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PRAFX vs. PSLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAFX vs. PSLV - Performance Comparison

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

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PRAFX vs. PSLV - 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%
PSLV
Sprott Physical Silver Trust
3.13%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%

Returns By Period

In the year-to-date period, PRAFX achieves a 6.11% return, which is significantly higher than PSLV's 3.13% return. Over the past 10 years, PRAFX has underperformed PSLV with an annualized return of 8.69%, while PSLV has yielded a comparatively higher 14.87% 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%

PSLV

1D
7.49%
1M
-21.04%
YTD
3.13%
6M
55.35%
1Y
110.26%
3Y*
43.00%
5Y*
22.17%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PRAFX vs. PSLV — 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

PSLV
PSLV Risk / Return Rank: 8686
Overall Rank
PSLV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 8181
Sortino Ratio Rank
PSLV Omega Ratio Rank: 8989
Omega Ratio Rank
PSLV Calmar Ratio Rank: 8484
Calmar Ratio Rank
PSLV Martin Ratio Rank: 8787
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. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Real Assets Fund (PRAFX) and Sprott Physical Silver Trust (PSLV). 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.


PRAFXPSLVDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.96

-0.35

Sortino ratio

Return per unit of downside risk

2.08

2.11

-0.04

Omega ratio

Gain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratio

Return relative to maximum drawdown

2.21

2.72

-0.52

Martin ratio

Return relative to average drawdown

8.90

8.74

+0.16

PRAFX vs. PSLV - Sharpe Ratio Comparison

The current PRAFX Sharpe Ratio is 1.61, which is comparable to the PSLV Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PRAFX and PSLV, 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


PRAFXPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.96

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.64

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.49

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.19

+0.15

Correlation

The correlation between PRAFX and PSLV is 0.42, 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

PRAFX vs. PSLV - Dividend Comparison

PRAFX's dividend yield for the trailing twelve months is around 2.77%, while PSLV has not paid dividends to shareholders.


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%
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRAFX vs. PSLV - Drawdown Comparison

The maximum PRAFX drawdown since its inception was -38.05%, smaller than the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for PRAFX and PSLV.


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Drawdown Indicators


PRAFXPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-38.05%

-79.38%

+41.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-40.65%

+27.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-40.65%

+13.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.05%

-42.79%

+4.74%

Current Drawdown

Current decline from peak

-11.30%

-32.92%

+21.62%

Average Drawdown

Average peak-to-trough decline

-8.82%

-58.45%

+49.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

12.66%

-9.39%

Volatility

PRAFX vs. PSLV - Volatility Comparison

The current volatility for T. Rowe Price Real Assets Fund (PRAFX) is 6.30%, while Sprott Physical Silver Trust (PSLV) has a volatility of 19.87%. This indicates that PRAFX experiences smaller price fluctuations and is considered to be less risky than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAFXPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

19.87%

-13.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

56.42%

-43.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

56.50%

-37.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

34.63%

-16.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

30.69%

-12.57%