FYAIX vs. PRCPX
FYAIX (Access Flex High Yield ProFund) and PRCPX (T. Rowe Price Credit Opportunities Fund) are both High Yield Bonds funds. Over the past 10 years, FYAIX returned 2.28%/yr vs 7.18%/yr for PRCPX. A 0.52 correlation means they provide meaningful diversification when combined. FYAIX charges 1.78%/yr vs 0.81%/yr for PRCPX.
Performance
FYAIX vs. PRCPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FYAIX achieves a 1.05% return, which is significantly lower than PRCPX's 2.46% return. Over the past 10 years, FYAIX has underperformed PRCPX with an annualized return of 2.28%, while PRCPX has yielded a comparatively higher 7.18% annualized return.
FYAIX
- 1D
- -0.06%
- 1M
- 0.06%
- 6M
- 0.60%
- YTD
- 1.05%
- 1Y
- 4.07%
- 3Y*
- 4.23%
- 5Y*
- 1.12%
- 10Y*
- 2.28%
PRCPX
- 1D
- -0.13%
- 1M
- 0.33%
- 6M
- 2.21%
- YTD
- 2.46%
- 1Y
- 6.53%
- 3Y*
- 12.99%
- 5Y*
- 7.36%
- 10Y*
- 7.18%
FYAIX vs. PRCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FYAIX Access Flex High Yield ProFund | 1.05% | 6.61% | 2.04% | 7.18% | -9.58% | 0.40% | 0.04% | 12.17% | -0.62% | 4.26% |
PRCPX T. Rowe Price Credit Opportunities Fund | 2.46% | 10.78% | 14.01% | 20.68% | -10.50% | 6.36% | 5.55% | 13.77% | -1.44% | 6.80% |
Correlation
The correlation between FYAIX and PRCPX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 1, 2014 | 0.52 |
The correlation between FYAIX and PRCPX has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FYAIX vs. PRCPX — Risk / Return Rank
FYAIX
PRCPX
FYAIX vs. PRCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Access Flex High Yield ProFund (FYAIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FYAIX | PRCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.16 | -1.56 |
| Martin ratioReturn relative to average drawdown | 6.87 | 14.57 | -7.69 |
Loading charts...
Drawdowns
FYAIX vs. PRCPX - Drawdown Comparison
The maximum FYAIX drawdown since its inception was -25.01%, which is greater than PRCPX's maximum drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for FYAIX and PRCPX.
Loading charts...
Drawdown Indicators
| FYAIX | PRCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.01% | -23.07% | -1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.46% | -1.99% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -7.58% | -3.29% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -14.34% | -2.67% |
Max Drawdown (10Y)Largest decline over 10 years | -17.01% | -23.07% | +6.06% |
Current DrawdownCurrent decline from peak | -0.22% | -0.25% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -2.98% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 0.43% | +0.14% |
Volatility
FYAIX vs. PRCPX - Volatility Comparison
Access Flex High Yield ProFund (FYAIX) and T. Rowe Price Credit Opportunities Fund (PRCPX) have volatilities of 0.94% and 0.95%, 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.
Loading charts...
Volatility by Period
| FYAIX | PRCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.95% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 2.45% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 3.17% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.23% | 4.97% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.43% | 5.48% | +1.95% |
FYAIX vs. PRCPX - Expense Ratio Comparison
FYAIX has a 1.78% expense ratio, which is higher than PRCPX's 0.81% expense ratio.
Dividends
FYAIX vs. PRCPX - Dividend Comparison
FYAIX's dividend yield for the trailing twelve months is around 2.16%, less than PRCPX's 7.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYAIX Access Flex High Yield ProFund | 2.16% | 2.29% | 4.08% | 1.07% | 2.80% | 2.89% | 2.69% | 4.85% | 2.10% | 3.45% | 2.18% | 9.12% |
PRCPX T. Rowe Price Credit Opportunities Fund | 7.50% | 8.65% | 12.91% | 12.59% | 4.89% | 5.11% | 5.36% | 5.18% | 5.72% | 4.95% | 5.88% | 7.58% |
Frequently Asked Questions
FYAIX and PRCPX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRCPX has higher volatility (0.95%) compared to FYAIX (0.94%). In terms of maximum drawdown, FYAIX dropped -25.01% vs PRCPX's -23.07%.
PRCPX currently has the higher Sharpe Ratio (1.99 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FYAIX and PRCPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer