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IDMIX vs. PRPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDMIX vs. PRPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP Dolan McEniry Corporate Bond Fund (IDMIX) and T. Rowe Price Corporate Income Fund (PRPIX). The values are adjusted to include any dividend payments, if applicable.

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IDMIX vs. PRPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IDMIX
iMGP Dolan McEniry Corporate Bond Fund
-1.63%7.58%2.41%5.96%-9.71%-1.54%5.52%11.26%-0.17%
PRPIX
T. Rowe Price Corporate Income Fund
-0.95%11.87%3.20%8.81%-17.71%-0.76%7.87%15.77%1.58%

Returns By Period

In the year-to-date period, IDMIX achieves a -1.63% return, which is significantly lower than PRPIX's -0.95% return.


IDMIX

1D
0.30%
1M
-1.98%
YTD
-1.63%
6M
-0.10%
1Y
4.13%
3Y*
4.19%
5Y*
0.74%
10Y*

PRPIX

1D
0.50%
1M
-2.80%
YTD
-0.95%
6M
1.06%
1Y
8.14%
3Y*
6.22%
5Y*
1.16%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDMIX vs. PRPIX - Expense Ratio Comparison

IDMIX has a 0.70% expense ratio, which is higher than PRPIX's 0.56% expense ratio.


Return for Risk

IDMIX vs. PRPIX — Risk / Return Rank

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

IDMIX
IDMIX Risk / Return Rank: 8080
Overall Rank
IDMIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDMIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDMIX Omega Ratio Rank: 7474
Omega Ratio Rank
IDMIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDMIX Martin Ratio Rank: 8282
Martin Ratio Rank

PRPIX
PRPIX Risk / Return Rank: 8888
Overall Rank
PRPIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PRPIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRPIX Omega Ratio Rank: 8383
Omega Ratio Rank
PRPIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PRPIX Martin Ratio Rank: 8686
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.

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.


IDMIXPRPIXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.83

-0.36

Sortino ratio

Return per unit of downside risk

2.14

2.64

-0.50

Omega ratio

Gain probability vs. loss probability

1.28

1.33

-0.06

Calmar ratio

Return relative to maximum drawdown

2.03

2.54

-0.51

Martin ratio

Return relative to average drawdown

8.22

9.06

-0.84

IDMIX vs. PRPIX - Sharpe Ratio Comparison

The current IDMIX Sharpe Ratio is 1.47, which is comparable to the PRPIX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IDMIX and PRPIX, 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


IDMIXPRPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.83

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.18

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.87

-0.27

Correlation

The correlation between IDMIX and PRPIX is 0.81, 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

IDMIX vs. PRPIX - Dividend Comparison

IDMIX's dividend yield for the trailing twelve months is around 3.89%, less than PRPIX's 8.71% yield.


TTM20252024202320222021202020192018201720162015
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
8.71%8.26%5.18%4.13%2.42%5.61%3.82%5.47%3.47%3.95%3.20%4.23%

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


IDMIXPRPIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.19%

-24.24%

+10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-3.59%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.19%

-24.24%

+10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-24.24%

Current Drawdown

Current decline from peak

-2.08%

-2.80%

+0.72%

Average Drawdown

Average peak-to-trough decline

-3.83%

-3.21%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

1.01%

-0.42%

Volatility

IDMIX vs. PRPIX - Volatility Comparison

The current volatility for iMGP Dolan McEniry Corporate Bond Fund (IDMIX) is 1.13%, while T. Rowe Price Corporate Income Fund (PRPIX) has a volatility of 1.72%. 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


IDMIXPRPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.72%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

2.92%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

4.78%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.81%

6.57%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

6.01%

-1.92%