX vs. BKIPX - 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 iShares Short-Term TIPS Bond Index Fund Class K (BKIPX). 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.


TRBFXBKIPXDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.84

+0.03

Sortino ratio

Return per unit of downside risk

4.22

3.16

+1.06

Omega ratio

Gain probability vs. loss probability

1.67

1.44

+0.23

Calmar ratio

Return relative to maximum drawdown

7.09

4.28

+2.80

Martin ratio

Return relative to average drawdown

22.76

12.41

+10.35

TRBFX vs. BKIPX - Sharpe Ratio Comparison

The current TRBFX Sharpe Ratio is 1.87, which is comparable to the BKIPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TRBFX and BKIPX, 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


TRBFXBKIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.84

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.95

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.11

-0.29

Correlation

The correlation between TRBFX and BKIPX is 0.70, 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

TRBFX vs. BKIPX - Dividend Comparison

TRBFX's dividend yield for the trailing twelve months is around 8.46%, more than BKIPX's 3.60% yield.


TTM2025202420232022202120202019201820172016
TRBFX
T. Rowe Price Limited Duration Inflation Focused Bond Fund
8.46%8.56%4.48%3.64%6.11%4.99%1.38%3.27%2.34%1.61%1.10%
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
3.60%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%0.00%

Drawdowns

TRBFX vs. BKIPX - Drawdown Comparison

The maximum TRBFX drawdown since its inception was -7.33%, which is greater than BKIPX's maximum drawdown of -6.42%. Use the drawdown chart below to compare losses from any high point for TRBFX and BKIPX.


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Drawdown Indicators


TRBFXBKIPXDifference

Max Drawdown

Largest peak-to-trough decline

-7.33%

-6.42%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-1.12%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-7.33%

-6.42%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-7.33%

Current Drawdown

Current decline from peak

-0.63%

-0.51%

-0.12%

Average Drawdown

Average peak-to-trough decline

-1.34%

-1.08%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.39%

0.00%

Volatility

TRBFX vs. BKIPX - Volatility Comparison

T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) has a higher volatility of 0.86% compared to iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) at 0.66%. This indicates that TRBFX's price experiences larger fluctuations and is considered to be riskier than BKIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRBFXBKIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.66%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

1.27%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

2.51%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

3.08%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.89%

2.62%

+1.27%