GECC vs. PRFRX
GECC (Great Elm Capital Corp.) is a stock, while PRFRX (T. Rowe Price Floating Rate Fund) is High Yield Bonds fund managed by T. Rowe Price. Over the past 5 years, GECC returned -9.47%/yr vs 9.09%/yr for PRFRX. At a 0.09 correlation, their price movements are largely independent.
Performance
GECC vs. PRFRX - Performance Comparison
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Returns By Period
In the year-to-date period, GECC achieves a -13.65% return, which is significantly lower than PRFRX's 2.06% return.
GECC
- 1D
- 0.95%
- 1M
- -6.71%
- 6M
- -14.56%
- YTD
- -13.65%
- 1Y
- -39.72%
- 3Y*
- 3.61%
- 5Y*
- -9.47%
- 10Y*
- —
PRFRX
- 1D
- 0.11%
- 1M
- 0.67%
- 6M
- 1.95%
- YTD
- 2.06%
- 1Y
- 5.38%
- 3Y*
- 12.05%
- 5Y*
- 9.09%
- 10Y*
- 6.48%
GECC vs. PRFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GECC Great Elm Capital Corp. | -13.65% | -25.44% | 18.85% | 50.81% | -47.39% | -4.46% | -36.93% | 12.30% | -11.10% | -7.41% |
PRFRX T. Rowe Price Floating Rate Fund | 2.06% | 7.78% | 16.63% | 20.66% | -1.95% | 4.60% | 1.75% | 8.46% | -0.08% | 3.48% |
Correlation
The correlation between GECC and PRFRX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2016 | 0.09 |
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Return for Risk
GECC vs. PRFRX — Risk / Return Rank
GECC
PRFRX
GECC vs. PRFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great Elm Capital Corp. (GECC) and T. Rowe Price Floating Rate Fund (PRFRX). 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.
| GECC | PRFRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -6.43 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.77 | -0.95 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 3.60 | -4.34 |
| Martin ratioReturn relative to average drawdown | -1.12 | 12.92 | -14.04 |
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Drawdowns
GECC vs. PRFRX - Drawdown Comparison
The maximum GECC drawdown since its inception was -74.01%, which is greater than PRFRX's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for GECC and PRFRX.
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Drawdown Indicators
| GECC | PRFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.01% | -20.05% | -53.96% |
Max Drawdown (1Y)Largest decline over 1 year | -53.97% | -1.50% | -52.47% |
Max Drawdown (3Y)Largest decline over 3 years | -53.97% | -2.07% | -51.90% |
Max Drawdown (5Y)Largest decline over 5 years | -56.35% | -5.94% | -50.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.05% | — |
Current DrawdownCurrent decline from peak | -67.58% | 0.00% | -67.58% |
Average DrawdownAverage peak-to-trough decline | -40.62% | -0.68% | -39.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.64% | 0.42% | +35.22% |
Volatility
GECC vs. PRFRX - Volatility Comparison
Great Elm Capital Corp. (GECC) has a higher volatility of 6.84% compared to T. Rowe Price Floating Rate Fund (PRFRX) at 0.57%. This indicates that GECC's price experiences larger fluctuations and is considered to be riskier than PRFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GECC | PRFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 0.57% | +6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 30.05% | 1.78% | +28.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.50% | 2.43% | +38.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.66% | 3.15% | +27.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.95% | 4.01% | +32.94% |
Dividends
GECC vs. PRFRX - Dividend Comparison
GECC's dividend yield for the trailing twelve months is around 28.66%, more than PRFRX's 7.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GECC Great Elm Capital Corp. | 28.66% | 21.01% | 13.19% | 14.09% | 23.52% | 12.99% | 31.60% | 13.44% | 12.69% | 10.12% | 1.42% | 0.00% |
PRFRX T. Rowe Price Floating Rate Fund | 7.36% | 8.11% | 15.09% | 15.33% | 4.03% | 3.86% | 4.00% | 4.84% | 4.87% | 4.04% | 4.07% | 4.07% |
Frequently Asked Questions
GECC and PRFRX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GECC has higher volatility (6.84%) compared to PRFRX (0.57%). In terms of maximum drawdown, GECC dropped -74.01% vs PRFRX's -20.05%.
PRFRX currently has the higher Sharpe Ratio (2.22 vs -0.99), 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.
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