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TSDLX vs. ASBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSDLX vs. ASBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Short Duration Income Fund (TSDLX) and American Funds Short-Term Bond Fund of America (ASBAX). The values are adjusted to include any dividend payments, if applicable.

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TSDLX vs. ASBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TSDLX
T. Rowe Price Short Duration Income Fund
-0.02%10.34%6.30%6.07%-5.69%0.77%0.10%
ASBAX
American Funds Short-Term Bond Fund of America
-0.26%5.05%4.31%3.60%-4.16%-0.88%0.11%

Returns By Period

In the year-to-date period, TSDLX achieves a -0.02% return, which is significantly higher than ASBAX's -0.26% return.


TSDLX

1D
0.11%
1M
-1.15%
YTD
-0.02%
6M
2.61%
1Y
8.51%
3Y*
6.90%
5Y*
3.29%
10Y*

ASBAX

1D
0.10%
1M
-0.93%
YTD
-0.26%
6M
0.79%
1Y
3.11%
3Y*
3.72%
5Y*
1.51%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSDLX vs. ASBAX - Expense Ratio Comparison

TSDLX has a 0.40% expense ratio, which is lower than ASBAX's 0.66% expense ratio.


Return for Risk

TSDLX vs. ASBAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSDLX
TSDLX Risk / Return Rank: 9999
Overall Rank
TSDLX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TSDLX Sortino Ratio Rank: 9999
Sortino Ratio Rank
TSDLX Omega Ratio Rank: 9898
Omega Ratio Rank
TSDLX Calmar Ratio Rank: 9999
Calmar Ratio Rank
TSDLX Martin Ratio Rank: 9999
Martin Ratio Rank

ASBAX
ASBAX Risk / Return Rank: 9292
Overall Rank
ASBAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ASBAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASBAX Omega Ratio Rank: 9292
Omega Ratio Rank
ASBAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
ASBAX Martin Ratio Rank: 9393
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.

TSDLX vs. ASBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Short Duration Income Fund (TSDLX) and American Funds Short-Term Bond Fund of America (ASBAX). 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.


TSDLXASBAXDifference

Sharpe ratio

Return per unit of total volatility

3.85

1.81

+2.04

Sortino ratio

Return per unit of downside risk

8.30

3.19

+5.11

Omega ratio

Gain probability vs. loss probability

2.18

1.44

+0.74

Calmar ratio

Return relative to maximum drawdown

7.19

2.95

+4.24

Martin ratio

Return relative to average drawdown

29.70

11.57

+18.14

TSDLX vs. ASBAX - Sharpe Ratio Comparison

The current TSDLX Sharpe Ratio is 3.85, which is higher than the ASBAX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TSDLX and ASBAX, 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


TSDLXASBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.85

1.81

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.44

0.69

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.96

+0.49

Correlation

The correlation between TSDLX and ASBAX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSDLX vs. ASBAX - Dividend Comparison

TSDLX's dividend yield for the trailing twelve months is around 8.42%, more than ASBAX's 3.50% yield.


TTM20252024202320222021202020192018201720162015
TSDLX
T. Rowe Price Short Duration Income Fund
8.42%8.51%5.44%4.21%1.82%1.69%0.00%0.00%0.00%0.00%0.00%0.00%
ASBAX
American Funds Short-Term Bond Fund of America
3.50%3.87%3.99%2.88%1.02%0.42%2.08%1.66%1.70%1.21%0.83%1.21%

Drawdowns

TSDLX vs. ASBAX - Drawdown Comparison

The maximum TSDLX drawdown since its inception was -7.86%, which is greater than ASBAX's maximum drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for TSDLX and ASBAX.


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Drawdown Indicators


TSDLXASBAXDifference

Max Drawdown

Largest peak-to-trough decline

-7.86%

-6.29%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-1.24%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-7.86%

-6.23%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-6.29%

Current Drawdown

Current decline from peak

-1.15%

-0.93%

-0.22%

Average Drawdown

Average peak-to-trough decline

-1.83%

-0.68%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.32%

-0.02%

Volatility

TSDLX vs. ASBAX - Volatility Comparison

The current volatility for T. Rowe Price Short Duration Income Fund (TSDLX) is 0.52%, while American Funds Short-Term Bond Fund of America (ASBAX) has a volatility of 0.60%. This indicates that TSDLX experiences smaller price fluctuations and is considered to be less risky than ASBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSDLXASBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.60%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

1.22%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.40%

1.93%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

2.20%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.24%

1.81%

+0.43%