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PRFRX vs. MFHVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRFRX vs. MFHVX - 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 MetLife Opportunistic High Yield Fund (MFHVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRFRX achieves a 1.84% return, which is significantly lower than MFHVX's 4.04% 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%

MFHVX

1D
0.23%
1M
0.61%
6M
2.77%
YTD
4.04%
1Y
5.81%
3Y*
8.00%
5Y*
4.12%
10Y*
ALL TIME*
5.87%
*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. MFHVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-2.27%
MFHVX
MetLife Opportunistic High Yield Fund
4.04%4.56%9.72%14.09%-12.06%10.53%6.88%12.81%-3.06%

Correlation

The correlation between PRFRX and MFHVX is 0.41, which is low. Their historical price movements had little consistent relationship.


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

0.41

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

0.38

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

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2018

0.49

The correlation between PRFRX and MFHVX shifts across timeframes, from 0.38 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PRFRX vs. MFHVX — 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

MFHVX
MFHVX Risk / Return Rank: 7373
Overall Rank
MFHVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MFHVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MFHVX Omega Ratio Rank: 8585
Omega Ratio Rank
MFHVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
MFHVX Martin Ratio Rank: 4040
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. MFHVX - 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 MetLife Opportunistic High Yield Fund (MFHVX). 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.


PRFRXMFHVXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.63

1.42

+0.21

Calmar ratioReturn relative to maximum drawdown

3.02

2.31

+0.72

Martin ratioReturn relative to average drawdown

10.89

5.84

+5.05

PRFRX vs. MFHVX - Sharpe Ratio Comparison

The current PRFRX Sharpe Ratio is 1.92, which is comparable to the MFHVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PRFRX and MFHVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRFRX vs. MFHVX - Drawdown Comparison

The maximum PRFRX drawdown since its inception was -20.05%, roughly equal to the maximum MFHVX drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for PRFRX and MFHVX.


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Drawdown Indicators


PRFRXMFHVXDifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-20.95%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-1.50%

-2.43%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-2.07%

-5.14%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-5.94%

-13.54%

+7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.05%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.68%

-3.01%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.95%

-0.53%

Volatility

PRFRX vs. MFHVX - Volatility Comparison

The current volatility for T. Rowe Price Floating Rate Fund - Investor Class (PRFRX) is 0.30%, while MetLife Opportunistic High Yield Fund (MFHVX) has a volatility of 0.50%. This indicates that PRFRX experiences smaller price fluctuations and is considered to be less risky than MFHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFRXMFHVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

0.50%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

2.02%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.44%

2.73%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.15%

3.46%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

4.38%

-0.38%

PRFRX vs. MFHVX - Expense Ratio Comparison

PRFRX has a 0.76% expense ratio, which is lower than MFHVX's 1.43% expense ratio.


Dividends

PRFRX vs. MFHVX - Dividend Comparison

PRFRX's dividend yield for the trailing twelve months is around 6.76%, less than MFHVX's 9.11% yield.


PositionTTM20252024202320222021202020192018201720162015
MFHVX
MetLife Opportunistic High Yield Fund
9.11%9.41%8.98%9.66%8.95%8.44%7.30%8.61%0.04%0.00%0.00%0.00%
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 MFHVX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MFHVX has higher volatility (0.50%) compared to PRFRX (0.30%). In terms of maximum drawdown, PRFRX dropped -20.05% vs MFHVX's -20.95%.

MFHVX currently has the higher Sharpe Ratio (2.05 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 MFHVX

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

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