TRBFX vs. PRFDX
Compare and contrast key facts about T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) and T. Rowe Price Equity Income Fund (PRFDX).
TRBFX is managed by T. Rowe Price. It was launched on Sep 28, 2006. PRFDX is managed by T. Rowe Price. It was launched on Oct 31, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRBFX or PRFDX.
Key characteristics
| TRBFX | PRFDX | |
|---|---|---|
| YTD Return | 4.07% | 16.87% |
| 1Y Return | 6.39% | 29.41% |
| 3Y Return (Ann) | 1.37% | 7.77% |
| 5Y Return (Ann) | 3.00% | 10.36% |
| Sharpe Ratio | 1.07 | 2.75 |
| Sortino Ratio | 1.60 | 3.89 |
| Omega Ratio | 1.40 | 1.51 |
| Calmar Ratio | 1.08 | 3.51 |
| Martin Ratio | 4.15 | 19.13 |
| Ulcer Index | 1.54% | 1.53% |
| Daily Std Dev | 5.94% | 10.62% |
| Max Drawdown | -7.33% | -58.12% |
| Current Drawdown | -1.20% | -0.89% |
Correlation
The correlation between TRBFX and PRFDX is 0.08, 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.
Performance
TRBFX vs. PRFDX - Performance Comparison
In the year-to-date period, TRBFX achieves a 4.07% return, which is significantly lower than PRFDX's 16.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRBFX vs. PRFDX - Expense Ratio Comparison
TRBFX has a 0.41% expense ratio, which is lower than PRFDX's 0.63% expense ratio.
Risk-Adjusted Performance
TRBFX vs. PRFDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) and T. Rowe Price Equity Income Fund (PRFDX). 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.
Dividends
TRBFX vs. PRFDX - Dividend Comparison
TRBFX's dividend yield for the trailing twelve months is around 4.62%, more than PRFDX's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRBFX T. Rowe Price Limited Duration Inflation Focused Bond Fund | 4.62% | 3.79% | 5.72% | 8.08% | 0.74% | 1.53% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRFDX T. Rowe Price Equity Income Fund | 1.86% | 2.09% | 2.13% | 1.75% | 2.18% | 2.37% | 2.67% | 2.01% | 2.32% | 2.28% | 2.01% | 1.64% |
Drawdowns
TRBFX vs. PRFDX - Drawdown Comparison
The maximum TRBFX drawdown since its inception was -7.33%, smaller than the maximum PRFDX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for TRBFX and PRFDX. For additional features, visit the drawdowns tool.
Volatility
TRBFX vs. PRFDX - Volatility Comparison
The current volatility for T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) is 0.71%, while T. Rowe Price Equity Income Fund (PRFDX) has a volatility of 3.26%. This indicates that TRBFX experiences smaller price fluctuations and is considered to be less risky than PRFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.