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PRCPX vs. CWFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCPX vs. CWFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Credit Opportunities Fund (PRCPX) and Chartwell Short Duration High Yield Fund (CWFIX). The values are adjusted to include any dividend payments, if applicable.

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PRCPX vs. CWFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRCPX
T. Rowe Price Credit Opportunities Fund
-0.13%14.80%7.46%14.90%-10.50%6.36%5.55%13.77%-1.44%6.80%
CWFIX
Chartwell Short Duration High Yield Fund
-0.40%6.99%5.78%7.80%-3.17%2.40%4.38%7.33%0.36%3.06%

Returns By Period

In the year-to-date period, PRCPX achieves a -0.13% return, which is significantly higher than CWFIX's -0.40% return. Over the past 10 years, PRCPX has outperformed CWFIX with an annualized return of 6.83%, while CWFIX has yielded a comparatively lower 4.00% annualized return.


PRCPX

1D
0.13%
1M
-1.62%
YTD
-0.13%
6M
3.02%
1Y
13.68%
3Y*
10.60%
5Y*
5.87%
10Y*
6.83%

CWFIX

1D
0.11%
1M
-1.03%
YTD
-0.40%
6M
1.21%
1Y
5.08%
3Y*
6.16%
5Y*
3.68%
10Y*
4.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRCPX vs. CWFIX - Expense Ratio Comparison

PRCPX has a 0.81% expense ratio, which is higher than CWFIX's 0.49% expense ratio.


Return for Risk

PRCPX vs. CWFIX — 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

CWFIX
CWFIX Risk / Return Rank: 9797
Overall Rank
CWFIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CWFIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
CWFIX Omega Ratio Rank: 9898
Omega Ratio Rank
CWFIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CWFIX Martin Ratio Rank: 9797
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. CWFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Credit Opportunities Fund (PRCPX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.


PRCPXCWFIXDifference

Sharpe ratio

Return per unit of total volatility

3.47

2.99

+0.49

Sortino ratio

Return per unit of downside risk

5.52

4.25

+1.27

Omega ratio

Gain probability vs. loss probability

1.93

1.80

+0.13

Calmar ratio

Return relative to maximum drawdown

4.53

3.72

+0.81

Martin ratio

Return relative to average drawdown

21.08

17.45

+3.62

PRCPX vs. CWFIX - Sharpe Ratio Comparison

The current PRCPX Sharpe Ratio is 3.47, which is comparable to the CWFIX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of PRCPX and CWFIX, 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


PRCPXCWFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.47

2.99

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.35

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.26

1.30

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.08

-0.20

Correlation

The correlation between PRCPX and CWFIX is 0.66, 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.


Dividends

PRCPX vs. CWFIX - Dividend Comparison

PRCPX's dividend yield for the trailing twelve months is around 12.89%, more than CWFIX's 5.22% yield.


TTM20252024202320222021202020192018201720162015
PRCPX
T. Rowe Price Credit Opportunities Fund
12.89%12.19%7.03%7.88%4.89%5.11%5.36%5.18%5.72%4.95%5.88%7.58%
CWFIX
Chartwell Short Duration High Yield Fund
5.22%5.17%5.09%4.41%3.17%2.79%3.38%3.60%3.24%2.82%3.79%3.32%

Drawdowns

PRCPX vs. CWFIX - Drawdown Comparison

The maximum PRCPX drawdown since its inception was -23.07%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for PRCPX and CWFIX.


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Drawdown Indicators


PRCPXCWFIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.07%

-12.41%

-10.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-1.37%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

-6.36%

-7.98%

Max Drawdown (10Y)

Largest decline over 10 years

-23.07%

-12.41%

-10.66%

Current Drawdown

Current decline from peak

-1.74%

-1.03%

-0.71%

Average Drawdown

Average peak-to-trough decline

-3.16%

-0.87%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.29%

+0.36%

Volatility

PRCPX vs. CWFIX - Volatility Comparison

T. Rowe Price Credit Opportunities Fund (PRCPX) has a higher volatility of 1.10% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that PRCPX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRCPXCWFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.70%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

1.03%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

1.71%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.79%

2.75%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

3.09%

+2.36%