PortfoliosLab logoPortfoliosLab logo
PRFRX vs. FCNVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRFRX vs. FCNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Floating Rate Fund - Investor Class (PRFRX) and Fidelity Conservative Income Bond Institutional Class (FCNVX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with PRFRX having a 1.84% return and FCNVX slightly lower at 1.82%. Over the past 10 years, PRFRX has outperformed FCNVX with an annualized return of 6.39%, while FCNVX has yielded a comparatively lower 2.60% annualized return.


PRFRX

1D
0.00%
1M
0.00%
6M
1.93%
YTD
1.84%
1Y
4.74%
3Y*
11.42%
5Y*
9.04%
10Y*
6.39%
ALL TIME*
5.49%

FCNVX

1D
0.00%
1M
0.00%
6M
1.49%
YTD
1.82%
1Y
3.71%
3Y*
4.81%
5Y*
3.66%
10Y*
2.60%
ALL TIME*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PRFRX vs. FCNVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRFRX
T. Rowe Price Floating Rate Fund - Investor Class
1.84%7.78%16.63%20.66%-1.95%4.60%1.75%8.46%-0.08%3.48%
FCNVX
Fidelity Conservative Income Bond Institutional Class
1.82%4.51%5.43%5.86%0.85%-0.06%1.10%3.00%1.82%1.42%

Correlation

The correlation between PRFRX and FCNVX is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2011

0.28

Over the past year, the correlation between PRFRX and FCNVX has dropped to 0.05 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PRFRX vs. FCNVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRFRX
PRFRX Risk / Return Rank: 9090
Overall Rank
PRFRX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PRFRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PRFRX Omega Ratio Rank: 9696
Omega Ratio Rank
PRFRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PRFRX Martin Ratio Rank: 8787
Martin Ratio Rank

FCNVX
FCNVX Risk / Return Rank: 100100
Overall Rank
FCNVX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FCNVX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FCNVX Omega Ratio Rank: 100100
Omega Ratio Rank
FCNVX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FCNVX Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRFRX vs. FCNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Floating Rate Fund - Investor Class (PRFRX) and Fidelity Conservative Income Bond Institutional Class (FCNVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRFRXFCNVXDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-12.20

Omega ratioGain probability vs. loss probability

1.63

7.52

-5.89

Calmar ratioReturn relative to maximum drawdown

3.02

41.30

-38.27

Martin ratioReturn relative to average drawdown

10.89

118.36

-107.47

PRFRX vs. FCNVX - Sharpe Ratio Comparison

The current PRFRX Sharpe Ratio is 1.92, which is lower than the FCNVX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of PRFRX and FCNVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PRFRX vs. FCNVX - Drawdown Comparison

The maximum PRFRX drawdown since its inception was -20.05%, which is greater than FCNVX's maximum drawdown of -2.19%. Use the drawdown chart below to compare losses from any high point for PRFRX and FCNVX.


Loading charts...

Drawdown Indicators


PRFRXFCNVXDifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-2.19%

-17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.50%

-0.10%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-2.07%

-0.30%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-5.94%

-0.59%

-5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-20.05%

-2.19%

-17.86%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.68%

-0.05%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.03%

+0.39%

Volatility

PRFRX vs. FCNVX - Volatility Comparison

T. Rowe Price Floating Rate Fund - Investor Class (PRFRX) has a higher volatility of 0.30% compared to Fidelity Conservative Income Bond Institutional Class (FCNVX) at 0.25%. This indicates that PRFRX's price experiences larger fluctuations and is considered to be riskier than FCNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PRFRXFCNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

0.25%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

0.82%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.44%

1.19%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.15%

1.30%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

1.05%

+2.95%

PRFRX vs. FCNVX - Expense Ratio Comparison

PRFRX has a 0.76% expense ratio, which is higher than FCNVX's 0.25% expense ratio.


Dividends

PRFRX vs. FCNVX - Dividend Comparison

PRFRX's dividend yield for the trailing twelve months is around 6.76%, more than FCNVX's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
FCNVX
Fidelity Conservative Income Bond Institutional Class
3.74%4.41%5.17%4.97%1.24%0.24%0.99%2.45%2.21%1.30%1.01%0.48%
PRFRX
T. Rowe Price Floating Rate Fund - Investor Class
6.76%8.11%15.09%15.33%4.03%3.86%4.00%4.84%4.87%4.04%4.07%4.07%

Frequently Asked Questions


PRFRX and FCNVX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRFRX has higher volatility (0.30%) compared to FCNVX (0.25%). In terms of maximum drawdown, PRFRX dropped -20.05% vs FCNVX's -2.19%.

FCNVX currently has the higher Sharpe Ratio (3.44 vs 1.92), 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

Find the right allocation for PRFRX and FCNVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer