Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSBZX (T. Rowe Price QM U.S. Bond Index Fund Z Class) | 2.33% | 3.33% | 2.08% | NA | NA | NA | NA | -1.17% |
Data as of 07/11/2025, AR inception is 10/08/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSBZX (T. Rowe Price QM U.S. Bond Index Fund Z Class) | 10/08/2020 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 3.33 | 2.08 | NA | NA | NA | NA | -1.17 | 2.33 | 1.85 | 5.74 | -13.41 | -1.31 | 1.30 |
| Sharpe Ratio | NA | 0.03 | -0.19 | NA | NA | NA | NA | -0.52 | 0.28 | -0.32 | 0.29 | -1.94 | -0.39 | 2.25 |
| Standard Deviation(%) | NA | 5.23 | 6.61 | NA | NA | NA | NA | 6.02 | 5.20 | 5.61 | 7.37 | 7.68 | 3.42 | 2.54 |
| Draw Down(%) | NA | 4.83 | 10.27 | NA | NA | NA | NA | 18.31 | 2.67 | 4.28 | 7.45 | 17.22 | 3.53 | 0.68 |
| Yield(%) | 0.00 | 3.70 | 3.57 | 2.80 | 1.40 | 0.93 | 0.70 | 3.50 | 1.48 | 4.27 | 3.79 | 2.54 | 2.01 | 1.81 |
Data as of 07/11/2025, AR inception is 10/08/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSBZX (T. Rowe Price QM U.S. Bond Index Fund Z Class) |
-4.41%
Nov 2020 - Nov 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSBZX (T. Rowe Price QM U.S. Bond Index Fund Z Class) |
2.36%
Jun 2022 - Jun 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart