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

Correlation

The correlation between PRSIX and TAIAX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

PRSIX vs. TAIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
61.43%
118.60%
PRSIX
TAIAX

Key characteristics

Sharpe Ratio

PRSIX:

0.78

TAIAX:

0.48

Sortino Ratio

PRSIX:

1.08

TAIAX:

0.65

Omega Ratio

PRSIX:

1.14

TAIAX:

1.09

Calmar Ratio

PRSIX:

0.39

TAIAX:

0.57

Martin Ratio

PRSIX:

4.08

TAIAX:

1.64

Ulcer Index

PRSIX:

1.13%

TAIAX:

1.98%

Daily Std Dev

PRSIX:

5.90%

TAIAX:

6.78%

Max Drawdown

PRSIX:

-32.91%

TAIAX:

-21.42%

Current Drawdown

PRSIX:

-5.84%

TAIAX:

-5.00%

Returns By Period

Over the past 10 years, PRSIX has underperformed TAIAX with an annualized return of 2.82%, while TAIAX has yielded a comparatively higher 4.64% annualized return.


PRSIX

YTD

0.00%

1M

-1.65%

6M

-0.87%

1Y

4.51%

5Y*

5.07%

10Y*

2.82%

TAIAX

YTD

0.01%

1M

-2.23%

6M

-4.02%

1Y

3.11%

5Y*

7.52%

10Y*

4.64%

*Annualized

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. TAIAX - Expense Ratio Comparison

PRSIX has a 0.36% expense ratio, which is higher than TAIAX's 0.34% expense ratio.


PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
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 TAIAX: current value is 0.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TAIAX: 0.34%

Risk-Adjusted Performance

PRSIX vs. TAIAX — 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 6969
Overall Rank
The Sharpe Ratio Rank of PRSIX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSIX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PRSIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PRSIX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PRSIX is 8080
Martin Ratio Rank

TAIAX
The Risk-Adjusted Performance Rank of TAIAX is 5858
Overall Rank
The Sharpe Ratio Rank of TAIAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TAIAX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of TAIAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TAIAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of TAIAX is 5555
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. TAIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). 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 0.78, compared to the broader market-1.000.001.002.003.004.00
PRSIX: 0.78
TAIAX: 0.48
The chart of Sortino ratio for PRSIX, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.00
PRSIX: 1.08
TAIAX: 0.65
The chart of Omega ratio for PRSIX, currently valued at 1.14, compared to the broader market1.002.003.00
PRSIX: 1.14
TAIAX: 1.09
The chart of Calmar ratio for PRSIX, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.00
PRSIX: 0.39
TAIAX: 0.57
The chart of Martin ratio for PRSIX, currently valued at 4.08, compared to the broader market0.0020.0040.0060.00
PRSIX: 4.08
TAIAX: 1.64

The current PRSIX Sharpe Ratio is 0.78, which is higher than the TAIAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of PRSIX and TAIAX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.78
0.48
PRSIX
TAIAX

Dividends

PRSIX vs. TAIAX - Dividend Comparison

PRSIX's dividend yield for the trailing twelve months is around 3.67%, more than TAIAX's 2.43% yield.


TTM20242023202220212020201920182017201620152014
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
3.67%3.71%3.77%2.19%1.31%1.35%2.30%2.28%1.69%2.00%2.14%2.04%
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
2.43%2.47%2.45%2.34%1.86%2.11%2.33%2.66%2.40%2.64%2.69%3.64%

Drawdowns

PRSIX vs. TAIAX - Drawdown Comparison

The maximum PRSIX drawdown since its inception was -32.91%, which is greater than TAIAX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for PRSIX and TAIAX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.84%
-5.00%
PRSIX
TAIAX

Volatility

PRSIX vs. TAIAX - Volatility Comparison

T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) have volatilities of 2.41% and 2.47%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
2.41%
2.47%
PRSIX
TAIAX
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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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