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PRSIX vs. VASIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PRSIX vs. VASIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
-1.77%11.91%8.53%11.97%-13.65%7.07%11.70%16.78%-3.01%12.28%
VASIX
Vanguard LifeStrategy Income Fund
-1.27%9.42%6.67%9.63%-13.94%1.92%9.13%12.05%-1.05%6.05%

Returns By Period

In the year-to-date period, PRSIX achieves a -1.77% return, which is significantly lower than VASIX's -1.27% return. Over the past 10 years, PRSIX has outperformed VASIX with an annualized return of 6.26%, while VASIX has yielded a comparatively lower 3.76% annualized return.


PRSIX

1D
0.00%
1M
-4.88%
YTD
-1.77%
6M
0.34%
1Y
8.65%
3Y*
8.75%
5Y*
3.90%
10Y*
6.26%

VASIX

1D
0.26%
1M
-3.65%
YTD
-1.27%
6M
0.05%
1Y
6.51%
3Y*
6.68%
5Y*
2.39%
10Y*
3.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

PRSIX vs. VASIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRSIX
PRSIX Risk / Return Rank: 6969
Overall Rank
PRSIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PRSIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PRSIX Omega Ratio Rank: 7171
Omega Ratio Rank
PRSIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PRSIX Martin Ratio Rank: 6767
Martin Ratio Rank

VASIX
VASIX Risk / Return Rank: 7777
Overall Rank
VASIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VASIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VASIX Omega Ratio Rank: 7474
Omega Ratio Rank
VASIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VASIX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRSIX vs. VASIX - Risk-Adjusted Trends 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.


PRSIXVASIXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.45

-0.21

Sortino ratio

Return per unit of downside risk

1.71

2.02

-0.31

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

1.47

1.72

-0.25

Martin ratio

Return relative to average drawdown

6.32

7.48

-1.15

PRSIX vs. VASIX - Sharpe Ratio Comparison

The current PRSIX Sharpe Ratio is 1.24, which is comparable to the VASIX Sharpe Ratio of 1.45. 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.


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Sharpe Ratios by Period


PRSIXVASIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.45

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.42

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.77

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.10

-0.26

Correlation

The correlation between PRSIX and VASIX is 0.82, 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. VASIX - Dividend Comparison

PRSIX's dividend yield for the trailing twelve months is around 7.37%, more than VASIX's 4.30% yield.


TTM20252024202320222021202020192018201720162015
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
7.37%7.12%3.92%3.78%5.63%7.63%3.77%5.11%5.27%3.43%2.22%4.56%
VASIX
Vanguard LifeStrategy Income Fund
4.30%4.18%7.61%3.17%2.02%3.95%2.15%2.73%3.55%1.52%2.26%2.57%

Drawdowns

PRSIX vs. VASIX - Drawdown Comparison

The maximum PRSIX drawdown since its inception was -30.00%, 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.


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Drawdown Indicators


PRSIXVASIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.00%

-18.17%

-11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-3.90%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.69%

-18.17%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-18.17%

-1.11%

Current Drawdown

Current decline from peak

-5.02%

-3.65%

-1.37%

Average Drawdown

Average peak-to-trough decline

-2.83%

-1.92%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

0.89%

+0.41%

Volatility

PRSIX vs. VASIX - Volatility Comparison

T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) has a higher volatility of 2.69% compared to Vanguard LifeStrategy Income Fund (VASIX) at 2.08%. This indicates that PRSIX's price experiences larger fluctuations and is considered to be riskier than VASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSIXVASIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

2.08%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

3.03%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

7.13%

4.62%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.97%

5.68%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.36%

4.87%

+2.49%