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VSBIX vs. PRXCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSBIX vs. PRXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and T. Rowe Price California Tax Free Bond Fund (PRXCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSBIX achieves a 0.69% return, which is significantly lower than PRXCX's 2.12% return. Over the past 10 years, VSBIX has underperformed PRXCX with an annualized return of 1.77%, while PRXCX has yielded a comparatively higher 2.26% annualized return.


VSBIX

1D
0.04%
1M
0.36%
YTD
0.69%
6M
0.81%
1Y
3.44%
3Y*
4.42%
5Y*
1.94%
10Y*
1.77%

PRXCX

1D
0.09%
1M
1.80%
YTD
2.12%
6M
2.85%
1Y
8.95%
3Y*
4.76%
5Y*
1.44%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSBIX vs. PRXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
0.69%5.11%4.37%4.28%-3.87%-0.67%3.11%3.53%1.52%0.40%
PRXCX
T. Rowe Price California Tax Free Bond Fund
2.12%3.99%3.62%7.64%-9.93%2.68%4.39%7.31%0.75%5.54%

Correlation

The correlation between VSBIX and PRXCX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.37

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Return for Risk

VSBIX vs. PRXCX — Risk / Return Rank

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

VSBIX
VSBIX Risk / Return Rank: 9191
Overall Rank
VSBIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VSBIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VSBIX Omega Ratio Rank: 8989
Omega Ratio Rank
VSBIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VSBIX Martin Ratio Rank: 9292
Martin Ratio Rank

PRXCX
PRXCX Risk / Return Rank: 8181
Overall Rank
PRXCX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PRXCX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRXCX Omega Ratio Rank: 9595
Omega Ratio Rank
PRXCX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PRXCX Martin Ratio Rank: 5858
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.

VSBIX vs. PRXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and T. Rowe Price California Tax Free Bond Fund (PRXCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VSBIXPRXCXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.60

1.74

-0.13

Calmar ratioReturn relative to maximum drawdown

4.39

2.97

+1.42

Martin ratioReturn relative to average drawdown

17.75

11.03

+6.72

VSBIX vs. PRXCX - Sharpe Ratio Comparison

The current VSBIX Sharpe Ratio is 2.80, which is comparable to the PRXCX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of VSBIX and PRXCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VSBIX vs. PRXCX - Drawdown Comparison

The maximum VSBIX drawdown since its inception was -5.74%, smaller than the maximum PRXCX drawdown of -21.67%. Use the drawdown chart below to compare losses from any high point for VSBIX and PRXCX.


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Drawdown Indicators


VSBIXPRXCXDifference

Max Drawdown

Largest peak-to-trough decline

-5.74%

-21.67%

+15.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.81%

-3.02%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.81%

-6.68%

+5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-5.74%

-15.41%

+9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-5.74%

-15.41%

+9.67%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.59%

-2.78%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.81%

-0.61%

Volatility

VSBIX vs. PRXCX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) is 0.41%, while T. Rowe Price California Tax Free Bond Fund (PRXCX) has a volatility of 1.01%. This indicates that VSBIX experiences smaller price fluctuations and is considered to be less risky than PRXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSBIXPRXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

1.01%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

2.35%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

1.27%

3.15%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

4.41%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

4.14%

-2.61%

VSBIX vs. PRXCX - Expense Ratio Comparison

VSBIX has a 0.05% expense ratio, which is lower than PRXCX's 0.53% expense ratio.


Dividends

VSBIX vs. PRXCX - Dividend Comparison

VSBIX's dividend yield for the trailing twelve months is around 3.86%, less than PRXCX's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
PRXCX
T. Rowe Price California Tax Free Bond Fund
4.61%4.58%4.10%3.50%2.21%2.82%2.80%2.94%3.11%3.09%3.33%3.42%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
3.86%3.99%4.52%3.31%1.14%0.65%1.74%2.28%1.81%1.11%0.80%0.74%

Frequently Asked Questions


VSBIX and PRXCX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRXCX has higher volatility (1.01%) compared to VSBIX (0.41%). In terms of maximum drawdown, VSBIX dropped -5.74% vs PRXCX's -21.67%.

PRXCX currently has the higher Sharpe Ratio (2.85 vs 2.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VSBIX and PRXCX

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