PortfoliosLab logoPortfoliosLab logo
PRCFX vs. FBALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCFX vs. FBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Capital Appreciation and Income Fund (PRCFX) and Fidelity Balanced Fund (FBALX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRCFX vs. FBALX - Yearly Performance Comparison


2026 (YTD)202520242023
PRCFX
T. Rowe Price Capital Appreciation and Income Fund
-3.76%11.26%8.76%3.10%
FBALX
Fidelity Balanced Fund
-3.70%15.11%16.09%4.11%

Returns By Period

The year-to-date returns for both investments are quite close, with PRCFX having a -3.76% return and FBALX slightly higher at -3.70%.


PRCFX

1D
0.14%
1M
-4.26%
YTD
-3.76%
6M
-2.05%
1Y
6.94%
3Y*
5Y*
10Y*

FBALX

1D
-0.16%
1M
-5.81%
YTD
-3.70%
6M
-0.91%
1Y
13.97%
3Y*
12.91%
5Y*
7.44%
10Y*
10.51%
*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.


PRCFX vs. FBALX - Expense Ratio Comparison

PRCFX has a 0.65% expense ratio, which is higher than FBALX's 0.51% expense ratio.


Return for Risk

PRCFX vs. FBALX — Risk / Return Rank

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

PRCFX
PRCFX Risk / Return Rank: 5858
Overall Rank
PRCFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PRCFX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PRCFX Omega Ratio Rank: 5656
Omega Ratio Rank
PRCFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
PRCFX Martin Ratio Rank: 6565
Martin Ratio Rank

FBALX
FBALX Risk / Return Rank: 7373
Overall Rank
FBALX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FBALX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FBALX Omega Ratio Rank: 7373
Omega Ratio Rank
FBALX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FBALX Martin Ratio Rank: 7878
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.

PRCFX vs. FBALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation and Income Fund (PRCFX) and Fidelity Balanced Fund (FBALX). 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.


PRCFXFBALXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.22

-0.23

Sortino ratio

Return per unit of downside risk

1.50

1.78

-0.28

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

1.34

1.61

-0.27

Martin ratio

Return relative to average drawdown

6.16

7.56

-1.40

PRCFX vs. FBALX - Sharpe Ratio Comparison

The current PRCFX Sharpe Ratio is 0.99, which is comparable to the FBALX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of PRCFX and FBALX, 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


PRCFXFBALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.22

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.78

+0.49

Correlation

The correlation between PRCFX and FBALX is 0.89, 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

PRCFX vs. FBALX - Dividend Comparison

PRCFX's dividend yield for the trailing twelve months is around 3.32%, less than FBALX's 5.90% yield.


TTM20252024202320222021202020192018201720162015
PRCFX
T. Rowe Price Capital Appreciation and Income Fund
3.32%2.94%3.08%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBALX
Fidelity Balanced Fund
5.90%5.69%5.67%2.28%8.06%9.66%5.90%4.24%10.99%7.90%3.07%7.70%

Drawdowns

PRCFX vs. FBALX - Drawdown Comparison

The maximum PRCFX drawdown since its inception was -6.57%, smaller than the maximum FBALX drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for PRCFX and FBALX.


Loading graphics...

Drawdown Indicators


PRCFXFBALXDifference

Max Drawdown

Largest peak-to-trough decline

-6.57%

-43.57%

+37.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.07%

-8.14%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

Max Drawdown (10Y)

Largest decline over 10 years

-26.68%

Current Drawdown

Current decline from peak

-4.36%

-6.47%

+2.11%

Average Drawdown

Average peak-to-trough decline

-0.70%

-4.39%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.74%

-0.64%

Volatility

PRCFX vs. FBALX - Volatility Comparison

The current volatility for T. Rowe Price Capital Appreciation and Income Fund (PRCFX) is 2.16%, while Fidelity Balanced Fund (FBALX) has a volatility of 3.50%. This indicates that PRCFX experiences smaller price fluctuations and is considered to be less risky than FBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRCFXFBALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

3.50%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.76%

6.47%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

7.41%

11.80%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

12.15%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

12.73%

-6.24%