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

Correlation

The correlation between PRSIX and PIEQX is 0.83, 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.


-0.50.00.51.00.8

Performance

PRSIX vs. PIEQX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.19%
-4.91%
PRSIX
PIEQX

Key characteristics

Sharpe Ratio

PRSIX:

1.17

PIEQX:

0.13

Sortino Ratio

PRSIX:

1.50

PIEQX:

0.26

Omega Ratio

PRSIX:

1.23

PIEQX:

1.03

Calmar Ratio

PRSIX:

1.29

PIEQX:

0.14

Martin Ratio

PRSIX:

7.36

PIEQX:

0.45

Ulcer Index

PRSIX:

0.97%

PIEQX:

3.78%

Daily Std Dev

PRSIX:

6.15%

PIEQX:

13.16%

Max Drawdown

PRSIX:

-29.56%

PIEQX:

-60.73%

Current Drawdown

PRSIX:

-4.05%

PIEQX:

-11.85%

Returns By Period

In the year-to-date period, PRSIX achieves a 6.60% return, which is significantly higher than PIEQX's 0.64% return. Over the past 10 years, PRSIX has outperformed PIEQX with an annualized return of 5.11%, while PIEQX has yielded a comparatively lower 4.82% annualized return.


PRSIX

YTD

6.60%

1M

-2.87%

6M

1.19%

1Y

7.11%

5Y*

4.31%

10Y*

5.11%

PIEQX

YTD

0.64%

1M

-3.80%

6M

-4.91%

1Y

1.68%

5Y*

4.33%

10Y*

4.82%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRSIX vs. PIEQX - Expense Ratio Comparison

PRSIX has a 0.36% expense ratio, which is higher than PIEQX's 0.29% expense ratio.


PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
Expense ratio chart for PRSIX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for PIEQX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

PRSIX vs. PIEQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and T. Rowe Price International Equity Index Fund (PIEQX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRSIX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.001.170.13
The chart of Sortino ratio for PRSIX, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.500.26
The chart of Omega ratio for PRSIX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.03
The chart of Calmar ratio for PRSIX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.001.290.14
The chart of Martin ratio for PRSIX, currently valued at 7.36, compared to the broader market0.0020.0040.0060.007.360.45
PRSIX
PIEQX

The current PRSIX Sharpe Ratio is 1.17, which is higher than the PIEQX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of PRSIX and PIEQX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.17
0.13
PRSIX
PIEQX

Dividends

PRSIX vs. PIEQX - Dividend Comparison

PRSIX's dividend yield for the trailing twelve months is around 1.98%, while PIEQX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
1.98%3.77%2.19%1.31%1.35%2.30%2.28%1.69%2.00%2.14%2.04%1.85%
PIEQX
T. Rowe Price International Equity Index Fund
0.00%3.01%2.67%2.42%1.71%2.68%2.99%2.42%2.90%2.69%3.33%2.07%

Drawdowns

PRSIX vs. PIEQX - Drawdown Comparison

The maximum PRSIX drawdown since its inception was -29.56%, smaller than the maximum PIEQX drawdown of -60.73%. Use the drawdown chart below to compare losses from any high point for PRSIX and PIEQX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.05%
-11.85%
PRSIX
PIEQX

Volatility

PRSIX vs. PIEQX - Volatility Comparison

The current volatility for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) is 3.44%, while T. Rowe Price International Equity Index Fund (PIEQX) has a volatility of 4.64%. This indicates that PRSIX experiences smaller price fluctuations and is considered to be less risky than PIEQX 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.44%
4.64%
PRSIX
PIEQX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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