TSDLX vs. WEFIX
Compare and contrast key facts about T. Rowe Price Short Duration Income Fund (TSDLX) and Weitz Short Duration Income Fund (WEFIX).
TSDLX is managed by T. Rowe Price. It was launched on Dec 7, 2020. WEFIX is managed by Weitz. It was launched on Dec 23, 1988.
Performance
TSDLX vs. WEFIX - Performance Comparison
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TSDLX vs. WEFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TSDLX T. Rowe Price Short Duration Income Fund | -0.02% | 10.34% | 6.30% | 6.07% | -5.69% | 0.77% | 0.10% |
WEFIX Weitz Short Duration Income Fund | 0.14% | 5.64% | 6.12% | 5.90% | -2.72% | 1.04% | 0.16% |
Returns By Period
In the year-to-date period, TSDLX achieves a -0.02% return, which is significantly lower than WEFIX's 0.14% return.
TSDLX
- 1D
- 0.11%
- 1M
- -1.15%
- YTD
- -0.02%
- 6M
- 2.61%
- 1Y
- 8.51%
- 3Y*
- 6.90%
- 5Y*
- 3.29%
- 10Y*
- —
WEFIX
- 1D
- 0.08%
- 1M
- -0.74%
- YTD
- 0.14%
- 6M
- 1.29%
- 1Y
- 4.10%
- 3Y*
- 5.25%
- 5Y*
- 3.03%
- 10Y*
- 2.80%
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TSDLX vs. WEFIX - Expense Ratio Comparison
TSDLX has a 0.40% expense ratio, which is lower than WEFIX's 0.48% expense ratio.
Return for Risk
TSDLX vs. WEFIX — Risk / Return Rank
TSDLX
WEFIX
TSDLX vs. WEFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Short Duration Income Fund (TSDLX) and Weitz Short Duration Income Fund (WEFIX). 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.
| TSDLX | WEFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.85 | 2.59 | +1.26 |
Sortino ratioReturn per unit of downside risk | 8.30 | 5.54 | +2.76 |
Omega ratioGain probability vs. loss probability | 2.18 | 1.77 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 7.19 | 5.11 | +2.08 |
Martin ratioReturn relative to average drawdown | 29.70 | 20.72 | +8.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSDLX | WEFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.85 | 2.59 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | 1.64 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 1.62 | -0.17 |
Correlation
The correlation between TSDLX and WEFIX is 0.75, 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. WEFIX - Dividend Comparison
TSDLX's dividend yield for the trailing twelve months is around 8.42%, more than WEFIX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WEFIX Weitz Short Duration Income Fund | 4.19% | 4.55% | 5.07% | 3.73% | 2.54% | 1.87% | 2.54% | 2.49% | 2.41% | 2.11% | 2.43% | 2.39% |
Drawdowns
TSDLX vs. WEFIX - Drawdown Comparison
The maximum TSDLX drawdown since its inception was -7.86%, which is greater than WEFIX's maximum drawdown of -5.98%. Use the drawdown chart below to compare losses from any high point for TSDLX and WEFIX.
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Drawdown Indicators
| TSDLX | WEFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.86% | -5.98% | -1.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -0.91% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -7.86% | -4.75% | -3.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.98% | — |
Current DrawdownCurrent decline from peak | -1.15% | -0.74% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -0.60% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.22% | +0.08% |
Volatility
TSDLX vs. WEFIX - Volatility Comparison
T. Rowe Price Short Duration Income Fund (TSDLX) has a higher volatility of 0.52% compared to Weitz Short Duration Income Fund (WEFIX) at 0.43%. This indicates that TSDLX's price experiences larger fluctuations and is considered to be riskier than WEFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSDLX | WEFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 0.43% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 1.14% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.40% | 1.79% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.30% | 1.86% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.24% | 1.67% | +0.57% |