PortfoliosLab logo
PRAFX vs. TRREX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRAFX and TRREX is 0.60, 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.


Performance

PRAFX vs. TRREX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

PRAFX:

0.25

TRREX:

0.27

Sortino Ratio

PRAFX:

0.38

TRREX:

0.54

Omega Ratio

PRAFX:

1.05

TRREX:

1.07

Calmar Ratio

PRAFX:

0.19

TRREX:

0.10

Martin Ratio

PRAFX:

0.64

TRREX:

0.62

Ulcer Index

PRAFX:

5.10%

TRREX:

9.82%

Daily Std Dev

PRAFX:

16.86%

TRREX:

19.48%

Max Drawdown

PRAFX:

-38.05%

TRREX:

-75.74%

Current Drawdown

PRAFX:

-4.18%

TRREX:

-56.97%

Returns By Period

In the year-to-date period, PRAFX achieves a 6.40% return, which is significantly higher than TRREX's 0.56% return. Over the past 10 years, PRAFX has outperformed TRREX with an annualized return of 5.02%, while TRREX has yielded a comparatively lower -5.82% annualized return.


PRAFX

YTD

6.40%

1M

2.54%

6M

-2.39%

1Y

4.18%

3Y*

1.50%

5Y*

9.74%

10Y*

5.02%

TRREX

YTD

0.56%

1M

0.79%

6M

-12.38%

1Y

5.26%

3Y*

-10.84%

5Y*

-8.17%

10Y*

-5.82%

*Annualized

Compare stocks, funds, or ETFs

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


T. Rowe Price Real Assets Fund

T. Rowe Price Real Estate Fund

PRAFX vs. TRREX - Expense Ratio Comparison

PRAFX has a 0.92% expense ratio, which is higher than TRREX's 0.77% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRAFX vs. TRREX — Risk-Adjusted Performance Rank

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

PRAFX
The Risk-Adjusted Performance Rank of PRAFX is 2121
Overall Rank
The Sharpe Ratio Rank of PRAFX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of PRAFX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PRAFX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PRAFX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PRAFX is 2222
Martin Ratio Rank

TRREX
The Risk-Adjusted Performance Rank of TRREX is 2222
Overall Rank
The Sharpe Ratio Rank of TRREX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TRREX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of TRREX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of TRREX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of TRREX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRAFX vs. TRREX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Real Assets Fund (PRAFX) and T. Rowe Price Real Estate Fund (TRREX). 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.


The current PRAFX Sharpe Ratio is 0.25, which is comparable to the TRREX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of PRAFX and TRREX, 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 data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PRAFX vs. TRREX - Dividend Comparison

PRAFX's dividend yield for the trailing twelve months is around 1.46%, less than TRREX's 9.29% yield.


TTM20242023202220212020201920182017201620152014
PRAFX
T. Rowe Price Real Assets Fund
1.46%1.56%1.52%1.38%1.83%1.37%2.64%2.58%1.45%1.96%1.88%1.57%
TRREX
T. Rowe Price Real Estate Fund
9.29%9.44%11.63%25.53%15.42%41.93%17.63%5.73%3.62%2.28%2.26%2.23%

Drawdowns

PRAFX vs. TRREX - Drawdown Comparison

The maximum PRAFX drawdown since its inception was -38.05%, smaller than the maximum TRREX drawdown of -75.74%. Use the drawdown chart below to compare losses from any high point for PRAFX and TRREX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRAFX vs. TRREX - Volatility Comparison

The current volatility for T. Rowe Price Real Assets Fund (PRAFX) is 2.94%, while T. Rowe Price Real Estate Fund (TRREX) has a volatility of 4.83%. This indicates that PRAFX experiences smaller price fluctuations and is considered to be less risky than TRREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...