PRFRX vs. TSQ
PRFRX (T. Rowe Price Floating Rate Fund - Investor Class) is High Yield Bonds fund managed by T. Rowe Price, while TSQ (Townsquare Media, Inc.) is a stock. Over the past 10 years, PRFRX returned 6.39%/yr vs 1.51%/yr for TSQ. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
PRFRX vs. TSQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRFRX achieves a 1.84% return, which is significantly lower than TSQ's 26.75% return. Over the past 10 years, PRFRX has outperformed TSQ with an annualized return of 6.39%, while TSQ has yielded a comparatively lower 1.51% 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%
TSQ
- 1D
- 3.86%
- 1M
- -15.67%
- 6M
- -4.15%
- YTD
- 26.75%
- 1Y
- -2.01%
- 3Y*
- -12.11%
- 5Y*
- -7.77%
- 10Y*
- 1.51%
- ALL TIME*
- -1.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $484.98K | $386.72K | $421.17K |
PRFRX vs. TSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSQ Townsquare Media, Inc. | 26.75% | -37.43% | -9.29% | 57.26% | -45.61% | 100.15% | -32.09% | 156.00% | -44.29% | -26.22% |
Correlation
The correlation between PRFRX and TSQ is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2014 | 0.15 |
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. TSQ — Risk / Return Rank
PRFRX
TSQ
PRFRX vs. TSQ - 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 Townsquare Media, Inc. (TSQ). 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.
| PRFRX | TSQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.04 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | -0.07 | +3.09 |
| Martin ratioReturn relative to average drawdown | 10.89 | -0.15 | +11.04 |
Loading charts...
Drawdowns
PRFRX vs. TSQ - Drawdown Comparison
The maximum PRFRX drawdown since its inception was -20.05%, smaller than the maximum TSQ drawdown of -70.72%. Use the drawdown chart below to compare losses from any high point for PRFRX and TSQ.
Loading charts...
Drawdown Indicators
| PRFRX | TSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.05% | -70.72% | +50.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.50% | -38.18% | +36.68% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -61.66% | +59.59% |
Max Drawdown (5Y)Largest decline over 5 years | -5.94% | -62.61% | +56.67% |
Max Drawdown (10Y)Largest decline over 10 years | -20.05% | -67.41% | +47.36% |
Current DrawdownCurrent decline from peak | -0.22% | -44.39% | +44.17% |
Average DrawdownAverage peak-to-trough decline | -0.68% | -33.36% | +32.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 17.02% | -16.60% |
Volatility
PRFRX vs. TSQ - Volatility Comparison
The current volatility for T. Rowe Price Floating Rate Fund - Investor Class (PRFRX) is 0.30%, while Townsquare Media, Inc. (TSQ) has a volatility of 8.14%. This indicates that PRFRX experiences smaller price fluctuations and is considered to be less risky than TSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRFRX | TSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.30% | 8.14% | -7.84% |
Volatility (6M)Calculated over the trailing 6-month period | 1.78% | 38.17% | -36.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.44% | 54.89% | -52.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.15% | 44.26% | -41.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.00% | 49.30% | -45.30% |
Dividends
PRFRX vs. TSQ - Dividend Comparison
PRFRX's dividend yield for the trailing twelve months is around 6.76%, less than TSQ's 13.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSQ Townsquare Media, Inc. | 13.51% | 15.52% | 6.52% | 7.10% | 0.00% | 0.00% | 1.13% | 3.01% | 7.35% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRFRX and TSQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSQ has higher volatility (8.14%) compared to PRFRX (0.30%). In terms of maximum drawdown, PRFRX dropped -20.05% vs TSQ's -70.72%.
PRFRX currently has the higher Sharpe Ratio (1.92 vs -0.05), 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.
Find the right allocation for PRFRX and TSQ
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