PRSGX vs. SWPPX
Compare and contrast key facts about T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and Schwab S&P 500 Index Fund (SWPPX).
PRSGX is managed by T. Rowe Price. It was launched on Jun 29, 1990. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
PRSGX vs. SWPPX - Performance Comparison
Loading graphics...
PRSGX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, PRSGX achieves a -6.62% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, PRSGX has underperformed SWPPX with an annualized return of 12.21%, while SWPPX has yielded a comparatively higher 13.71% 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRSGX vs. SWPPX - Expense Ratio Comparison
PRSGX has a 0.73% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
PRSGX vs. SWPPX — Risk / Return Rank
PRSGX
SWPPX
PRSGX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| PRSGX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.84 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.30 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.06 | +1.04 |
Martin ratioReturn relative to average drawdown | 9.75 | 5.14 | +4.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRSGX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.84 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.68 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.76 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.09 |
Correlation
The correlation between PRSGX and SWPPX is 0.94, 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. SWPPX - Dividend Comparison
PRSGX's dividend yield for the trailing twelve months is around 31.48%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
PRSGX vs. SWPPX - Drawdown Comparison
The maximum PRSGX drawdown since its inception was -56.47%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PRSGX and SWPPX.
Loading graphics...
Drawdown Indicators
| PRSGX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.47% | -55.06% | -1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.10% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -24.51% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -33.80% | -0.72% |
Current DrawdownCurrent decline from peak | -8.88% | -8.89% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -10.00% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.49% | +0.39% |
Volatility
PRSGX vs. SWPPX - Volatility Comparison
T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.47% and 4.29%, 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.
Loading graphics...
Volatility by Period
| PRSGX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 4.29% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.16% | 9.11% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.65% | 18.14% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 16.89% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 18.19% | -0.18% |