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PAFRX vs. FFRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAFRX vs. FFRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Floating Rate Fund (PAFRX) and Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX). The values are adjusted to include any dividend payments, if applicable.

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PAFRX vs. FFRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAFRX
T. Rowe Price Floating Rate Fund
-1.03%6.37%7.89%10.68%-2.11%4.38%1.53%8.32%-0.29%3.27%
FFRAX
Fidelity Advisor Floating Rate High Income Fund Class A
-0.66%5.28%6.83%11.35%-1.77%4.83%1.38%8.19%-0.09%3.52%

Returns By Period

In the year-to-date period, PAFRX achieves a -1.03% return, which is significantly lower than FFRAX's -0.66% return. Both investments have delivered pretty close results over the past 10 years, with PAFRX having a 4.41% annualized return and FFRAX not far ahead at 4.62%.


PAFRX

1D
0.11%
1M
0.22%
YTD
-1.03%
6M
0.53%
1Y
4.76%
3Y*
6.82%
5Y*
4.84%
10Y*
4.41%

FFRAX

1D
0.11%
1M
0.34%
YTD
-0.66%
6M
0.65%
1Y
4.50%
3Y*
6.53%
5Y*
4.76%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAFRX vs. FFRAX - Expense Ratio Comparison

PAFRX has a 0.97% expense ratio, which is lower than FFRAX's 0.98% expense ratio.


Return for Risk

PAFRX vs. FFRAX — Risk / Return Rank

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

PAFRX
PAFRX Risk / Return Rank: 8989
Overall Rank
PAFRX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PAFRX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PAFRX Omega Ratio Rank: 9696
Omega Ratio Rank
PAFRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PAFRX Martin Ratio Rank: 8686
Martin Ratio Rank

FFRAX
FFRAX Risk / Return Rank: 7777
Overall Rank
FFRAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FFRAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FFRAX Omega Ratio Rank: 9292
Omega Ratio Rank
FFRAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFRAX Martin Ratio Rank: 8080
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.

PAFRX vs. FFRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Floating Rate Fund (PAFRX) and Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX). 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.


PAFRXFFRAXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.33

+0.43

Sortino ratio

Return per unit of downside risk

2.90

1.85

+1.05

Omega ratio

Gain probability vs. loss probability

1.55

1.44

+0.12

Calmar ratio

Return relative to maximum drawdown

2.36

1.69

+0.67

Martin ratio

Return relative to average drawdown

9.51

8.19

+1.32

PAFRX vs. FFRAX - Sharpe Ratio Comparison

The current PAFRX Sharpe Ratio is 1.76, which is higher than the FFRAX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of PAFRX and FFRAX, 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


PAFRXFFRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.33

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.85

1.69

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

1.12

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

1.15

+0.06

Correlation

The correlation between PAFRX and FFRAX is 0.67, 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

PAFRX vs. FFRAX - Dividend Comparison

PAFRX's dividend yield for the trailing twelve months is around 6.28%, less than FFRAX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
PAFRX
T. Rowe Price Floating Rate Fund
6.28%6.81%7.34%6.87%3.85%3.66%3.79%4.62%4.64%3.83%3.87%3.96%
FFRAX
Fidelity Advisor Floating Rate High Income Fund Class A
6.48%7.12%6.69%7.24%3.57%2.47%3.56%4.86%4.42%3.77%4.14%3.42%

Drawdowns

PAFRX vs. FFRAX - Drawdown Comparison

The maximum PAFRX drawdown since its inception was -19.95%, smaller than the maximum FFRAX drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for PAFRX and FFRAX.


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Drawdown Indicators


PAFRXFFRAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.95%

-22.21%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-2.73%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-6.03%

-6.02%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-19.95%

-22.21%

+2.26%

Current Drawdown

Current decline from peak

-1.14%

-0.77%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.71%

-1.03%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.58%

-0.04%

Volatility

PAFRX vs. FFRAX - Volatility Comparison

T. Rowe Price Floating Rate Fund (PAFRX) has a higher volatility of 0.71% compared to Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX) at 0.67%. This indicates that PAFRX's price experiences larger fluctuations and is considered to be riskier than FFRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAFRXFFRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

0.67%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

1.70%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

3.33%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.63%

2.84%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.78%

4.12%

-0.34%