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PRSIX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRSIX and FXNAX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

PRSIX vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
58.19%
29.81%
PRSIX
FXNAX

Key characteristics

Sharpe Ratio

PRSIX:

0.86

FXNAX:

1.33

Sortino Ratio

PRSIX:

1.22

FXNAX:

1.98

Omega Ratio

PRSIX:

1.17

FXNAX:

1.23

Calmar Ratio

PRSIX:

0.55

FXNAX:

0.49

Martin Ratio

PRSIX:

4.20

FXNAX:

3.26

Ulcer Index

PRSIX:

1.51%

FXNAX:

2.15%

Daily Std Dev

PRSIX:

7.33%

FXNAX:

5.30%

Max Drawdown

PRSIX:

-32.91%

FXNAX:

-19.64%

Current Drawdown

PRSIX:

-6.32%

FXNAX:

-8.50%

Returns By Period

In the year-to-date period, PRSIX achieves a -0.51% return, which is significantly lower than FXNAX's 1.76% return. Over the past 10 years, PRSIX has outperformed FXNAX with an annualized return of 2.65%, while FXNAX has yielded a comparatively lower 1.20% annualized return.


PRSIX

YTD

-0.51%

1M

-2.45%

6M

-0.94%

1Y

5.28%

5Y*

3.63%

10Y*

2.65%

FXNAX

YTD

1.76%

1M

-0.19%

6M

1.08%

1Y

6.59%

5Y*

-1.23%

10Y*

1.20%

*Annualized

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PRSIX vs. FXNAX - Expense Ratio Comparison

PRSIX has a 0.36% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


Expense ratio chart for PRSIX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRSIX: 0.36%
Expense ratio chart for FXNAX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXNAX: 0.03%

Risk-Adjusted Performance

PRSIX vs. FXNAX — Risk-Adjusted Performance Rank

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

PRSIX
The Risk-Adjusted Performance Rank of PRSIX is 7676
Overall Rank
The Sharpe Ratio Rank of PRSIX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSIX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of PRSIX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PRSIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PRSIX is 8383
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7979
Overall Rank
The Sharpe Ratio Rank of FXNAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRSIX vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


The chart of Sharpe ratio for PRSIX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.00
PRSIX: 0.77
FXNAX: 1.33
The chart of Sortino ratio for PRSIX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
PRSIX: 1.10
FXNAX: 1.98
The chart of Omega ratio for PRSIX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
PRSIX: 1.16
FXNAX: 1.23
The chart of Calmar ratio for PRSIX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.00
PRSIX: 0.49
FXNAX: 0.49
The chart of Martin ratio for PRSIX, currently valued at 3.68, compared to the broader market0.0010.0020.0030.0040.0050.00
PRSIX: 3.68
FXNAX: 3.26

The current PRSIX Sharpe Ratio is 0.86, which is lower than the FXNAX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of PRSIX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.77
1.33
PRSIX
FXNAX

Dividends

PRSIX vs. FXNAX - Dividend Comparison

PRSIX's dividend yield for the trailing twelve months is around 3.69%, more than FXNAX's 3.13% yield.


TTM20242023202220212020201920182017201620152014
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
3.69%3.71%3.77%2.19%1.31%1.35%2.30%2.28%1.69%2.00%2.14%2.04%
FXNAX
Fidelity U.S. Bond Index Fund
3.13%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

PRSIX vs. FXNAX - Drawdown Comparison

The maximum PRSIX drawdown since its inception was -32.91%, which is greater than FXNAX's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for PRSIX and FXNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%NovemberDecember2025FebruaryMarchApril
-6.32%
-8.50%
PRSIX
FXNAX

Volatility

PRSIX vs. FXNAX - Volatility Comparison

T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) has a higher volatility of 4.94% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 2.00%. This indicates that PRSIX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
4.94%
2.00%
PRSIX
FXNAX