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TRBFX vs. VCTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRBFX vs. VCTPX - 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 VALIC Company I Inflation Protected Fund (VCTPX). The values are adjusted to include any dividend payments, if applicable.

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TRBFX vs. VCTPX - 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%0.80%
VCTPX
VALIC Company I Inflation Protected Fund
0.73%4.22%1.15%4.03%-10.23%5.10%8.76%8.66%-3.13%4.86%

Returns By Period

The year-to-date returns for both investments are quite close, with TRBFX having a 0.71% return and VCTPX slightly higher at 0.73%. Over the past 10 years, TRBFX has outperformed VCTPX with an annualized return of 3.22%, while VCTPX has yielded a comparatively lower 2.32% annualized return.


TRBFX

1D
0.00%
1M
-0.21%
YTD
0.71%
6M
4.30%
1Y
7.56%
3Y*
5.46%
5Y*
3.34%
10Y*
3.22%

VCTPX

1D
0.00%
1M
-1.05%
YTD
0.73%
6M
0.61%
1Y
3.40%
3Y*
2.20%
5Y*
1.17%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRBFX vs. VCTPX - Expense Ratio Comparison

TRBFX has a 0.41% expense ratio, which is lower than VCTPX's 0.52% expense ratio.


Return for Risk

TRBFX vs. VCTPX — 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: 8787
Sharpe Ratio Rank
TRBFX Sortino Ratio Rank: 9797
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

VCTPX
VCTPX Risk / Return Rank: 3030
Overall Rank
VCTPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VCTPX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VCTPX Omega Ratio Rank: 2424
Omega Ratio Rank
VCTPX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VCTPX Martin Ratio Rank: 3030
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. VCTPX - 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 VALIC Company I Inflation Protected Fund (VCTPX). 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.


TRBFXVCTPXDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.85

+0.94

Sortino ratio

Return per unit of downside risk

4.04

1.18

+2.86

Omega ratio

Gain probability vs. loss probability

1.64

1.16

+0.48

Calmar ratio

Return relative to maximum drawdown

6.72

1.23

+5.49

Martin ratio

Return relative to average drawdown

21.47

4.05

+17.42

TRBFX vs. VCTPX - Sharpe Ratio Comparison

The current TRBFX Sharpe Ratio is 1.79, which is higher than the VCTPX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of TRBFX and VCTPX, 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


TRBFXVCTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.85

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.21

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.48

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.25

+0.56

Correlation

The correlation between TRBFX and VCTPX is 0.61, 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. VCTPX - Dividend Comparison

TRBFX's dividend yield for the trailing twelve months is around 8.46%, more than VCTPX's 2.59% 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%
VCTPX
VALIC Company I Inflation Protected Fund
2.59%0.00%13.97%13.35%8.00%1.86%2.20%1.63%1.98%0.39%0.00%

Drawdowns

TRBFX vs. VCTPX - Drawdown Comparison

The maximum TRBFX drawdown since its inception was -7.33%, smaller than the maximum VCTPX drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for TRBFX and VCTPX.


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Drawdown Indicators


TRBFXVCTPXDifference

Max Drawdown

Largest peak-to-trough decline

-7.33%

-17.48%

+10.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-3.45%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-7.33%

-12.81%

+5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-7.33%

-12.81%

+5.48%

Current Drawdown

Current decline from peak

-0.63%

-1.27%

+0.64%

Average Drawdown

Average peak-to-trough decline

-1.34%

-5.88%

+4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

1.05%

-0.66%

Volatility

TRBFX vs. VCTPX - Volatility Comparison

The current volatility for T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) is 0.83%, while VALIC Company I Inflation Protected Fund (VCTPX) has a volatility of 1.31%. This indicates that TRBFX experiences smaller price fluctuations and is considered to be less risky than VCTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRBFXVCTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.31%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

2.14%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

3.93%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

5.61%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.89%

4.86%

-0.97%