GECC vs. PRFRX
GECC (Great Elm Capital Corp.) is a stock, while PRFRX (T. Rowe Price Floating Rate Fund - Investor Class) is High Yield Bonds fund managed by T. Rowe Price. Over the past 5 years, GECC returned -10.14%/yr vs 9.04%/yr for PRFRX. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
GECC vs. PRFRX - Performance Comparison
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Returns By Period
In the year-to-date period, GECC achieves a -16.25% return, which is significantly lower than PRFRX's 1.84% return.
GECC
- 1D
- -0.96%
- 1M
- -3.20%
- 6M
- -15.84%
- YTD
- -16.25%
- 1Y
- -41.62%
- 3Y*
- 0.76%
- 5Y*
- -10.14%
- 10Y*
- —
- ALL TIME*
- -10.09%
PRFRX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.93%
- YTD
- 1.84%
- 1Y
- 4.74%
- 3Y*
- 11.42%
- 5Y*
- 9.04%
- 10Y*
- 6.39%
- ALL TIME*
- 5.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $265.65K | $254.93K | $519.79K | |
| $0.00 | $0.00 | $0.00 |
GECC vs. PRFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GECC Great Elm Capital Corp. | -16.25% | -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 - Investor Class | 1.84% | 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 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer 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 - Investor Class (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 | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -5.68 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.63 | -0.82 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.02 | -3.80 |
| Martin ratioReturn relative to average drawdown | -1.12 | 10.89 | -12.01 |
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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 | -68.56% | -0.22% | -68.34% |
Average DrawdownAverage peak-to-trough decline | -40.77% | -0.68% | -40.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.17% | 0.42% | +36.75% |
Volatility
GECC vs. PRFRX - Volatility Comparison
Great Elm Capital Corp. (GECC) has a higher volatility of 5.55% compared to T. Rowe Price Floating Rate Fund - Investor Class (PRFRX) at 0.30%. 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 | 5.55% | 0.30% | +5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 29.16% | 1.78% | +27.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.61% | 2.44% | +38.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.69% | 3.15% | +27.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.87% | 4.00% | +32.87% |
Dividends
GECC vs. PRFRX - Dividend Comparison
GECC's dividend yield for the trailing twelve months is around 29.55%, more than PRFRX's 6.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GECC Great Elm Capital Corp. | 29.55% | 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 - Investor Class | 6.76% | 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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GECC has higher volatility (5.55%) compared to PRFRX (0.30%). In terms of maximum drawdown, GECC dropped -74.01% vs PRFRX's -20.05%.
PRFRX currently has the higher Sharpe Ratio (1.92 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.
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