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BRHYX vs. PRCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRHYX vs. PRCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield K (BRHYX) and T. Rowe Price Credit Opportunities Fund (PRCPX). The values are adjusted to include any dividend payments, if applicable.

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BRHYX vs. PRCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRHYX
BlackRock High Yield K
-1.15%9.44%8.65%13.26%-11.18%5.47%5.98%15.65%-2.67%8.34%
PRCPX
T. Rowe Price Credit Opportunities Fund
0.37%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, BRHYX achieves a -1.15% return, which is significantly lower than PRCPX's 0.37% return. Over the past 10 years, BRHYX has underperformed PRCPX with an annualized return of 6.08%, while PRCPX has yielded a comparatively higher 6.88% annualized return.


BRHYX

1D
0.57%
1M
-1.53%
YTD
-1.15%
6M
0.50%
1Y
7.13%
3Y*
8.60%
5Y*
4.26%
10Y*
6.08%

PRCPX

1D
0.51%
1M
-1.12%
YTD
0.37%
6M
3.54%
1Y
14.12%
3Y*
10.79%
5Y*
5.93%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRHYX vs. PRCPX - Expense Ratio Comparison

BRHYX has a 0.48% expense ratio, which is lower than PRCPX's 0.81% expense ratio.


Return for Risk

BRHYX vs. PRCPX — Risk / Return Rank

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

BRHYX
BRHYX Risk / Return Rank: 9090
Overall Rank
BRHYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BRHYX Sortino Ratio Rank: 9090
Sortino Ratio Rank
BRHYX Omega Ratio Rank: 9090
Omega Ratio Rank
BRHYX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BRHYX Martin Ratio Rank: 9292
Martin Ratio Rank

PRCPX
PRCPX Risk / Return Rank: 9898
Overall Rank
PRCPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRCPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
PRCPX Omega Ratio Rank: 9898
Omega Ratio Rank
PRCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PRCPX Martin Ratio Rank: 9898
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.

BRHYX vs. PRCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) 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.


BRHYXPRCPXDifference

Sharpe ratio

Return per unit of total volatility

1.83

3.49

-1.66

Sortino ratio

Return per unit of downside risk

2.61

5.55

-2.94

Omega ratio

Gain probability vs. loss probability

1.41

1.93

-0.52

Calmar ratio

Return relative to maximum drawdown

2.38

4.86

-2.49

Martin ratio

Return relative to average drawdown

10.96

22.46

-11.51

BRHYX vs. PRCPX - Sharpe Ratio Comparison

The current BRHYX Sharpe Ratio is 1.83, which is lower than the PRCPX Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of BRHYX and PRCPX, 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


BRHYXPRCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

3.49

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.24

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

1.27

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.88

+0.33

Correlation

The correlation between BRHYX and PRCPX is 0.83, 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

BRHYX vs. PRCPX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 6.71%, less than PRCPX's 12.83% yield.


TTM20252024202320222021202020192018201720162015
BRHYX
BlackRock High Yield K
6.71%7.14%7.56%6.20%4.98%4.80%5.22%5.82%6.48%5.92%6.03%6.42%
PRCPX
T. Rowe Price Credit Opportunities Fund
12.83%12.19%7.03%7.88%4.89%5.11%5.36%5.18%5.72%4.95%5.88%7.58%

Drawdowns

BRHYX vs. PRCPX - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.77%, which is greater than PRCPX's maximum drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for BRHYX and PRCPX.


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Drawdown Indicators


BRHYXPRCPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-23.07%

-11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-3.03%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-14.34%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-23.07%

-0.13%

Current Drawdown

Current decline from peak

-1.71%

-1.24%

-0.47%

Average Drawdown

Average peak-to-trough decline

-2.75%

-3.16%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.66%

+0.05%

Volatility

BRHYX vs. PRCPX - Volatility Comparison

BlackRock High Yield K (BRHYX) has a higher volatility of 1.45% compared to T. Rowe Price Credit Opportunities Fund (PRCPX) at 1.24%. This indicates that BRHYX'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


BRHYXPRCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.24%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

2.48%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

4.12%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

4.79%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

5.45%

+0.48%