PRSIX vs. VWINX
Compare and contrast key facts about T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and Vanguard Wellesley Income Fund Investor Shares (VWINX).
PRSIX is managed by T. Rowe Price. It was launched on Jul 28, 1994. VWINX is managed by Vanguard. It was launched on Jul 1, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSIX or VWINX.
Performance
PRSIX vs. VWINX - Performance Comparison
Returns By Period
In the year-to-date period, PRSIX achieves a 9.74% return, which is significantly higher than VWINX's 7.75% return. Over the past 10 years, PRSIX has outperformed VWINX with an annualized return of 5.35%, while VWINX has yielded a comparatively lower 3.30% annualized return.
PRSIX
9.74%
0.90%
4.92%
14.31%
5.32%
5.35%
VWINX
7.75%
0.35%
5.83%
14.74%
2.63%
3.30%
Key characteristics
| PRSIX | VWINX | |
|---|---|---|
| Sharpe Ratio | 2.61 | 2.25 |
| Sortino Ratio | 3.86 | 3.43 |
| Omega Ratio | 1.51 | 1.46 |
| Calmar Ratio | 1.74 | 1.01 |
| Martin Ratio | 17.59 | 13.93 |
| Ulcer Index | 0.81% | 1.06% |
| Daily Std Dev | 5.49% | 6.54% |
| Max Drawdown | -29.56% | -24.01% |
| Current Drawdown | -0.44% | -2.01% |
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PRSIX vs. VWINX - Expense Ratio Comparison
PRSIX has a 0.36% expense ratio, which is higher than VWINX's 0.23% expense ratio.
Correlation
The correlation between PRSIX and VWINX is 0.79, 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.
Risk-Adjusted Performance
PRSIX vs. VWINX - 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 Wellesley Income Fund Investor Shares (VWINX). 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.
Dividends
PRSIX vs. VWINX - Dividend Comparison
PRSIX's dividend yield for the trailing twelve months is around 3.62%, less than VWINX's 5.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSIX T. Rowe Price Spectrum Conservative Allocation Fund | 3.62% | 3.77% | 2.19% | 1.31% | 1.35% | 2.30% | 2.28% | 1.69% | 2.00% | 2.14% | 2.04% | 1.85% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.76% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
Drawdowns
PRSIX vs. VWINX - Drawdown Comparison
The maximum PRSIX drawdown since its inception was -29.56%, which is greater than VWINX's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for PRSIX and VWINX. For additional features, visit the drawdowns tool.
Volatility
PRSIX vs. VWINX - Volatility Comparison
T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and Vanguard Wellesley Income Fund Investor Shares (VWINX) have volatilities of 1.44% and 1.49%, 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.