VT vs. RPIDX
VT (Vanguard Total World Stock ETF) and RPIDX (T. Rowe Price Dynamic Credit Fund) are both funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while RPIDX is a Nontraditional Bonds fund managed by T. Rowe Price. Over the past 5 years, VT returned 10.54%/yr vs 4.43%/yr for RPIDX. At a correlation of -0.03, they often move in opposite directions. VT charges 0.06%/yr vs 0.63%/yr for RPIDX.
Performance
VT vs. RPIDX - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 9.77% return, which is significantly higher than RPIDX's 0.51% return.
VT
- 1D
- 0.52%
- 1M
- -0.45%
- YTD
- 9.77%
- 6M
- 10.59%
- 1Y
- 25.47%
- 3Y*
- 19.82%
- 5Y*
- 10.54%
- 10Y*
- 12.61%
RPIDX
- 1D
- 0.23%
- 1M
- -0.05%
- YTD
- 0.51%
- 6M
- 1.56%
- 1Y
- 7.39%
- 3Y*
- 7.87%
- 5Y*
- 4.43%
- 10Y*
- —
VT vs. RPIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 9.77% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 22.60% |
RPIDX T. Rowe Price Dynamic Credit Fund | 0.51% | 9.74% | 9.92% | 4.72% | -0.76% | 6.21% | 2.71% | 6.87% |
Correlation
The correlation between VT and RPIDX is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2019 | -0.03 |
The correlation between VT and RPIDX shifts across timeframes, from -0.12 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VT vs. RPIDX — Risk / Return Rank
VT
RPIDX
VT vs. RPIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and T. Rowe Price Dynamic Credit Fund (RPIDX). 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.
| VT | RPIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 5.62 | -2.98 |
| Martin ratioReturn relative to average drawdown | 11.68 | 14.72 | -3.04 |
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
| VT | RPIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.26 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.16 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.12 | -0.69 |
Drawdowns
VT vs. RPIDX - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than RPIDX's maximum drawdown of -19.95%. Use the drawdown chart below to compare losses from any high point for VT and RPIDX.
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Drawdown Indicators
| VT | RPIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -19.95% | -30.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -1.34% | -8.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -3.17% | -13.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -7.31% | -19.07% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | — | — |
Current DrawdownCurrent decline from peak | -3.06% | -0.51% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -1.87% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 0.51% | +1.68% |
Volatility
VT vs. RPIDX - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 4.55% compared to T. Rowe Price Dynamic Credit Fund (RPIDX) at 0.70%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than RPIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VT | RPIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 0.70% | +3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 2.57% | +8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 3.34% | +9.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 3.83% | +12.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 4.79% | +12.47% |
VT vs. RPIDX - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than RPIDX's 0.63% expense ratio.
Dividends
VT vs. RPIDX - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.63%, less than RPIDX's 9.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPIDX T. Rowe Price Dynamic Credit Fund | 9.89% | 9.91% | 9.20% | 6.64% | 7.97% | 5.34% | 7.14% | 4.41% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.63% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
VT and RPIDX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (4.55%) compared to RPIDX (0.70%). In terms of maximum drawdown, VT dropped -50.27% vs RPIDX's -19.95%.
RPIDX currently has the higher Sharpe Ratio (2.26 vs 1.96), 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.
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