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PRCIX vs. BFMCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRCIX vs. BFMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Income Fund (PRCIX) and BlackRock Core Bond Portfolio (BFMCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRCIX achieves a 0.13% return, which is significantly lower than BFMCX's 0.31% return. Both investments have delivered pretty close results over the past 10 years, with PRCIX having a 1.62% annualized return and BFMCX not far behind at 1.56%.


PRCIX

1D
0.00%
1M
0.49%
YTD
0.13%
6M
0.64%
1Y
6.75%
3Y*
4.69%
5Y*
0.25%
10Y*
1.62%

BFMCX

1D
0.00%
1M
0.59%
YTD
0.31%
6M
0.31%
1Y
5.43%
3Y*
3.53%
5Y*
-0.26%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRCIX vs. BFMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRCIX
T. Rowe Price New Income Fund
0.13%8.74%2.50%5.31%-14.87%-0.54%5.77%9.28%-0.62%4.01%
BFMCX
BlackRock Core Bond Portfolio
0.31%7.43%0.66%5.32%-14.35%-1.52%8.32%9.85%-0.28%3.16%

Correlation

The correlation between PRCIX and BFMCX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1993

0.89

The correlation between PRCIX and BFMCX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

PRCIX vs. BFMCX — Risk / Return Rank

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

PRCIX
PRCIX Risk / Return Rank: 3434
Overall Rank
PRCIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PRCIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
PRCIX Omega Ratio Rank: 3434
Omega Ratio Rank
PRCIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
PRCIX Martin Ratio Rank: 2929
Martin Ratio Rank

BFMCX
BFMCX Risk / Return Rank: 2121
Overall Rank
BFMCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BFMCX Sortino Ratio Rank: 2222
Sortino Ratio Rank
BFMCX Omega Ratio Rank: 2121
Omega Ratio Rank
BFMCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
BFMCX Martin Ratio Rank: 1818
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.

PRCIX vs. BFMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Income Fund (PRCIX) and BlackRock Core Bond Portfolio (BFMCX). 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.


PRCIXBFMCXDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratioReturn relative to maximum drawdown

2.25

1.68

+0.57

Martin ratioReturn relative to average drawdown

6.80

4.92

+1.88

PRCIX vs. BFMCX - Sharpe Ratio Comparison

The current PRCIX Sharpe Ratio is 1.69, which is comparable to the BFMCX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PRCIX and BFMCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRCIXBFMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.34

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.04

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.31

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.87

-0.09

Drawdowns

PRCIX vs. BFMCX - Drawdown Comparison

The maximum PRCIX drawdown since its inception was -22.34%, which is greater than BFMCX's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for PRCIX and BFMCX.


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Drawdown Indicators


PRCIXBFMCXDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-19.49%

-2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-3.25%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-6.00%

-6.76%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

-19.32%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-19.65%

-19.49%

-0.16%

Current Drawdown

Current decline from peak

-1.42%

-3.64%

+2.22%

Average Drawdown

Average peak-to-trough decline

-4.40%

-2.73%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.11%

-0.11%

Volatility

PRCIX vs. BFMCX - Volatility Comparison

T. Rowe Price New Income Fund (PRCIX) and BlackRock Core Bond Portfolio (BFMCX) have volatilities of 1.48% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRCIXBFMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.42%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

3.05%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

4.07%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

6.14%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

5.05%

-0.10%

PRCIX vs. BFMCX - Expense Ratio Comparison

Both PRCIX and BFMCX have an expense ratio of 0.44%.


Dividends

PRCIX vs. BFMCX - Dividend Comparison

PRCIX's dividend yield for the trailing twelve months is around 5.95%, more than BFMCX's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
BFMCX
BlackRock Core Bond Portfolio
4.36%4.10%3.86%3.21%1.86%2.11%5.78%2.86%3.02%2.69%2.41%2.57%
PRCIX
T. Rowe Price New Income Fund
5.95%5.94%5.65%4.37%1.80%2.65%3.33%2.88%3.03%2.66%2.56%2.55%

Frequently Asked Questions


With a correlation of 0.90, PRCIX and BFMCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PRCIX has higher volatility (1.48%) compared to BFMCX (1.42%). In terms of maximum drawdown, PRCIX dropped -22.34% vs BFMCX's -19.49%.

PRCIX currently has the higher Sharpe Ratio (1.69 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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