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PRWBX vs. GPARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRWBX vs. GPARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Short-Term Bond Fund (PRWBX) and GuidePath Absolute Return Allocation Fund (GPARX). The values are adjusted to include any dividend payments, if applicable.

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PRWBX vs. GPARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRWBX
T. Rowe Price Short-Term Bond Fund
0.10%9.13%5.08%5.54%-4.99%-0.23%4.56%4.33%1.38%1.33%
GPARX
GuidePath Absolute Return Allocation Fund
4.77%7.42%4.20%6.87%-10.82%0.75%3.92%7.47%-1.64%4.50%

Returns By Period

In the year-to-date period, PRWBX achieves a 0.10% return, which is significantly lower than GPARX's 4.77% return. Over the past 10 years, PRWBX has underperformed GPARX with an annualized return of 2.64%, while GPARX has yielded a comparatively higher 3.27% annualized return.


PRWBX

1D
0.22%
1M
-0.86%
YTD
0.10%
6M
2.49%
1Y
7.66%
3Y*
5.88%
5Y*
2.78%
10Y*
2.64%

GPARX

1D
0.00%
1M
-0.39%
YTD
4.77%
6M
6.79%
1Y
10.64%
3Y*
6.93%
5Y*
2.54%
10Y*
3.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRWBX vs. GPARX - Expense Ratio Comparison

PRWBX has a 0.43% expense ratio, which is lower than GPARX's 0.99% expense ratio.


Return for Risk

PRWBX vs. GPARX — Risk / Return Rank

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

PRWBX
PRWBX Risk / Return Rank: 9999
Overall Rank
PRWBX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRWBX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PRWBX Omega Ratio Rank: 9898
Omega Ratio Rank
PRWBX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PRWBX Martin Ratio Rank: 9999
Martin Ratio Rank

GPARX
GPARX Risk / Return Rank: 8787
Overall Rank
GPARX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GPARX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GPARX Omega Ratio Rank: 8686
Omega Ratio Rank
GPARX Calmar Ratio Rank: 8888
Calmar Ratio Rank
GPARX Martin Ratio Rank: 9191
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.

PRWBX vs. GPARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Short-Term Bond Fund (PRWBX) and GuidePath Absolute Return Allocation Fund (GPARX). 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.


PRWBXGPARXDifference

Sharpe ratio

Return per unit of total volatility

3.20

1.65

+1.55

Sortino ratio

Return per unit of downside risk

5.99

2.19

+3.80

Omega ratio

Gain probability vs. loss probability

1.97

1.36

+0.61

Calmar ratio

Return relative to maximum drawdown

7.47

2.35

+5.13

Martin ratio

Return relative to average drawdown

25.23

10.80

+14.44

PRWBX vs. GPARX - Sharpe Ratio Comparison

The current PRWBX Sharpe Ratio is 3.20, which is higher than the GPARX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of PRWBX and GPARX, 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


PRWBXGPARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.20

1.65

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.52

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.22

0.78

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.75

+0.67

Correlation

The correlation between PRWBX and GPARX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRWBX vs. GPARX - Dividend Comparison

PRWBX's dividend yield for the trailing twelve months is around 7.41%, more than GPARX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
PRWBX
T. Rowe Price Short-Term Bond Fund
7.41%7.39%4.06%3.57%1.38%1.24%1.92%2.52%2.22%1.75%1.58%1.46%
GPARX
GuidePath Absolute Return Allocation Fund
3.16%3.31%4.99%4.81%2.42%1.99%2.45%2.76%2.27%1.60%3.17%2.15%

Drawdowns

PRWBX vs. GPARX - Drawdown Comparison

The maximum PRWBX drawdown since its inception was -7.78%, smaller than the maximum GPARX drawdown of -15.56%. Use the drawdown chart below to compare losses from any high point for PRWBX and GPARX.


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Drawdown Indicators


PRWBXGPARXDifference

Max Drawdown

Largest peak-to-trough decline

-7.78%

-15.56%

+7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-1.07%

-4.68%

+3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-7.29%

-15.56%

+8.27%

Max Drawdown (10Y)

Largest decline over 10 years

-7.29%

-15.56%

+8.27%

Current Drawdown

Current decline from peak

-0.86%

-1.46%

+0.60%

Average Drawdown

Average peak-to-trough decline

-0.96%

-2.40%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

1.02%

-0.70%

Volatility

PRWBX vs. GPARX - Volatility Comparison

The current volatility for T. Rowe Price Short-Term Bond Fund (PRWBX) is 0.74%, while GuidePath Absolute Return Allocation Fund (GPARX) has a volatility of 2.14%. This indicates that PRWBX experiences smaller price fluctuations and is considered to be less risky than GPARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRWBXGPARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

2.14%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

6.11%

-4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

6.56%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.55%

4.94%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

4.23%

-2.05%