IDMIX vs. PRPIX
IDMIX (iMGP Dolan McEniry Corporate Bond Fund) and PRPIX (T. Rowe Price Corporate Income Fund) are both Corporate Bonds funds. Over the past 5 years, IDMIX returned 0.62%/yr vs 1.00%/yr for PRPIX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. IDMIX charges 0.70%/yr vs 0.56%/yr for PRPIX.
Performance
IDMIX vs. PRPIX - Performance Comparison
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Returns By Period
In the year-to-date period, IDMIX achieves a -0.45% return, which is significantly higher than PRPIX's -1.08% return.
IDMIX
- 1D
- 0.00%
- 1M
- -0.81%
- 6M
- -0.52%
- YTD
- -0.45%
- 1Y
- 2.25%
- 3Y*
- 4.28%
- 5Y*
- 0.62%
- 10Y*
- —
- ALL TIME*
- 2.50%
PRPIX
- 1D
- 0.13%
- 1M
- -1.87%
- 6M
- -1.11%
- YTD
- -1.08%
- 1Y
- 1.62%
- 3Y*
- 6.94%
- 5Y*
- 1.00%
- 10Y*
- 2.82%
- ALL TIME*
- 4.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IDMIX vs. PRPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IDMIX iMGP Dolan McEniry Corporate Bond Fund | -0.45% | 7.58% | 2.41% | 5.96% | -9.71% | -1.54% | 5.52% | 11.26% | -0.17% |
PRPIX T. Rowe Price Corporate Income Fund | -1.08% | 9.21% | 6.49% | 12.72% | -17.71% | -0.76% | 7.87% | 15.77% | 1.35% |
Correlation
The correlation between IDMIX and PRPIX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2018 | 0.80 |
The correlation between IDMIX and PRPIX has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
IDMIX vs. PRPIX — Risk / Return Rank
IDMIX
PRPIX
IDMIX vs. PRPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP Dolan McEniry Corporate Bond Fund (IDMIX) and T. Rowe Price Corporate Income Fund (PRPIX). 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.
| IDMIX | PRPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.10 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.73 | +0.56 |
| Martin ratioReturn relative to average drawdown | 4.63 | 2.32 | +2.31 |
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Drawdowns
IDMIX vs. PRPIX - Drawdown Comparison
The maximum IDMIX drawdown since its inception was -14.19%, smaller than the maximum PRPIX drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for IDMIX and PRPIX.
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Drawdown Indicators
| IDMIX | PRPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.19% | -24.24% | +10.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.38% | -3.29% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -3.54% | -4.93% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -14.13% | -24.24% | +10.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.24% | — |
Current DrawdownCurrent decline from peak | -0.91% | -2.48% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -2.86% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 1.03% | -0.37% |
Volatility
IDMIX vs. PRPIX - Volatility Comparison
The current volatility for iMGP Dolan McEniry Corporate Bond Fund (IDMIX) is 0.63%, while T. Rowe Price Corporate Income Fund (PRPIX) has a volatility of 1.16%. This indicates that IDMIX experiences smaller price fluctuations and is considered to be less risky than PRPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDMIX | PRPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 1.16% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 3.32% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.79% | 4.24% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.88% | 6.65% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 6.05% | -2.00% |
IDMIX vs. PRPIX - Expense Ratio Comparison
IDMIX has a 0.70% expense ratio, which is higher than PRPIX's 0.56% expense ratio.
Dividends
IDMIX vs. PRPIX - Dividend Comparison
IDMIX's dividend yield for the trailing twelve months is around 3.89%, less than PRPIX's 4.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDMIX iMGP Dolan McEniry Corporate Bond Fund | 3.89% | 4.53% | 2.90% | 2.42% | 0.51% | 1.25% | 2.43% | 2.96% | 0.94% | 0.00% | 0.00% | 0.00% |
PRPIX T. Rowe Price Corporate Income Fund | 4.75% | 5.87% | 8.35% | 7.54% | 2.42% | 5.61% | 3.82% | 5.47% | 3.47% | 3.95% | 3.20% | 4.23% |
Frequently Asked Questions
IDMIX and PRPIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRPIX has higher volatility (1.16%) compared to IDMIX (0.63%). In terms of maximum drawdown, IDMIX dropped -14.19% vs PRPIX's -24.24%.
IDMIX currently has the higher Sharpe Ratio (1.10 vs 0.56), 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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