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AVIGX vs. PRCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVIGX vs. PRCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Core Fixed Income Fund (AVIGX) and T. Rowe Price New Income Fund (PRCIX). The values are adjusted to include any dividend payments, if applicable.

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AVIGX vs. PRCIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVIGX
Avantis Core Fixed Income Fund
-0.93%8.04%2.07%5.13%-13.62%0.99%
PRCIX
T. Rowe Price New Income Fund
-0.24%10.79%1.31%5.31%-14.87%1.74%

Returns By Period

In the year-to-date period, AVIGX achieves a -0.93% return, which is significantly lower than PRCIX's -0.24% return.


AVIGX

1D
0.48%
1M
-2.56%
YTD
-0.93%
6M
0.28%
1Y
4.18%
3Y*
3.62%
5Y*
0.16%
10Y*

PRCIX

1D
0.51%
1M
-2.46%
YTD
-0.24%
6M
2.00%
1Y
7.55%
3Y*
4.38%
5Y*
0.50%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVIGX vs. PRCIX - Expense Ratio Comparison

AVIGX has a 0.15% expense ratio, which is lower than PRCIX's 0.44% expense ratio.


Return for Risk

AVIGX vs. PRCIX — Risk / Return Rank

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

AVIGX
AVIGX Risk / Return Rank: 5656
Overall Rank
AVIGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AVIGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
AVIGX Omega Ratio Rank: 3939
Omega Ratio Rank
AVIGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AVIGX Martin Ratio Rank: 5858
Martin Ratio Rank

PRCIX
PRCIX Risk / Return Rank: 8989
Overall Rank
PRCIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PRCIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRCIX Omega Ratio Rank: 8282
Omega Ratio Rank
PRCIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PRCIX Martin Ratio Rank: 8989
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.

AVIGX vs. PRCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income Fund (AVIGX) and T. Rowe Price New Income Fund (PRCIX). 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.


AVIGXPRCIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.80

-0.76

Sortino ratio

Return per unit of downside risk

1.49

2.67

-1.18

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.14

Calmar ratio

Return relative to maximum drawdown

1.76

2.96

-1.20

Martin ratio

Return relative to average drawdown

5.61

9.93

-4.32

AVIGX vs. PRCIX - Sharpe Ratio Comparison

The current AVIGX Sharpe Ratio is 1.04, which is lower than the PRCIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of AVIGX and PRCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVIGXPRCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.80

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.08

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.79

-0.78

Correlation

The correlation between AVIGX and PRCIX is 0.95, 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

AVIGX vs. PRCIX - Dividend Comparison

AVIGX's dividend yield for the trailing twelve months is around 4.13%, less than PRCIX's 8.24% yield.


TTM20252024202320222021202020192018201720162015
AVIGX
Avantis Core Fixed Income Fund
4.13%4.45%4.97%2.92%3.01%0.79%0.00%0.00%0.00%0.00%0.00%0.00%
PRCIX
T. Rowe Price New Income Fund
8.24%7.79%4.48%4.37%1.80%2.65%3.33%2.88%3.03%2.66%2.56%2.55%

Drawdowns

AVIGX vs. PRCIX - Drawdown Comparison

The maximum AVIGX drawdown since its inception was -19.39%, smaller than the maximum PRCIX drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for AVIGX and PRCIX.


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Drawdown Indicators


AVIGXPRCIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.39%

-22.34%

+2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-2.96%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.39%

-19.65%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-19.65%

Current Drawdown

Current decline from peak

-2.78%

-2.46%

-0.32%

Average Drawdown

Average peak-to-trough decline

-8.56%

-4.43%

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.88%

+0.07%

Volatility

AVIGX vs. PRCIX - Volatility Comparison

Avantis Core Fixed Income Fund (AVIGX) and T. Rowe Price New Income Fund (PRCIX) have volatilities of 1.73% and 1.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIGXPRCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.67%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.81%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

4.58%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.15%

5.93%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.13%

4.93%

+1.20%