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

Correlation

The correlation between PRSIX and VWINX is 0.71, 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

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

300.00%400.00%500.00%600.00%700.00%800.00%December2025FebruaryMarchAprilMay
346.87%
784.50%
PRSIX
VWINX

Key characteristics

Sharpe Ratio

PRSIX:

1.06

VWINX:

1.18

Sortino Ratio

PRSIX:

1.49

VWINX:

1.67

Omega Ratio

PRSIX:

1.22

VWINX:

1.23

Calmar Ratio

PRSIX:

0.71

VWINX:

1.51

Martin Ratio

PRSIX:

5.00

VWINX:

5.53

Ulcer Index

PRSIX:

1.55%

VWINX:

1.48%

Daily Std Dev

PRSIX:

7.29%

VWINX:

6.94%

Max Drawdown

PRSIX:

-32.91%

VWINX:

-21.72%

Current Drawdown

PRSIX:

-4.49%

VWINX:

-1.68%

Returns By Period

In the year-to-date period, PRSIX achieves a 1.43% return, which is significantly lower than VWINX's 1.89% return. Over the past 10 years, PRSIX has underperformed VWINX with an annualized return of 2.91%, while VWINX has yielded a comparatively higher 5.21% annualized return.


PRSIX

YTD

1.43%

1M

4.04%

6M

0.80%

1Y

6.00%

5Y*

3.75%

10Y*

2.91%

VWINX

YTD

1.89%

1M

2.08%

6M

0.91%

1Y

6.91%

5Y*

5.06%

10Y*

5.21%

*Annualized

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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.


Risk-Adjusted Performance

PRSIX vs. VWINX — 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 7676
Overall Rank
The Sharpe Ratio Rank of PRSIX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSIX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of PRSIX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of PRSIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PRSIX is 8383
Martin Ratio Rank

VWINX
The Risk-Adjusted Performance Rank of VWINX is 8383
Overall Rank
The Sharpe Ratio Rank of VWINX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VWINX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VWINX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VWINX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VWINX is 8686
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. 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.


The current PRSIX Sharpe Ratio is 1.06, which is comparable to the VWINX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PRSIX and VWINX, 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 Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.06
1.18
PRSIX
VWINX

Dividends

PRSIX vs. VWINX - Dividend Comparison

PRSIX's dividend yield for the trailing twelve months is around 3.62%, less than VWINX's 6.63% yield.


TTM20242023202220212020201920182017201620152014
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
3.62%3.71%3.77%2.19%1.31%1.35%2.30%2.28%1.69%2.00%2.14%2.04%
VWINX
Vanguard Wellesley Income Fund Investor Shares
6.63%6.61%4.73%7.67%6.03%4.30%3.94%7.56%4.00%4.00%5.60%4.92%

Drawdowns

PRSIX vs. VWINX - Drawdown Comparison

The maximum PRSIX drawdown since its inception was -32.91%, which is greater than VWINX's maximum drawdown of -21.72%. Use the drawdown chart below to compare losses from any high point for PRSIX and VWINX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-4.49%
-1.68%
PRSIX
VWINX

Volatility

PRSIX vs. VWINX - Volatility Comparison

T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) has a higher volatility of 4.75% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 4.36%. This indicates that PRSIX's price experiences larger fluctuations and is considered to be riskier than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
4.75%
4.36%
PRSIX
VWINX