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

Performance

PRCFX vs. INPFX - 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 American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRCFX vs. INPFX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PRCFX achieves a -3.76% return, which is significantly lower than INPFX's -1.32% return.


PRCFX

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

INPFX

1D
0.07%
1M
-5.13%
YTD
-1.32%
6M
0.78%
1Y
9.95%
3Y*
9.75%
5Y*
5.98%
10Y*
6.84%
*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. INPFX - Expense Ratio Comparison

PRCFX has a 0.65% expense ratio, which is lower than INPFX's 0.66% expense ratio.


Return for Risk

PRCFX vs. INPFX — 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

INPFX
INPFX Risk / Return Rank: 7474
Overall Rank
INPFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
INPFX Sortino Ratio Rank: 7676
Sortino Ratio Rank
INPFX Omega Ratio Rank: 7575
Omega Ratio Rank
INPFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
INPFX Martin Ratio Rank: 7373
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. INPFX - 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 American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX). 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.


PRCFXINPFXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.36

-0.37

Sortino ratio

Return per unit of downside risk

1.50

1.89

-0.39

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

1.34

1.55

-0.21

Martin ratio

Return relative to average drawdown

6.16

6.91

-0.75

PRCFX vs. INPFX - Sharpe Ratio Comparison

The current PRCFX Sharpe Ratio is 0.99, which is comparable to the INPFX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PRCFX and INPFX, 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


PRCFXINPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.36

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.88

+0.39

Correlation

The correlation between PRCFX and INPFX is 0.86, 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. INPFX - Dividend Comparison

PRCFX's dividend yield for the trailing twelve months is around 3.32%, less than INPFX's 5.61% 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%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
5.61%5.61%5.15%4.76%4.84%4.38%5.54%4.53%4.79%3.25%3.53%3.85%

Drawdowns

PRCFX vs. INPFX - Drawdown Comparison

The maximum PRCFX drawdown since its inception was -6.57%, smaller than the maximum INPFX drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for PRCFX and INPFX.


Loading graphics...

Drawdown Indicators


PRCFXINPFXDifference

Max Drawdown

Largest peak-to-trough decline

-6.57%

-21.31%

+14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.07%

-6.25%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

Current Drawdown

Current decline from peak

-4.36%

-5.13%

+0.77%

Average Drawdown

Average peak-to-trough decline

-0.70%

-2.32%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.40%

-0.30%

Volatility

PRCFX vs. INPFX - Volatility Comparison

The current volatility for T. Rowe Price Capital Appreciation and Income Fund (PRCFX) is 2.16%, while American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) has a volatility of 2.46%. This indicates that PRCFX experiences smaller price fluctuations and is considered to be less risky than INPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRCFXINPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

2.46%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.76%

4.38%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

7.41%

7.55%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

7.48%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

8.34%

-1.85%