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PRFRX vs. PAFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFRX vs. PAFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Floating Rate Fund (PRFRX) and T. Rowe Price Floating Rate Fund (PAFRX). The values are adjusted to include any dividend payments, if applicable.

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PRFRX vs. PAFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRFRX
T. Rowe Price Floating Rate Fund
0.05%13.09%8.80%13.78%-1.95%4.60%1.75%8.46%-0.08%3.48%
PAFRX
T. Rowe Price Floating Rate Fund
-1.03%6.37%7.89%10.68%-2.11%4.38%1.53%8.32%-0.29%3.27%

Returns By Period

In the year-to-date period, PRFRX achieves a 0.05% return, which is significantly higher than PAFRX's -1.03% return. Over the past 10 years, PRFRX has outperformed PAFRX with an annualized return of 5.67%, while PAFRX has yielded a comparatively lower 4.41% annualized return.


PRFRX

1D
0.11%
1M
0.22%
YTD
0.05%
6M
3.46%
1Y
11.85%
3Y*
10.26%
5Y*
7.20%
10Y*
5.67%

PAFRX

1D
0.11%
1M
0.22%
YTD
-1.03%
6M
0.53%
1Y
4.76%
3Y*
6.82%
5Y*
4.84%
10Y*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRFRX vs. PAFRX - Expense Ratio Comparison

PRFRX has a 0.75% expense ratio, which is lower than PAFRX's 0.97% expense ratio.


Return for Risk

PRFRX vs. PAFRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRFRX
PRFRX Risk / Return Rank: 9999
Overall Rank
PRFRX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRFRX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PRFRX Omega Ratio Rank: 9999
Omega Ratio Rank
PRFRX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PRFRX Martin Ratio Rank: 9999
Martin Ratio Rank

PAFRX
PAFRX Risk / Return Rank: 8989
Overall Rank
PAFRX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PAFRX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PAFRX Omega Ratio Rank: 9696
Omega Ratio Rank
PAFRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PAFRX Martin Ratio Rank: 8686
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.

PRFRX vs. PAFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Floating Rate Fund (PRFRX) and T. Rowe Price Floating Rate Fund (PAFRX). 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.


PRFRXPAFRXDifference

Sharpe ratio

Return per unit of total volatility

3.59

1.76

+1.83

Sortino ratio

Return per unit of downside risk

7.18

2.90

+4.28

Omega ratio

Gain probability vs. loss probability

2.36

1.55

+0.80

Calmar ratio

Return relative to maximum drawdown

5.93

2.36

+3.57

Martin ratio

Return relative to average drawdown

28.58

9.51

+19.07

PRFRX vs. PAFRX - Sharpe Ratio Comparison

The current PRFRX Sharpe Ratio is 3.59, which is higher than the PAFRX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of PRFRX and PAFRX, 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


PRFRXPAFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.59

1.76

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.49

1.85

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.45

1.17

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

1.21

+0.22

Correlation

The correlation between PRFRX and PAFRX is 0.78, 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

PRFRX vs. PAFRX - Dividend Comparison

PRFRX's dividend yield for the trailing twelve months is around 12.92%, more than PAFRX's 6.28% yield.


TTM20252024202320222021202020192018201720162015
PRFRX
T. Rowe Price Floating Rate Fund
12.92%12.91%8.17%9.57%4.03%3.86%4.00%4.84%4.87%4.04%4.07%4.07%
PAFRX
T. Rowe Price Floating Rate Fund
6.28%6.81%7.34%6.87%3.85%3.66%3.79%4.62%4.64%3.83%3.87%3.96%

Drawdowns

PRFRX vs. PAFRX - Drawdown Comparison

The maximum PRFRX drawdown since its inception was -20.05%, roughly equal to the maximum PAFRX drawdown of -19.95%. Use the drawdown chart below to compare losses from any high point for PRFRX and PAFRX.


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Drawdown Indicators


PRFRXPAFRXDifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-19.95%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.96%

-2.06%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-5.94%

-6.03%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-20.05%

-19.95%

-0.10%

Current Drawdown

Current decline from peak

-0.53%

-1.14%

+0.61%

Average Drawdown

Average peak-to-trough decline

-0.69%

-0.71%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.54%

-0.11%

Volatility

PRFRX vs. PAFRX - Volatility Comparison

T. Rowe Price Floating Rate Fund (PRFRX) and T. Rowe Price Floating Rate Fund (PAFRX) have volatilities of 0.71% and 0.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFRXPAFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

0.71%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

1.56%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

2.69%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

2.63%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.92%

3.78%

+0.14%