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PRCPX vs. RPIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCPX vs. RPIDX - Performance Comparison

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

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PRCPX vs. RPIDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRCPX
T. Rowe Price Credit Opportunities Fund
-0.13%14.80%7.46%14.90%-10.50%6.36%5.55%11.16%
RPIDX
T. Rowe Price Dynamic Credit Fund
0.97%13.01%7.39%4.72%-0.76%6.21%2.71%6.87%

Returns By Period

In the year-to-date period, PRCPX achieves a -0.13% return, which is significantly lower than RPIDX's 0.97% 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%

RPIDX

1D
0.00%
1M
-0.79%
YTD
0.97%
6M
3.22%
1Y
11.28%
3Y*
8.11%
5Y*
5.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRCPX vs. RPIDX - Expense Ratio Comparison

PRCPX has a 0.81% expense ratio, which is higher than RPIDX's 0.63% expense ratio.


Return for Risk

PRCPX vs. RPIDX — 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

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

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Credit Opportunities Fund (PRCPX) and T. Rowe Price Dynamic Credit Fund (RPIDX). 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.


PRCPXRPIDXDifference

Sharpe ratio

Return per unit of total volatility

3.47

3.06

+0.41

Sortino ratio

Return per unit of downside risk

5.52

5.36

+0.16

Omega ratio

Gain probability vs. loss probability

1.93

1.76

+0.16

Calmar ratio

Return relative to maximum drawdown

4.53

4.09

+0.44

Martin ratio

Return relative to average drawdown

21.08

17.13

+3.94

PRCPX vs. RPIDX - Sharpe Ratio Comparison

The current PRCPX Sharpe Ratio is 3.47, which is comparable to the RPIDX Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of PRCPX and RPIDX, 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


PRCPXRPIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.47

3.06

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.31

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.17

-0.29

Correlation

The correlation between PRCPX and RPIDX is 0.22, 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. RPIDX - Dividend Comparison

PRCPX's dividend yield for the trailing twelve months is around 12.89%, more than RPIDX's 12.73% 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%
RPIDX
T. Rowe Price Dynamic Credit Fund
12.73%12.85%6.87%6.64%7.97%5.34%7.14%4.41%0.00%0.00%0.00%0.00%

Drawdowns

PRCPX vs. RPIDX - Drawdown Comparison

The maximum PRCPX drawdown since its inception was -23.07%, which is greater than RPIDX's maximum drawdown of -19.95%. Use the drawdown chart below to compare losses from any high point for PRCPX and RPIDX.


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Drawdown Indicators


PRCPXRPIDXDifference

Max Drawdown

Largest peak-to-trough decline

-23.07%

-19.95%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-2.81%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

-7.31%

-7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-23.07%

Current Drawdown

Current decline from peak

-1.74%

-0.79%

-0.95%

Average Drawdown

Average peak-to-trough decline

-3.16%

-1.90%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.67%

-0.02%

Volatility

PRCPX vs. RPIDX - Volatility Comparison

T. Rowe Price Credit Opportunities Fund (PRCPX) has a higher volatility of 1.10% compared to T. Rowe Price Dynamic Credit Fund (RPIDX) at 0.94%. This indicates that PRCPX's price experiences larger fluctuations and is considered to be riskier than RPIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRCPXRPIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.94%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.66%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

3.90%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.79%

3.86%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

4.84%

+0.61%