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PRPIX vs. CPUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRPIX vs. CPUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Corporate Income Fund (PRPIX) and AAM/Insight Select Income Fund (CPUIX). The values are adjusted to include any dividend payments, if applicable.

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PRPIX vs. CPUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRPIX
T. Rowe Price Corporate Income Fund
-0.95%11.87%3.20%8.81%-17.71%-0.76%7.87%15.77%-3.05%6.58%
CPUIX
AAM/Insight Select Income Fund
-1.12%6.59%2.61%8.40%-16.27%-0.12%10.20%14.81%-3.01%6.86%

Returns By Period

In the year-to-date period, PRPIX achieves a -0.95% return, which is significantly higher than CPUIX's -1.12% return. Both investments have delivered pretty close results over the past 10 years, with PRPIX having a 2.89% annualized return and CPUIX not far behind at 2.85%.


PRPIX

1D
0.50%
1M
-2.80%
YTD
-0.95%
6M
1.06%
1Y
8.14%
3Y*
6.22%
5Y*
1.16%
10Y*
2.89%

CPUIX

1D
0.54%
1M
-2.67%
YTD
-1.12%
6M
-0.21%
1Y
4.35%
3Y*
4.22%
5Y*
0.43%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRPIX vs. CPUIX - Expense Ratio Comparison

PRPIX has a 0.56% expense ratio, which is lower than CPUIX's 0.57% expense ratio.


Return for Risk

PRPIX vs. CPUIX — Risk / Return Rank

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

PRPIX
PRPIX Risk / Return Rank: 8888
Overall Rank
PRPIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PRPIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRPIX Omega Ratio Rank: 8383
Omega Ratio Rank
PRPIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PRPIX Martin Ratio Rank: 8686
Martin Ratio Rank

CPUIX
CPUIX Risk / Return Rank: 4343
Overall Rank
CPUIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CPUIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CPUIX Omega Ratio Rank: 3333
Omega Ratio Rank
CPUIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
CPUIX Martin Ratio Rank: 4141
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.

PRPIX vs. CPUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Corporate Income Fund (PRPIX) and AAM/Insight Select Income Fund (CPUIX). 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.


PRPIXCPUIXDifference

Sharpe ratio

Return per unit of total volatility

1.83

0.93

+0.90

Sortino ratio

Return per unit of downside risk

2.64

1.32

+1.33

Omega ratio

Gain probability vs. loss probability

1.33

1.17

+0.17

Calmar ratio

Return relative to maximum drawdown

2.54

1.29

+1.25

Martin ratio

Return relative to average drawdown

9.06

4.28

+4.79

PRPIX vs. CPUIX - Sharpe Ratio Comparison

The current PRPIX Sharpe Ratio is 1.83, which is higher than the CPUIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PRPIX and CPUIX, 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


PRPIXCPUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.93

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.07

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.52

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.63

+0.24

Correlation

The correlation between PRPIX and CPUIX is 0.88, 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

PRPIX vs. CPUIX - Dividend Comparison

PRPIX's dividend yield for the trailing twelve months is around 8.71%, more than CPUIX's 4.78% yield.


TTM20252024202320222021202020192018201720162015
PRPIX
T. Rowe Price Corporate Income Fund
8.71%8.26%5.18%4.13%2.42%5.61%3.82%5.47%3.47%3.95%3.20%4.23%
CPUIX
AAM/Insight Select Income Fund
4.78%3.53%3.81%3.61%3.98%3.15%3.83%3.19%3.80%3.12%3.21%3.29%

Drawdowns

PRPIX vs. CPUIX - Drawdown Comparison

The maximum PRPIX drawdown since its inception was -24.24%, which is greater than CPUIX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for PRPIX and CPUIX.


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Drawdown Indicators


PRPIXCPUIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-22.37%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-3.37%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.24%

-22.37%

-1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-24.24%

-22.37%

-1.87%

Current Drawdown

Current decline from peak

-2.80%

-3.31%

+0.51%

Average Drawdown

Average peak-to-trough decline

-3.21%

-4.50%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.02%

-0.01%

Volatility

PRPIX vs. CPUIX - Volatility Comparison

T. Rowe Price Corporate Income Fund (PRPIX) and AAM/Insight Select Income Fund (CPUIX) have volatilities of 1.72% and 1.79%, 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


PRPIXCPUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.79%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.73%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

4.71%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

5.96%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

5.50%

+0.51%