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PRSGX vs. PRUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSGX vs. PRUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and T. Rowe Price Equity Index 500 Fund - I Class (PRUIX). The values are adjusted to include any dividend payments, if applicable.

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PRSGX vs. PRUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSGX
T. Rowe Price Spectrum Diversified Equity Fund
-6.62%33.73%17.16%20.89%-18.86%20.65%18.34%27.08%-8.66%24.22%
PRUIX
T. Rowe Price Equity Index 500 Fund - I Class
-7.08%19.40%24.95%26.24%-18.14%28.62%18.31%31.63%-4.44%21.14%

Returns By Period

In the year-to-date period, PRSGX achieves a -6.62% return, which is significantly higher than PRUIX's -7.08% return. Over the past 10 years, PRSGX has underperformed PRUIX with an annualized return of 12.21%, while PRUIX has yielded a comparatively higher 13.81% annualized return.


PRSGX

1D
-0.38%
1M
-8.18%
YTD
-6.62%
6M
11.11%
1Y
28.10%
3Y*
18.78%
5Y*
10.22%
10Y*
12.21%

PRUIX

1D
-0.39%
1M
-7.69%
YTD
-7.08%
6M
-3.34%
1Y
15.92%
3Y*
17.64%
5Y*
11.66%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRSGX vs. PRUIX - Expense Ratio Comparison

PRSGX has a 0.73% expense ratio, which is higher than PRUIX's 0.05% expense ratio.


Return for Risk

PRSGX vs. PRUIX — Risk / Return Rank

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

PRSGX
PRSGX Risk / Return Rank: 8484
Overall Rank
PRSGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PRSGX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PRSGX Omega Ratio Rank: 8787
Omega Ratio Rank
PRSGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRSGX Martin Ratio Rank: 8989
Martin Ratio Rank

PRUIX
PRUIX Risk / Return Rank: 5353
Overall Rank
PRUIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PRUIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRUIX Omega Ratio Rank: 5656
Omega Ratio Rank
PRUIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PRUIX Martin Ratio Rank: 6060
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.

PRSGX vs. PRUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and T. Rowe Price Equity Index 500 Fund - I Class (PRUIX). 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.


PRSGXPRUIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.92

+0.29

Sortino ratio

Return per unit of downside risk

2.45

1.41

+1.04

Omega ratio

Gain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratio

Return relative to maximum drawdown

2.10

1.18

+0.92

Martin ratio

Return relative to average drawdown

9.75

5.74

+4.01

PRSGX vs. PRUIX - Sharpe Ratio Comparison

The current PRSGX Sharpe Ratio is 1.21, which is higher than the PRUIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PRSGX and PRUIX, 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


PRSGXPRUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.92

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.69

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.77

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.77

-0.20

Correlation

The correlation between PRSGX and PRUIX is 0.96, 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

PRSGX vs. PRUIX - Dividend Comparison

PRSGX's dividend yield for the trailing twelve months is around 31.48%, more than PRUIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
PRSGX
T. Rowe Price Spectrum Diversified Equity Fund
31.48%29.40%6.66%4.93%10.33%6.54%13.48%9.06%11.25%6.98%6.39%11.48%
PRUIX
T. Rowe Price Equity Index 500 Fund - I Class
4.10%3.78%1.28%1.44%1.69%1.64%2.09%2.25%2.77%1.39%2.16%0.00%

Drawdowns

PRSGX vs. PRUIX - Drawdown Comparison

The maximum PRSGX drawdown since its inception was -56.47%, which is greater than PRUIX's maximum drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for PRSGX and PRUIX.


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Drawdown Indicators


PRSGXPRUIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.47%

-33.80%

-22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-12.12%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-24.52%

-2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.52%

-33.80%

-0.72%

Current Drawdown

Current decline from peak

-8.88%

-8.91%

+0.03%

Average Drawdown

Average peak-to-trough decline

-7.49%

-4.28%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.49%

+0.39%

Volatility

PRSGX vs. PRUIX - Volatility Comparison

T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) has a higher volatility of 4.47% compared to T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) at 4.24%. This indicates that PRSGX's price experiences larger fluctuations and is considered to be riskier than PRUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSGXPRUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.24%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

18.16%

9.03%

+9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

24.65%

18.09%

+6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

16.95%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

18.06%

-0.05%