PRCPX vs. TUHIX
Compare and contrast key facts about T. Rowe Price Credit Opportunities Fund (PRCPX) and T. Rowe Price U.S. High Yield Fund (TUHIX).
PRCPX is a passively managed fund by T. Rowe Price that tracks the performance of the Bloomberg US High-Yield 2% Issuer Capped Bond Index. It was launched on Apr 29, 2014. TUHIX is managed by T. Rowe Price. It was launched on Apr 30, 2013.
Performance
PRCPX vs. TUHIX - Performance Comparison
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PRCPX vs. TUHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TUHIX T. Rowe Price U.S. High Yield Fund | -1.89% | 8.25% | 8.49% | 12.94% | -16.22% | 5.02% | 7.19% | 16.18% | -3.68% | 6.54% |
Returns By Period
In the year-to-date period, PRCPX achieves a -0.13% return, which is significantly higher than TUHIX's -1.89% return. Over the past 10 years, PRCPX has outperformed TUHIX with an annualized return of 6.83%, while TUHIX has yielded a comparatively lower 4.62% 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%
TUHIX
- 1D
- 0.12%
- 1M
- -2.39%
- YTD
- -1.89%
- 6M
- -0.44%
- 1Y
- 5.67%
- 3Y*
- 7.71%
- 5Y*
- 2.59%
- 10Y*
- 4.62%
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PRCPX vs. TUHIX - Expense Ratio Comparison
PRCPX has a 0.81% expense ratio, which is higher than TUHIX's 0.61% expense ratio.
Return for Risk
PRCPX vs. TUHIX — Risk / Return Rank
PRCPX
TUHIX
PRCPX vs. TUHIX - 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 U.S. High Yield Fund (TUHIX). 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.
| PRCPX | TUHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.47 | 1.58 | +1.89 |
Sortino ratioReturn per unit of downside risk | 5.52 | 2.33 | +3.19 |
Omega ratioGain probability vs. loss probability | 1.93 | 1.36 | +0.57 |
Calmar ratioReturn relative to maximum drawdown | 4.53 | 1.78 | +2.75 |
Martin ratioReturn relative to average drawdown | 21.08 | 7.19 | +13.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRCPX | TUHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.47 | 1.58 | +1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.52 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | 0.80 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.52 | +0.36 |
Correlation
The correlation between PRCPX and TUHIX is 0.80, 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
PRCPX vs. TUHIX - Dividend Comparison
PRCPX's dividend yield for the trailing twelve months is around 12.89%, more than TUHIX's 6.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TUHIX T. Rowe Price U.S. High Yield Fund | 6.88% | 7.38% | 7.49% | 6.31% | 5.57% | 6.36% | 5.87% | 5.81% | 6.66% | 4.24% | 0.00% | 0.00% |
Drawdowns
PRCPX vs. TUHIX - Drawdown Comparison
The maximum PRCPX drawdown since its inception was -23.07%, roughly equal to the maximum TUHIX drawdown of -22.46%. Use the drawdown chart below to compare losses from any high point for PRCPX and TUHIX.
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Drawdown Indicators
| PRCPX | TUHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.07% | -22.46% | -0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -3.26% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -19.41% | +5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -23.07% | -22.46% | -0.61% |
Current DrawdownCurrent decline from peak | -1.74% | -2.62% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -4.67% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 0.81% | -0.16% |
Volatility
PRCPX vs. TUHIX - Volatility Comparison
The current volatility for T. Rowe Price Credit Opportunities Fund (PRCPX) is 1.10%, while T. Rowe Price U.S. High Yield Fund (TUHIX) has a volatility of 1.40%. This indicates that PRCPX experiences smaller price fluctuations and is considered to be less risky than TUHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCPX | TUHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.40% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 2.56% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 4.13% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.79% | 5.06% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.45% | 5.79% | -0.34% |