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MABDX vs. PRCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MABDX vs. PRCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America Bond Fund (MABDX) and T. Rowe Price New Income Fund (PRCIX). The values are adjusted to include any dividend payments, if applicable.

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MABDX vs. PRCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MABDX
Mutual of America Bond Fund
-0.39%7.58%0.53%4.08%-12.96%-2.98%914.19%
PRCIX
T. Rowe Price New Income Fund
-0.24%10.79%1.31%5.31%-14.87%-0.54%5.55%

Returns By Period

In the year-to-date period, MABDX achieves a -0.39% return, which is significantly lower than PRCIX's -0.24% return.


MABDX

1D
0.49%
1M
-1.83%
YTD
-0.39%
6M
0.86%
1Y
4.27%
3Y*
3.02%
5Y*
-0.31%
10Y*

PRCIX

1D
0.51%
1M
-2.46%
YTD
-0.24%
6M
2.00%
1Y
7.55%
3Y*
4.38%
5Y*
0.50%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MABDX vs. PRCIX - Expense Ratio Comparison

MABDX has a 0.43% expense ratio, which is lower than PRCIX's 0.44% expense ratio.


Return for Risk

MABDX vs. PRCIX — Risk / Return Rank

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

MABDX
MABDX Risk / Return Rank: 6464
Overall Rank
MABDX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MABDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MABDX Omega Ratio Rank: 4545
Omega Ratio Rank
MABDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
MABDX Martin Ratio Rank: 6868
Martin Ratio Rank

PRCIX
PRCIX Risk / Return Rank: 8989
Overall Rank
PRCIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PRCIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRCIX Omega Ratio Rank: 8282
Omega Ratio Rank
PRCIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PRCIX Martin Ratio Rank: 8989
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.

MABDX vs. PRCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Bond Fund (MABDX) and T. Rowe Price New Income Fund (PRCIX). 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.


MABDXPRCIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.80

-0.67

Sortino ratio

Return per unit of downside risk

1.62

2.67

-1.05

Omega ratio

Gain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratio

Return relative to maximum drawdown

2.03

2.96

-0.93

Martin ratio

Return relative to average drawdown

6.43

9.93

-3.50

MABDX vs. PRCIX - Sharpe Ratio Comparison

The current MABDX Sharpe Ratio is 1.14, which is lower than the PRCIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of MABDX and PRCIX, 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


MABDXPRCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.80

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.08

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.79

-0.65

Correlation

The correlation between MABDX and PRCIX is 0.82, 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

MABDX vs. PRCIX - Dividend Comparison

MABDX's dividend yield for the trailing twelve months is around 4.12%, less than PRCIX's 8.24% yield.


TTM20252024202320222021202020192018201720162015
MABDX
Mutual of America Bond Fund
4.12%4.10%3.26%2.42%1.66%1.77%0.00%0.00%0.00%0.00%0.00%0.00%
PRCIX
T. Rowe Price New Income Fund
8.24%7.79%4.48%4.37%1.80%2.65%3.33%2.88%3.03%2.66%2.56%2.55%

Drawdowns

MABDX vs. PRCIX - Drawdown Comparison

The maximum MABDX drawdown since its inception was -23.20%, roughly equal to the maximum PRCIX drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for MABDX and PRCIX.


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Drawdown Indicators


MABDXPRCIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-22.34%

-0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-2.96%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-19.65%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-19.65%

Current Drawdown

Current decline from peak

-10.01%

-2.46%

-7.55%

Average Drawdown

Average peak-to-trough decline

-12.06%

-4.43%

-7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.88%

-0.04%

Volatility

MABDX vs. PRCIX - Volatility Comparison

The current volatility for Mutual of America Bond Fund (MABDX) is 1.35%, while T. Rowe Price New Income Fund (PRCIX) has a volatility of 1.67%. This indicates that MABDX experiences smaller price fluctuations and is considered to be less risky than PRCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MABDXPRCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.67%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.81%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

4.58%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

5.93%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

381.49%

4.93%

+376.56%