TRBFX vs. DIPSX
Compare and contrast key facts about T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) and DFA Inflation-Protected Securities Portfolio (DIPSX).
TRBFX is managed by T. Rowe Price. It was launched on Sep 28, 2006. DIPSX is managed by Dimensional. It was launched on Sep 17, 2006.
Performance
TRBFX vs. DIPSX - Performance Comparison
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TRBFX vs. DIPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.80% |
DIPSX DFA Inflation-Protected Securities Portfolio | 0.36% | 5.77% | 2.02% | 3.93% | -12.26% | 5.55% | 11.65% | 8.54% | -1.30% | 3.28% |
Returns By Period
In the year-to-date period, TRBFX achieves a 0.71% return, which is significantly higher than DIPSX's 0.36% return. Over the past 10 years, TRBFX has outperformed DIPSX with an annualized return of 3.22%, while DIPSX has yielded a comparatively lower 2.53% annualized return.
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%
DIPSX
- 1D
- 0.63%
- 1M
- -1.41%
- YTD
- 0.36%
- 6M
- 0.19%
- 1Y
- 1.69%
- 3Y*
- 2.74%
- 5Y*
- 1.18%
- 10Y*
- 2.53%
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TRBFX vs. DIPSX - Expense Ratio Comparison
TRBFX has a 0.41% expense ratio, which is higher than DIPSX's 0.11% expense ratio.
Return for Risk
TRBFX vs. DIPSX — Risk / Return Rank
TRBFX
DIPSX
TRBFX vs. DIPSX - 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 DFA Inflation-Protected Securities Portfolio (DIPSX). 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.
| TRBFX | DIPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 0.48 | +1.39 |
Sortino ratioReturn per unit of downside risk | 4.22 | 0.68 | +3.54 |
Omega ratioGain probability vs. loss probability | 1.67 | 1.09 | +0.59 |
Calmar ratioReturn relative to maximum drawdown | 7.09 | 0.93 | +6.15 |
Martin ratioReturn relative to average drawdown | 22.76 | 2.70 | +20.06 |
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
| TRBFX | DIPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.48 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.19 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.44 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.31 | +0.50 |
Correlation
The correlation between TRBFX and DIPSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TRBFX vs. DIPSX - Dividend Comparison
TRBFX's dividend yield for the trailing twelve months is around 8.46%, more than DIPSX's 2.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
DIPSX DFA Inflation-Protected Securities Portfolio | 2.05% | 2.43% | 2.70% | 3.73% | 8.14% | 4.86% | 1.58% | 2.12% | 2.28% | 2.64% | 1.99% | 0.69% |
Drawdowns
TRBFX vs. DIPSX - Drawdown Comparison
The maximum TRBFX drawdown since its inception was -7.33%, smaller than the maximum DIPSX drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for TRBFX and DIPSX.
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Drawdown Indicators
| TRBFX | DIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.33% | -14.64% | +7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -1.24% | -3.02% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -7.33% | -14.64% | +7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -7.33% | -14.64% | +7.31% |
Current DrawdownCurrent decline from peak | -0.63% | -1.92% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -4.60% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 1.04% | -0.65% |
Volatility
TRBFX vs. DIPSX - Volatility Comparison
The current volatility for T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) is 0.86%, while DFA Inflation-Protected Securities Portfolio (DIPSX) has a volatility of 1.40%. This indicates that TRBFX experiences smaller price fluctuations and is considered to be less risky than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRBFX | DIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 1.40% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.52% | 2.35% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.26% | 4.31% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.97% | 6.37% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.89% | 5.73% | -1.84% |