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PRHIX vs. RPSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRHIX vs. RPSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price High Yield Fund Class I (PRHIX) and T. Rowe Price Spectrum Income Fund (RPSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PRHIX having a 1.08% return and RPSIX slightly higher at 1.09%. Over the past 10 years, PRHIX has outperformed RPSIX with an annualized return of 5.14%, while RPSIX has yielded a comparatively lower 3.87% annualized return.


PRHIX

1D
-0.17%
1M
0.23%
YTD
1.08%
6M
1.95%
1Y
5.94%
3Y*
8.26%
5Y*
3.36%
10Y*
5.14%

RPSIX

1D
0.00%
1M
0.64%
YTD
1.09%
6M
2.14%
1Y
7.30%
3Y*
7.32%
5Y*
2.58%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRHIX vs. RPSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRHIX
T. Rowe Price High Yield Fund Class I
1.08%8.90%6.17%12.55%-12.54%5.48%5.11%14.82%-3.19%7.54%
RPSIX
T. Rowe Price Spectrum Income Fund
1.09%9.91%5.62%8.55%-11.40%2.60%6.07%11.57%-2.61%7.03%

Correlation

The correlation between PRHIX and RPSIX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.67

The correlation between PRHIX and RPSIX has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

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Return for Risk

PRHIX vs. RPSIX — Risk / Return Rank

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

PRHIX
PRHIX Risk / Return Rank: 7373
Overall Rank
PRHIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PRHIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRHIX Omega Ratio Rank: 7777
Omega Ratio Rank
PRHIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRHIX Martin Ratio Rank: 8686
Martin Ratio Rank

RPSIX
RPSIX Risk / Return Rank: 8383
Overall Rank
RPSIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RPSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
RPSIX Omega Ratio Rank: 8686
Omega Ratio Rank
RPSIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RPSIX Martin Ratio Rank: 8484
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.

PRHIX vs. RPSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price High Yield Fund Class I (PRHIX) and T. Rowe Price Spectrum Income Fund (RPSIX). 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.


PRHIXRPSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.44

1.54

-0.10

Calmar ratioReturn relative to maximum drawdown

2.90

3.04

-0.14

Martin ratioReturn relative to average drawdown

14.45

14.41

+0.04

PRHIX vs. RPSIX - Sharpe Ratio Comparison

The current PRHIX Sharpe Ratio is 1.92, which is comparable to the RPSIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of PRHIX and RPSIX, 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

PRHIX vs. RPSIX - Drawdown Comparison

The maximum PRHIX drawdown since its inception was -22.09%, which is greater than RPSIX's maximum drawdown of -16.73%. Use the drawdown chart below to compare losses from any high point for PRHIX and RPSIX.


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Drawdown Indicators


PRHIXRPSIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.09%

-16.73%

-5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-2.54%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-3.84%

-4.92%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-16.73%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-22.09%

-16.73%

-5.36%

Current Drawdown

Current decline from peak

-0.67%

-0.35%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.49%

-1.69%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.53%

-0.09%

Volatility

PRHIX vs. RPSIX - Volatility Comparison

T. Rowe Price High Yield Fund Class I (PRHIX) has a higher volatility of 0.97% compared to T. Rowe Price Spectrum Income Fund (RPSIX) at 0.88%. This indicates that PRHIX's price experiences larger fluctuations and is considered to be riskier than RPSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRHIXRPSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.88%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

2.37%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

3.08%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

4.51%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

4.53%

+0.99%

PRHIX vs. RPSIX - Expense Ratio Comparison

Both PRHIX and RPSIX have an expense ratio of 0.62%.


Dividends

PRHIX vs. RPSIX - Dividend Comparison

PRHIX's dividend yield for the trailing twelve months is around 6.84%, less than RPSIX's 7.54% yield.


PositionTTM20252024202320222021202020192018201720162015
PRHIX
T. Rowe Price High Yield Fund Class I
6.84%6.78%6.13%5.33%4.77%5.18%5.31%5.59%6.37%5.62%6.15%0.00%
RPSIX
T. Rowe Price Spectrum Income Fund
7.54%7.45%6.57%4.83%3.99%3.92%3.64%3.79%4.73%3.91%3.75%4.71%

Frequently Asked Questions


PRHIX and RPSIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRHIX has higher volatility (0.97%) compared to RPSIX (0.88%). In terms of maximum drawdown, PRHIX dropped -22.09% vs RPSIX's -16.73%.

RPSIX currently has the higher Sharpe Ratio (2.50 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

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