PRSIX vs. IVV
Compare and contrast key facts about T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and iShares Core S&P 500 ETF (IVV).
PRSIX is managed by T. Rowe Price. It was launched on Jul 28, 1994. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
PRSIX vs. IVV - Performance Comparison
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PRSIX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSIX T. Rowe Price Spectrum Conservative Allocation Fund | -0.49% | 11.91% | 8.53% | 11.97% | -13.65% | 7.07% | 11.70% | 16.78% | -3.01% | 12.28% |
IVV iShares Core S&P 500 ETF | -3.67% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, PRSIX achieves a -0.49% return, which is significantly higher than IVV's -3.67% return. Over the past 10 years, PRSIX has underperformed IVV with an annualized return of 6.40%, while IVV has yielded a comparatively higher 14.11% annualized return.
PRSIX
- 1D
- 1.30%
- 1M
- -3.42%
- YTD
- -0.49%
- 6M
- 1.45%
- 1Y
- 9.84%
- 3Y*
- 9.22%
- 5Y*
- 4.03%
- 10Y*
- 6.40%
IVV
- 1D
- 0.74%
- 1M
- -4.30%
- YTD
- -3.67%
- 6M
- -1.44%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.92%
- 10Y*
- 14.11%
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PRSIX vs. IVV - Expense Ratio Comparison
PRSIX has a 0.36% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
PRSIX vs. IVV — Risk / Return Rank
PRSIX
IVV
PRSIX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and iShares Core S&P 500 ETF (IVV). 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.
| PRSIX | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.00 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.52 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.54 | +0.28 |
Martin ratioReturn relative to average drawdown | 7.71 | 7.28 | +0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRSIX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.00 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.71 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.78 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.42 | +0.42 |
Correlation
The correlation between PRSIX and IVV is 0.91, 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
PRSIX vs. IVV - Dividend Comparison
PRSIX's dividend yield for the trailing twelve months is around 7.27%, more than IVV's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSIX T. Rowe Price Spectrum Conservative Allocation Fund | 7.27% | 7.12% | 3.92% | 3.78% | 5.63% | 7.63% | 3.77% | 5.11% | 5.27% | 3.43% | 2.22% | 4.56% |
IVV iShares Core S&P 500 ETF | 1.22% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
PRSIX vs. IVV - Drawdown Comparison
The maximum PRSIX drawdown since its inception was -30.00%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PRSIX and IVV.
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Drawdown Indicators
| PRSIX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.00% | -55.25% | +25.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -12.06% | +6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -18.69% | -24.53% | +5.84% |
Max Drawdown (10Y)Largest decline over 10 years | -19.28% | -33.90% | +14.62% |
Current DrawdownCurrent decline from peak | -3.78% | -5.57% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -10.84% | +8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 2.55% | -1.23% |
Volatility
PRSIX vs. IVV - Volatility Comparison
The current volatility for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) is 3.10%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.34%. This indicates that PRSIX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRSIX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 5.34% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 4.53% | 9.47% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.22% | 18.31% | -11.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.00% | 16.89% | -9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.37% | 18.03% | -10.66% |