BGH vs. PRCPX
Compare and contrast key facts about Barings Global Short Duration High Yield Fund (BGH) and T. Rowe Price Credit Opportunities Fund (PRCPX).
BGH is an actively managed fund by Barings. It was launched on Oct 26, 2012. PRCPX is a passively managed fund by T. Rowe Price that tracks the performance of the Bloomberg US High-Yield 2% Issuer Capped Bond Index. It was launched on Apr 29, 2014.
Performance
BGH vs. PRCPX - Performance Comparison
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BGH vs. PRCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGH Barings Global Short Duration High Yield Fund | -6.68% | 8.56% | 27.22% | 18.18% | -19.89% | 24.10% | -4.54% | 21.53% | -8.65% | 10.49% |
PRCPX T. Rowe Price Credit Opportunities Fund | -0.13% | 14.80% | 7.46% | 14.90% | -10.50% | 6.36% | 5.55% | 13.77% | -1.44% | 6.80% |
Returns By Period
In the year-to-date period, BGH achieves a -6.68% return, which is significantly lower than PRCPX's -0.13% return. Over the past 10 years, BGH has outperformed PRCPX with an annualized return of 8.23%, while PRCPX has yielded a comparatively lower 6.83% annualized return.
BGH
- 1D
- 3.56%
- 1M
- -3.56%
- YTD
- -6.68%
- 6M
- -7.16%
- 1Y
- 1.07%
- 3Y*
- 13.50%
- 5Y*
- 6.82%
- 10Y*
- 8.23%
PRCPX
- 1D
- 0.13%
- 1M
- -1.62%
- YTD
- -0.13%
- 6M
- 3.02%
- 1Y
- 13.68%
- 3Y*
- 10.60%
- 5Y*
- 5.87%
- 10Y*
- 6.83%
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BGH vs. PRCPX - Expense Ratio Comparison
BGH has a 3.95% expense ratio, which is higher than PRCPX's 0.81% expense ratio.
Return for Risk
BGH vs. PRCPX — Risk / Return Rank
BGH
PRCPX
BGH vs. PRCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Global Short Duration High Yield Fund (BGH) and T. Rowe Price Credit Opportunities Fund (PRCPX). 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.
| BGH | PRCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 3.47 | -3.40 |
Sortino ratioReturn per unit of downside risk | 0.19 | 5.52 | -5.33 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.93 | -0.90 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 4.53 | -4.49 |
Martin ratioReturn relative to average drawdown | 0.10 | 21.08 | -20.98 |
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
| BGH | PRCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 3.47 | -3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.23 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 1.26 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.88 | -0.48 |
Correlation
The correlation between BGH and PRCPX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BGH vs. PRCPX - Dividend Comparison
BGH's dividend yield for the trailing twelve months is around 12.51%, less than PRCPX's 12.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGH Barings Global Short Duration High Yield Fund | 12.51% | 11.38% | 9.72% | 10.66% | 9.99% | 7.31% | 9.10% | 10.14% | 12.11% | 9.50% | 9.61% | 13.31% |
PRCPX T. Rowe Price Credit Opportunities Fund | 12.89% | 12.19% | 7.03% | 7.88% | 4.89% | 5.11% | 5.36% | 5.18% | 5.72% | 4.95% | 5.88% | 7.58% |
Drawdowns
BGH vs. PRCPX - Drawdown Comparison
The maximum BGH drawdown since its inception was -48.73%, which is greater than PRCPX's maximum drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for BGH and PRCPX.
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Drawdown Indicators
| BGH | PRCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -23.07% | -25.66% |
Max Drawdown (1Y)Largest decline over 1 year | -16.90% | -3.03% | -13.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -14.34% | -12.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -23.07% | -25.66% |
Current DrawdownCurrent decline from peak | -13.94% | -1.74% | -12.20% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -3.16% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 0.65% | +6.33% |
Volatility
BGH vs. PRCPX - Volatility Comparison
Barings Global Short Duration High Yield Fund (BGH) has a higher volatility of 5.55% compared to T. Rowe Price Credit Opportunities Fund (PRCPX) at 1.10%. This indicates that BGH's price experiences larger fluctuations and is considered to be riskier than PRCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGH | PRCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 1.10% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 2.52% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 4.11% | +11.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 4.79% | +8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 5.45% | +10.48% |