TSDLX vs. LQDH

In the year-to-date period, TSDLX achieves a 2.06% return, which is significantly higher than LQDH's 1.33% return.

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TSDLX has a 0.40% expense ratio, which is higher than LQDH's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Short Duration Income Fund (TSDLX) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). 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.

The current TSDLX Sharpe Ratio is 2.83, which is higher than the LQDH Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TSDLX and LQDH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSDLX's dividend yield for the trailing twelve months is around 4.56%, less than LQDH's 6.95% yield.

The maximum TSDLX drawdown since its inception was -7.27%, smaller than the maximum LQDH drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for TSDLX and LQDH.

The current volatility for T. Rowe Price Short Duration Income Fund (TSDLX) is 0.46%, while iShares Interest Rate Hedged Corporate Bond ETF (LQDH) has a volatility of 0.91%. This indicates that TSDLX experiences smaller price fluctuations and is considered to be less risky than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.