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

Correlation

The correlation between PRSIX and VASIX is 0.81, 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. VASIX - Performance Comparison

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

300.00%320.00%340.00%360.00%380.00%AugustSeptemberOctoberNovemberDecember2025
317.99%
348.45%
PRSIX
VASIX

Key characteristics

Sharpe Ratio

PRSIX:

1.57

VASIX:

0.21

Sortino Ratio

PRSIX:

2.16

VASIX:

0.29

Omega Ratio

PRSIX:

1.29

VASIX:

1.04

Calmar Ratio

PRSIX:

0.61

VASIX:

0.15

Martin Ratio

PRSIX:

8.76

VASIX:

0.84

Ulcer Index

PRSIX:

0.98%

VASIX:

1.41%

Daily Std Dev

PRSIX:

5.50%

VASIX:

5.76%

Max Drawdown

PRSIX:

-32.91%

VASIX:

-18.17%

Current Drawdown

PRSIX:

-6.27%

VASIX:

-6.24%

Returns By Period

In the year-to-date period, PRSIX achieves a -0.46% return, which is significantly higher than VASIX's -0.93% return. Over the past 10 years, PRSIX has outperformed VASIX with an annualized return of 3.11%, while VASIX has yielded a comparatively lower 2.65% annualized return.


PRSIX

YTD

-0.46%

1M

-2.44%

6M

0.60%

1Y

8.04%

5Y*

1.82%

10Y*

3.11%

VASIX

YTD

-0.93%

1M

-5.52%

6M

-2.86%

1Y

0.71%

5Y*

0.88%

10Y*

2.65%

*Annualized

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PRSIX vs. VASIX - Expense Ratio Comparison

PRSIX has a 0.36% expense ratio, which is higher than VASIX's 0.11% 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 VASIX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

PRSIX vs. VASIX — 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 8080
Overall Rank
The Sharpe Ratio Rank of PRSIX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PRSIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PRSIX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PRSIX is 8686
Martin Ratio Rank

VASIX
The Risk-Adjusted Performance Rank of VASIX is 2222
Overall Rank
The Sharpe Ratio Rank of VASIX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of VASIX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VASIX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VASIX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VASIX is 2424
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. VASIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and Vanguard LifeStrategy Income Fund (VASIX). 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 1.57, compared to the broader market-1.000.001.002.003.004.001.570.21
The chart of Sortino ratio for PRSIX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.002.160.29
The chart of Omega ratio for PRSIX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.04
The chart of Calmar ratio for PRSIX, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.610.15
The chart of Martin ratio for PRSIX, currently valued at 8.76, compared to the broader market0.0020.0040.0060.008.760.84
PRSIX
VASIX

The current PRSIX Sharpe Ratio is 1.57, which is higher than the VASIX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of PRSIX and VASIX, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.57
0.21
PRSIX
VASIX

Dividends

PRSIX vs. VASIX - Dividend Comparison

PRSIX's dividend yield for the trailing twelve months is around 3.73%, more than VASIX's 2.26% yield.


TTM20242023202220212020201920182017201620152014
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
3.73%3.71%3.77%2.19%1.31%1.35%2.30%2.28%1.69%2.00%2.14%2.04%
VASIX
Vanguard LifeStrategy Income Fund
2.26%2.24%3.18%2.03%2.08%1.72%2.71%2.78%2.28%2.20%2.17%2.08%

Drawdowns

PRSIX vs. VASIX - Drawdown Comparison

The maximum PRSIX drawdown since its inception was -32.91%, which is greater than VASIX's maximum drawdown of -18.17%. Use the drawdown chart below to compare losses from any high point for PRSIX and VASIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.27%
-6.24%
PRSIX
VASIX

Volatility

PRSIX vs. VASIX - Volatility Comparison

The current volatility for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) is 2.05%, while Vanguard LifeStrategy Income Fund (VASIX) has a volatility of 3.33%. This indicates that PRSIX experiences smaller price fluctuations and is considered to be less risky than VASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%AugustSeptemberOctoberNovemberDecember2025
2.05%
3.33%
PRSIX
VASIX
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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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