PRSIX vs. USD=X
PRSIX (T. Rowe Price Spectrum Conservative Allocation Fund) is Diversified Portfolio fund managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past 10 years, PRSIX returned 6.84%/yr vs 0.00%/yr for USD=X.
Performance
PRSIX vs. USD=X - Performance Comparison
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Returns By Period
PRSIX
- 1D
- 1.14%
- 1M
- 0.19%
- YTD
- 5.01%
- 6M
- 5.51%
- 1Y
- 12.50%
- 3Y*
- 10.58%
- 5Y*
- 4.58%
- 10Y*
- 6.84%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PRSIX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSIX T. Rowe Price Spectrum Conservative Allocation Fund | 5.01% | 11.91% | 8.53% | 11.97% | -13.65% | 7.07% | 11.70% | 16.78% | -3.01% | 12.28% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
PRSIX vs. USD=X — Risk / Return Rank
PRSIX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PRSIX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRSIX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | — | — |
| Martin ratioReturn relative to average drawdown | 11.28 | — | — |
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Drawdowns
PRSIX vs. USD=X - Drawdown Comparison
The maximum PRSIX drawdown since its inception was -30.00%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PRSIX and USD=X.
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Drawdown Indicators
| PRSIX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.00% | 0.00% | -30.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | 0.00% | -5.02% |
Max Drawdown (3Y)Largest decline over 3 years | -6.80% | 0.00% | -6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -18.69% | 0.00% | -18.69% |
Max Drawdown (10Y)Largest decline over 10 years | -19.28% | 0.00% | -19.28% |
Current DrawdownCurrent decline from peak | -0.74% | 0.00% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -2.82% | 0.00% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.00% | +1.14% |
Volatility
PRSIX vs. USD=X - Volatility Comparison
T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) has a higher volatility of 2.52% compared to USD Cash (USD=X) at 0.00%. This indicates that PRSIX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRSIX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 0.00% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 5.24% | 0.00% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.14% | 0.00% | +6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 0.00% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.42% | 0.00% | +7.42% |
Frequently Asked Questions
PRSIX has higher volatility (2.52%) compared to USD=X (0.00%). In terms of maximum drawdown, PRSIX dropped -30.00% vs USD=X's 0.00%.
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