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PRPIX vs. GSGDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRPIX vs. GSGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Corporate Income Fund (PRPIX) and Goldman Sachs Investment Grade Credit Fund (GSGDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRPIX achieves a -1.08% return, which is significantly lower than GSGDX's -0.82% return. Over the past 10 years, PRPIX has outperformed GSGDX with an annualized return of 2.82%, while GSGDX has yielded a comparatively lower 2.40% annualized return.


PRPIX

1D
0.13%
1M
-1.87%
6M
-1.11%
YTD
-1.08%
1Y
1.62%
3Y*
6.94%
5Y*
1.00%
10Y*
2.82%
ALL TIME*
4.93%

GSGDX

1D
0.13%
1M
-1.61%
6M
-1.09%
YTD
-0.82%
1Y
1.91%
3Y*
4.37%
5Y*
-0.48%
10Y*
2.40%
ALL TIME*
3.76%
*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

PRPIX vs. GSGDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRPIX
T. Rowe Price Corporate Income Fund
-1.08%9.21%6.49%12.72%-17.71%-0.76%7.87%15.77%-3.05%6.58%
GSGDX
Goldman Sachs Investment Grade Credit Fund
-0.82%8.23%1.93%8.81%-17.33%-0.97%10.12%16.83%-2.55%6.49%

Correlation

The correlation between PRPIX and GSGDX is 0.86, meaning they have usually moved in the same direction, including during past declines.


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

0.86

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

0.91

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

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2004

0.91

The correlation between PRPIX and GSGDX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

PRPIX vs. GSGDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRPIX
PRPIX Risk / Return Rank: 1515
Overall Rank
PRPIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PRPIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRPIX Omega Ratio Rank: 1313
Omega Ratio Rank
PRPIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PRPIX Martin Ratio Rank: 1717
Martin Ratio Rank

GSGDX
GSGDX Risk / Return Rank: 1818
Overall Rank
GSGDX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GSGDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
GSGDX Omega Ratio Rank: 1616
Omega Ratio Rank
GSGDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
GSGDX Martin Ratio Rank: 1818
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.

PRPIX vs. GSGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Corporate Income Fund (PRPIX) and Goldman Sachs Investment Grade Credit Fund (GSGDX). 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.


PRPIXGSGDXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratioReturn relative to maximum drawdown

0.73

0.88

-0.16

Martin ratioReturn relative to average drawdown

2.32

2.67

-0.35

PRPIX vs. GSGDX - Sharpe Ratio Comparison

The current PRPIX Sharpe Ratio is 0.56, which is comparable to the GSGDX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PRPIX and GSGDX, 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

PRPIX vs. GSGDX - Drawdown Comparison

The maximum PRPIX drawdown since its inception was -24.24%, roughly equal to the maximum GSGDX drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for PRPIX and GSGDX.


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Drawdown Indicators


PRPIXGSGDXDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-23.48%

-0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-3.52%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-4.93%

-6.02%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.24%

-23.48%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-24.24%

-23.48%

-0.76%

Current Drawdown

Current decline from peak

-2.48%

-2.80%

+0.32%

Average Drawdown

Average peak-to-trough decline

-2.86%

-3.86%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.16%

-0.13%

Volatility

PRPIX vs. GSGDX - Volatility Comparison

T. Rowe Price Corporate Income Fund (PRPIX) and Goldman Sachs Investment Grade Credit Fund (GSGDX) have volatilities of 1.16% and 1.11%, 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


PRPIXGSGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.11%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

3.54%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

4.41%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

6.84%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.05%

6.40%

-0.35%

PRPIX vs. GSGDX - Expense Ratio Comparison

PRPIX has a 0.56% expense ratio, which is higher than GSGDX's 0.38% expense ratio.


Dividends

PRPIX vs. GSGDX - Dividend Comparison

PRPIX's dividend yield for the trailing twelve months is around 4.75%, more than GSGDX's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
GSGDX
Goldman Sachs Investment Grade Credit Fund
4.51%4.75%3.94%3.52%2.74%5.10%4.18%5.89%3.56%3.19%3.38%3.76%
PRPIX
T. Rowe Price Corporate Income Fund
4.75%5.87%8.35%7.54%2.42%5.61%3.82%5.47%3.47%3.95%3.20%4.23%

Frequently Asked Questions


PRPIX and GSGDX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRPIX has higher volatility (1.16%) compared to GSGDX (1.11%). In terms of maximum drawdown, PRPIX dropped -24.24% vs GSGDX's -23.48%.

GSGDX currently has the higher Sharpe Ratio (0.71 vs 0.56), 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 PRPIX and GSGDX

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