TLDUX Performance — T. Rowe Price U.S. Limited Duration TIPS Index Fund, I Class
Data updated: 2026-08-12
TLDUX returned +1.85% year to date and +4.31% over one year to May 2026. Annualised returns are +4.97% over 3 years and +2.55% over 5 years. The fund beat its Short-Term Government Bond category average: $100 invested three years ago grew to $116, against $115 for the category, and to $104 over one year, against $104. Volatility over the past three years was 2.01% a year. In the 12 months to May 2026 the fund took in a net $656.5M, and assets reached $2.68B.
TLDUX Growth of $100
What $100 invested in T. Rowe Price U.S. Limited Duration TIPS Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Short-Term Government Bond category average over the same months.
| Period | TLDUX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $104 | $104 |
| 3 years (Jun 2023 – May 2026) | $116 | $115 |
| 5 years (Jun 2021 – May 2026) | $113 | $111 |
| Since data start (Nov 2020 – May 2026) | $119 | $113 |
TLDUX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.85% |
| 1 year | +4.31% |
| 3 years (annualised) | +4.97% |
| 5 years (annualised) | +2.55% |
TLDUX Annual Returns
Calendar-year total returns of T. Rowe Price U.S. Limited Duration TIPS Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +1.85% |
| 2025 | +6.41% |
| 2024 | +4.33% |
| 2023 | +3.29% |
| 2022 | −4.90% |
| 2021 | +5.03% |
| 2020 (Nov–Dec) | +1.60% |
TLDUX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.6% | +0.3% | −0.1% | +1.0% | 0.0% | — | — | — | — | — | — | — |
| 2025 | +1.1% | +1.4% | +1.0% | +0.8% | −0.4% | +0.5% | +0.4% | +1.4% | −0.2% | +0.1% | +0.2% | 0.0% |
| 2024 | +0.5% | −0.4% | +0.5% | −0.2% | +1.1% | +0.5% | +1.1% | +0.6% | +1.1% | −0.7% | +0.4% | −0.3% |
| 2023 | +0.9% | −0.8% | +1.7% | +0.2% | −1.1% | −0.4% | +0.4% | 0.0% | −0.3% | +0.3% | +1.1% | +1.3% |
| 2022 | −0.8% | +1.1% | −1.1% | −0.3% | +0.1% | −1.5% | +1.7% | −1.8% | −3.6% | +0.9% | +0.6% | −0.3% |
| 2021 | +0.7% | 0.0% | +0.5% | +1.0% | +0.7% | −0.1% | +1.4% | 0.0% | 0.0% | +0.6% | −0.1% | +0.3% |
| 2020 | — | — | — | — | — | — | — | — | — | — | +0.5% | +1.1% |
TLDUX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 2.01%
- 3-year Sharpe ratio: 0.24 (vs 4.5% risk-free rate)
- Best month: +1.43% (Aug 2025)
- Worst month: −0.68% (Oct 2024)
TLDUX Fund Flows
Monthly money in and out of T. Rowe Price U.S. Limited Duration TIPS Index Fund, from SEC Form N-PORT.
- 12-month net flow: $656.5M
- 12-month gross sales (incl. reinvestments): $1.0B
- Sales ÷ redemptions: 2.87×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $77.9M | $15.8M | $62.2M |
| Apr 2026 | $158.5M | $13.9M | $144.6M |
| Mar 2026 | $29.5M | $11.7M | $17.8M |
| Feb 2026 | $74.9M | $16.3M | $58.6M |
| Jan 2026 | $155.1M | $64.0M | $91.1M |
| Dec 2025 | $125.0M | $51.0M | $74.0M |
| Nov 2025 | $22.3M | $17.7M | $4.7M |
| Oct 2025 | $127.7M | $11.6M | $116.1M |
| Sep 2025 | $20.1M | $19.0M | $1.1M |
| Aug 2025 | $46.1M | $61.4M | −$15.3M |
| Jul 2025 | $121.8M | $55.1M | $66.6M |
| Jun 2025 | $47.9M | $12.9M | $35.0M |
TLDUX Assets Under Management
Net assets of T. Rowe Price U.S. Limited Duration TIPS Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $2.68B |
| 2026-02-28 | $2.44B |
| 2025-11-30 | $2.20B |
| 2025-08-31 | $2.15B |
| 2025-05-31 | $2.03B |
| 2025-02-28 | $1.89B |
| 2024-11-30 | $1.79B |
| 2024-08-31 | $1.81B |
| 2024-05-31 | $1.84B |
| 2024-02-29 | $1.73B |
| 2023-11-30 | $1.61B |
| 2023-08-31 | $1.59B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.