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PRCPX vs. BGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCPX vs. BGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Credit Opportunities Fund (PRCPX) and Blackstone GSO Strategic Credit Closed Fund (BGB). The values are adjusted to include any dividend payments, if applicable.

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PRCPX vs. BGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRCPX
T. Rowe Price Credit Opportunities Fund
0.37%14.80%7.46%14.90%-10.50%6.36%5.55%13.77%-1.44%6.80%
BGB
Blackstone GSO Strategic Credit Closed Fund
-3.79%4.80%18.69%19.50%-16.06%15.41%-4.69%17.07%-5.21%10.09%

Returns By Period

In the year-to-date period, PRCPX achieves a 0.37% return, which is significantly higher than BGB's -3.79% return. Both investments have delivered pretty close results over the past 10 years, with PRCPX having a 6.88% annualized return and BGB not far ahead at 6.96%.


PRCPX

1D
0.51%
1M
-1.12%
YTD
0.37%
6M
3.54%
1Y
14.12%
3Y*
10.79%
5Y*
5.93%
10Y*
6.88%

BGB

1D
0.27%
1M
0.07%
YTD
-3.79%
6M
-4.23%
1Y
0.85%
3Y*
11.53%
5Y*
5.04%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRCPX vs. BGB - Expense Ratio Comparison

PRCPX has a 0.81% expense ratio, which is lower than BGB's 2.36% expense ratio.


Return for Risk

PRCPX vs. BGB — Risk / Return Rank

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

PRCPX
PRCPX Risk / Return Rank: 9898
Overall Rank
PRCPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRCPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
PRCPX Omega Ratio Rank: 9898
Omega Ratio Rank
PRCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PRCPX Martin Ratio Rank: 9898
Martin Ratio Rank

BGB
BGB Risk / Return Rank: 55
Overall Rank
BGB Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BGB Sortino Ratio Rank: 55
Sortino Ratio Rank
BGB Omega Ratio Rank: 55
Omega Ratio Rank
BGB Calmar Ratio Rank: 66
Calmar Ratio Rank
BGB Martin Ratio Rank: 55
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.

PRCPX vs. BGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Credit Opportunities Fund (PRCPX) and Blackstone GSO Strategic Credit Closed Fund (BGB). 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.


PRCPXBGBDifference

Sharpe ratio

Return per unit of total volatility

3.49

0.07

+3.42

Sortino ratio

Return per unit of downside risk

5.55

0.18

+5.37

Omega ratio

Gain probability vs. loss probability

1.93

1.03

+0.90

Calmar ratio

Return relative to maximum drawdown

4.86

0.06

+4.80

Martin ratio

Return relative to average drawdown

22.46

0.15

+22.31

PRCPX vs. BGB - Sharpe Ratio Comparison

The current PRCPX Sharpe Ratio is 3.49, which is higher than the BGB Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PRCPX and BGB, 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


PRCPXBGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.49

0.07

+3.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.46

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

0.43

+0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.28

+0.60

Correlation

The correlation between PRCPX and BGB is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRCPX vs. BGB - Dividend Comparison

PRCPX's dividend yield for the trailing twelve months is around 12.83%, more than BGB's 8.85% yield.


TTM20252024202320222021202020192018201720162015
PRCPX
T. Rowe Price Credit Opportunities Fund
12.83%12.19%7.03%7.88%4.89%5.11%5.36%5.18%5.72%4.95%5.88%7.58%
BGB
Blackstone GSO Strategic Credit Closed Fund
8.85%8.58%9.26%10.69%7.35%6.63%8.77%9.30%11.18%7.35%8.76%9.42%

Drawdowns

PRCPX vs. BGB - Drawdown Comparison

The maximum PRCPX drawdown since its inception was -23.07%, smaller than the maximum BGB drawdown of -44.87%. Use the drawdown chart below to compare losses from any high point for PRCPX and BGB.


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Drawdown Indicators


PRCPXBGBDifference

Max Drawdown

Largest peak-to-trough decline

-23.07%

-44.87%

+21.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-10.03%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

-21.23%

+6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-23.07%

-44.87%

+21.80%

Current Drawdown

Current decline from peak

-1.24%

-7.07%

+5.83%

Average Drawdown

Average peak-to-trough decline

-3.16%

-5.99%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

3.91%

-3.25%

Volatility

PRCPX vs. BGB - Volatility Comparison

The current volatility for T. Rowe Price Credit Opportunities Fund (PRCPX) is 1.24%, while Blackstone GSO Strategic Credit Closed Fund (BGB) has a volatility of 3.84%. This indicates that PRCPX experiences smaller price fluctuations and is considered to be less risky than BGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRCPXBGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

3.84%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

5.82%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

12.45%

-8.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.79%

10.90%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

16.14%

-10.69%