PortfoliosLab logoPortfoliosLab logo
NPHIX vs. PRFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NPHIX vs. PRFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century High Income Fund (NPHIX) and T. Rowe Price Floating Rate Fund (PRFRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NPHIX vs. PRFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPHIX
American Century High Income Fund
-1.52%8.86%6.92%12.05%-12.59%6.12%8.03%12.70%-1.98%7.02%
PRFRX
T. Rowe Price Floating Rate Fund
-0.06%13.09%8.80%13.78%-1.95%4.60%1.75%8.46%-0.08%3.48%

Returns By Period

In the year-to-date period, NPHIX achieves a -1.52% return, which is significantly lower than PRFRX's -0.06% return. Both investments have delivered pretty close results over the past 10 years, with NPHIX having a 5.67% annualized return and PRFRX not far behind at 5.66%.


NPHIX

1D
0.23%
1M
-2.28%
YTD
-1.52%
6M
-0.09%
1Y
6.16%
3Y*
7.27%
5Y*
3.26%
10Y*
5.67%

PRFRX

1D
0.00%
1M
-0.11%
YTD
-0.06%
6M
3.35%
1Y
11.72%
3Y*
10.22%
5Y*
7.18%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NPHIX vs. PRFRX - Expense Ratio Comparison

NPHIX has a 0.58% expense ratio, which is lower than PRFRX's 0.75% expense ratio.


Return for Risk

NPHIX vs. PRFRX — Risk / Return Rank

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

NPHIX
NPHIX Risk / Return Rank: 8787
Overall Rank
NPHIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NPHIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
NPHIX Omega Ratio Rank: 8989
Omega Ratio Rank
NPHIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
NPHIX Martin Ratio Rank: 8585
Martin Ratio Rank

PRFRX
PRFRX Risk / Return Rank: 9999
Overall Rank
PRFRX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRFRX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PRFRX Omega Ratio Rank: 9999
Omega Ratio Rank
PRFRX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PRFRX Martin Ratio Rank: 9999
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.

NPHIX vs. PRFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century High Income Fund (NPHIX) 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.


NPHIXPRFRXDifference

Sharpe ratio

Return per unit of total volatility

1.74

3.66

-1.92

Sortino ratio

Return per unit of downside risk

2.49

7.34

-4.84

Omega ratio

Gain probability vs. loss probability

1.40

2.39

-0.99

Calmar ratio

Return relative to maximum drawdown

2.03

5.81

-3.78

Martin ratio

Return relative to average drawdown

8.74

28.10

-19.36

NPHIX vs. PRFRX - Sharpe Ratio Comparison

The current NPHIX Sharpe Ratio is 1.74, which is lower than the PRFRX Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of NPHIX and PRFRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NPHIXPRFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

3.66

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

2.48

-1.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

1.45

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.43

-0.46

Correlation

The correlation between NPHIX and PRFRX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NPHIX vs. PRFRX - Dividend Comparison

NPHIX's dividend yield for the trailing twelve months is around 6.32%, less than PRFRX's 12.94% yield.


TTM20252024202320222021202020192018201720162015
NPHIX
American Century High Income Fund
6.32%6.69%6.07%4.81%4.95%5.77%5.35%5.54%6.24%5.87%5.72%7.44%
PRFRX
T. Rowe Price Floating Rate Fund
12.94%12.91%8.17%9.57%4.03%3.86%4.00%4.84%4.87%4.04%4.07%4.07%

Drawdowns

NPHIX vs. PRFRX - Drawdown Comparison

The maximum NPHIX drawdown since its inception was -21.67%, which is greater than PRFRX's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for NPHIX and PRFRX.


Loading graphics...

Drawdown Indicators


NPHIXPRFRXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-20.05%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-2.07%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-5.94%

-10.40%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-20.05%

-1.62%

Current Drawdown

Current decline from peak

-2.30%

-0.64%

-1.66%

Average Drawdown

Average peak-to-trough decline

-2.55%

-0.69%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.43%

+0.30%

Volatility

NPHIX vs. PRFRX - Volatility Comparison

American Century High Income Fund (NPHIX) has a higher volatility of 1.18% compared to T. Rowe Price Floating Rate Fund (PRFRX) at 0.74%. This indicates that NPHIX'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.


Loading graphics...

Volatility by Period


NPHIXPRFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

0.74%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

2.18%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

3.34%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

2.91%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

3.92%

+1.72%