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PRAFX vs. FSRRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAFX vs. FSRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Real Assets Fund (PRAFX) and Fidelity Strategic Real Return Fund (FSRRX). The values are adjusted to include any dividend payments, if applicable.

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PRAFX vs. FSRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRAFX
T. Rowe Price Real Assets Fund
6.11%29.51%0.32%6.65%-10.24%25.74%7.02%19.62%-11.55%10.48%
FSRRX
Fidelity Strategic Real Return Fund
5.76%10.45%5.84%4.59%-3.34%15.84%3.74%10.48%-3.99%3.00%

Returns By Period

In the year-to-date period, PRAFX achieves a 6.11% return, which is significantly higher than FSRRX's 5.76% return. Over the past 10 years, PRAFX has outperformed FSRRX with an annualized return of 8.69%, while FSRRX has yielded a comparatively lower 5.75% annualized return.


PRAFX

1D
-0.27%
1M
-11.01%
YTD
6.11%
6M
11.49%
1Y
30.02%
3Y*
12.80%
5Y*
8.96%
10Y*
8.69%

FSRRX

1D
0.21%
1M
-0.53%
YTD
5.76%
6M
8.09%
1Y
13.17%
3Y*
8.68%
5Y*
6.94%
10Y*
5.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRAFX vs. FSRRX - Expense Ratio Comparison

PRAFX has a 0.92% expense ratio, which is higher than FSRRX's 0.70% expense ratio.


Return for Risk

PRAFX vs. FSRRX — Risk / Return Rank

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

PRAFX
PRAFX Risk / Return Rank: 8484
Overall Rank
PRAFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PRAFX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRAFX Omega Ratio Rank: 8181
Omega Ratio Rank
PRAFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRAFX Martin Ratio Rank: 8585
Martin Ratio Rank

FSRRX
FSRRX Risk / Return Rank: 9292
Overall Rank
FSRRX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FSRRX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSRRX Omega Ratio Rank: 9393
Omega Ratio Rank
FSRRX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSRRX Martin Ratio Rank: 9494
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.

PRAFX vs. FSRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Real Assets Fund (PRAFX) and Fidelity Strategic Real Return Fund (FSRRX). 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.


PRAFXFSRRXDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.14

-0.52

Sortino ratio

Return per unit of downside risk

2.08

2.77

-0.69

Omega ratio

Gain probability vs. loss probability

1.32

1.45

-0.13

Calmar ratio

Return relative to maximum drawdown

2.21

2.32

-0.11

Martin ratio

Return relative to average drawdown

8.90

12.34

-3.45

PRAFX vs. FSRRX - Sharpe Ratio Comparison

The current PRAFX Sharpe Ratio is 1.61, which is comparable to the FSRRX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of PRAFX and FSRRX, 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


PRAFXFSRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.14

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.01

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.86

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.58

-0.24

Correlation

The correlation between PRAFX and FSRRX is 0.78, 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

PRAFX vs. FSRRX - Dividend Comparison

PRAFX's dividend yield for the trailing twelve months is around 2.77%, less than FSRRX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
PRAFX
T. Rowe Price Real Assets Fund
2.77%2.94%1.56%1.52%1.38%1.83%1.37%2.64%2.58%1.45%1.96%1.88%
FSRRX
Fidelity Strategic Real Return Fund
4.43%4.68%4.82%5.29%7.31%5.35%2.25%3.05%9.39%1.57%2.34%1.75%

Drawdowns

PRAFX vs. FSRRX - Drawdown Comparison

The maximum PRAFX drawdown since its inception was -38.05%, which is greater than FSRRX's maximum drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for PRAFX and FSRRX.


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Drawdown Indicators


PRAFXFSRRXDifference

Max Drawdown

Largest peak-to-trough decline

-38.05%

-33.42%

-4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-5.80%

-7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-12.78%

-13.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.05%

-19.93%

-18.12%

Current Drawdown

Current decline from peak

-11.30%

-0.74%

-10.56%

Average Drawdown

Average peak-to-trough decline

-8.82%

-4.25%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

1.09%

+2.18%

Volatility

PRAFX vs. FSRRX - Volatility Comparison

T. Rowe Price Real Assets Fund (PRAFX) has a higher volatility of 6.30% compared to Fidelity Strategic Real Return Fund (FSRRX) at 1.68%. This indicates that PRAFX's price experiences larger fluctuations and is considered to be riskier than FSRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAFXFSRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

1.68%

+4.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

3.87%

+9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

6.32%

+12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

6.91%

+10.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

6.73%

+11.39%