TRBUX vs. VONG
Compare and contrast key facts about T. Rowe Price Ultra Short-Term Bond Fund (TRBUX) and Vanguard Russell 1000 Growth ETF (VONG).
TRBUX is managed by T. Rowe Price. It was launched on Dec 3, 2012. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRBUX or VONG.
Key characteristics
| TRBUX | VONG | |
|---|---|---|
| YTD Return | 5.59% | 32.13% |
| 1Y Return | 7.09% | 45.17% |
| 3Y Return (Ann) | 3.55% | 10.37% |
| 5Y Return (Ann) | 2.93% | 20.12% |
| 10Y Return (Ann) | 2.42% | 16.75% |
| Sharpe Ratio | 4.14 | 2.62 |
| Sortino Ratio | 12.27 | 3.36 |
| Omega Ratio | 5.34 | 1.48 |
| Calmar Ratio | 35.60 | 3.35 |
| Martin Ratio | 73.62 | 13.22 |
| Ulcer Index | 0.10% | 3.32% |
| Daily Std Dev | 1.71% | 16.76% |
| Max Drawdown | -4.15% | -32.72% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TRBUX and VONG is 0.00, 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
TRBUX vs. VONG - Performance Comparison
In the year-to-date period, TRBUX achieves a 5.59% return, which is significantly lower than VONG's 32.13% return. Over the past 10 years, TRBUX has underperformed VONG with an annualized return of 2.42%, while VONG has yielded a comparatively higher 16.75% annualized 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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TRBUX vs. VONG - Expense Ratio Comparison
TRBUX has a 0.31% expense ratio, which is higher than VONG's 0.08% expense ratio.
Risk-Adjusted Performance
TRBUX vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Ultra Short-Term Bond Fund (TRBUX) and Vanguard Russell 1000 Growth ETF (VONG). 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
TRBUX vs. VONG - Dividend Comparison
TRBUX's dividend yield for the trailing twelve months is around 5.02%, more than VONG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRBUX T. Rowe Price Ultra Short-Term Bond Fund | 5.02% | 4.02% | 1.97% | 1.11% | 1.83% | 2.72% | 2.58% | 1.88% | 1.20% | 0.80% | 0.42% | 0.06% |
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
TRBUX vs. VONG - Drawdown Comparison
The maximum TRBUX drawdown since its inception was -4.15%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for TRBUX and VONG. For additional features, visit the drawdowns tool.
Volatility
TRBUX vs. VONG - Volatility Comparison
The current volatility for T. Rowe Price Ultra Short-Term Bond Fund (TRBUX) is 0.41%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.19%. This indicates that TRBUX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.