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.
Key characteristics
| PRSIX | VWINX | |
|---|---|---|
| YTD Return | 10.18% | 8.20% |
| 1Y Return | 17.77% | 18.46% |
| 3Y Return (Ann) | 1.76% | -0.54% |
| 5Y Return (Ann) | 5.49% | 2.83% |
| 10Y Return (Ann) | 5.46% | 3.40% |
| Sharpe Ratio | 3.08 | 2.61 |
| Sortino Ratio | 4.67 | 4.03 |
| Omega Ratio | 1.63 | 1.55 |
| Calmar Ratio | 1.63 | 1.04 |
| Martin Ratio | 21.62 | 17.12 |
| Ulcer Index | 0.80% | 1.03% |
| Daily Std Dev | 5.60% | 6.72% |
| Max Drawdown | -29.56% | -24.01% |
| Current Drawdown | 0.00% | -1.59% |
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.
Performance
PRSIX vs. VWINX - Performance Comparison
In the year-to-date period, PRSIX achieves a 10.18% return, which is significantly higher than VWINX's 8.20% return. Over the past 10 years, PRSIX has outperformed VWINX with an annualized return of 5.46%, while VWINX has yielded a comparatively lower 3.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VWINX - Expense Ratio Comparison
PRSIX has a 0.36% expense ratio, which is higher than VWINX's 0.23% expense ratio.
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 3.60%, less than VWINX's 5.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSIX T. Rowe Price Spectrum Conservative Allocation Fund | 3.60% | 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 | 5.73% | 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
The current volatility for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) is 1.42%, while Vanguard Wellesley Income Fund Investor Shares (VWINX) has a volatility of 1.53%. This indicates that PRSIX experiences smaller price fluctuations and is considered to be less risky than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.