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TRBFX vs. PRFDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TRBFX vs. PRFDX - 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 T. Rowe Price Equity Income Fund (PRFDX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
8.12%
TRBFX
PRFDX

Returns By Period

In the year-to-date period, TRBFX achieves a 4.42% return, which is significantly lower than PRFDX's 16.84% return.


TRBFX

YTD

4.42%

1M

-0.08%

6M

2.98%

1Y

6.29%

5Y (annualized)

3.07%

10Y (annualized)

N/A

PRFDX

YTD

16.84%

1M

1.07%

6M

6.68%

1Y

25.17%

5Y (annualized)

10.31%

10Y (annualized)

8.89%

Key characteristics


TRBFXPRFDX
Sharpe Ratio1.032.40
Sortino Ratio1.523.38
Omega Ratio1.381.44
Calmar Ratio1.094.77
Martin Ratio3.9416.32
Ulcer Index1.54%1.54%
Daily Std Dev5.92%10.43%
Max Drawdown-7.33%-58.12%
Current Drawdown-0.90%-0.92%

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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.


PRFDX
T. Rowe Price Equity Income Fund
Expense ratio chart for PRFDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for TRBFX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Correlation

-0.50.00.51.00.1

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.

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.


Sharpe ratio
The chart of Sharpe ratio for TRBFX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.005.001.032.40
The chart of Sortino ratio for TRBFX, currently valued at 1.52, compared to the broader market0.005.0010.001.523.38
The chart of Omega ratio for TRBFX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.44
The chart of Calmar ratio for TRBFX, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.0025.001.094.77
The chart of Martin ratio for TRBFX, currently valued at 3.94, compared to the broader market0.0020.0040.0060.0080.00100.003.9416.32
TRBFX
PRFDX

The current TRBFX Sharpe Ratio is 1.03, which is lower than the PRFDX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of TRBFX and PRFDX, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.03
2.40
TRBFX
PRFDX

Dividends

TRBFX vs. PRFDX - Dividend Comparison

TRBFX's dividend yield for the trailing twelve months is around 4.74%, more than PRFDX's 1.86% yield.


TTM20232022202120202019201820172016201520142013
TRBFX
T. Rowe Price Limited Duration Inflation Focused Bond Fund
4.74%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.90%
-0.92%
TRBFX
PRFDX

Volatility

TRBFX vs. PRFDX - Volatility Comparison

The current volatility for T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) is 0.72%, while T. Rowe Price Equity Income Fund (PRFDX) has a volatility of 3.07%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
0.72%
3.07%
TRBFX
PRFDX