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PRXAX vs. TFIF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRXAX vs. TFIF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price GNMA Fund Class I (PRXAX) and TwentyFour Income Fund Limited (TFIF.L). The values are adjusted to include any dividend payments, if applicable.

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PRXAX vs. TFIF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRXAX
T. Rowe Price GNMA Fund Class I
0.04%7.72%1.15%4.79%-11.41%-2.07%4.34%5.29%0.58%0.82%
TFIF.L
TwentyFour Income Fund Limited
-5.80%13.03%1.05%12.21%-23.05%7.34%-1.96%3.38%-11.89%6.99%
Different Trading Currencies

PRXAX is traded in USD, while TFIF.L is traded in GBP. To make them comparable, the TFIF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRXAX achieves a 0.04% return, which is significantly higher than TFIF.L's -5.80% return.


PRXAX

1D
0.61%
1M
-2.03%
YTD
0.04%
6M
1.53%
1Y
4.76%
3Y*
3.58%
5Y*
-0.02%
10Y*

TFIF.L

1D
4.19%
1M
-5.32%
YTD
-5.80%
6M
-6.20%
1Y
-0.21%
3Y*
5.17%
5Y*
-0.73%
10Y*
-0.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRXAX vs. TFIF.L - Expense Ratio Comparison


Return for Risk

PRXAX vs. TFIF.L — Risk / Return Rank

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

PRXAX
PRXAX Risk / Return Rank: 5858
Overall Rank
PRXAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PRXAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PRXAX Omega Ratio Rank: 4343
Omega Ratio Rank
PRXAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PRXAX Martin Ratio Rank: 5454
Martin Ratio Rank

TFIF.L
TFIF.L Risk / Return Rank: 33
Overall Rank
TFIF.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TFIF.L Sortino Ratio Rank: 33
Sortino Ratio Rank
TFIF.L Omega Ratio Rank: 22
Omega Ratio Rank
TFIF.L Calmar Ratio Rank: 33
Calmar Ratio Rank
TFIF.L Martin Ratio Rank: 22
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.

PRXAX vs. TFIF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price GNMA Fund Class I (PRXAX) and TwentyFour Income Fund Limited (TFIF.L). 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.


PRXAXTFIF.LDifference

Sharpe ratio

Return per unit of total volatility

1.08

-0.01

+1.09

Sortino ratio

Return per unit of downside risk

1.56

0.08

+1.48

Omega ratio

Gain probability vs. loss probability

1.20

1.01

+0.18

Calmar ratio

Return relative to maximum drawdown

1.85

-0.01

+1.85

Martin ratio

Return relative to average drawdown

5.30

-0.02

+5.32

PRXAX vs. TFIF.L - Sharpe Ratio Comparison

The current PRXAX Sharpe Ratio is 1.08, which is higher than the TFIF.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of PRXAX and TFIF.L, 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


PRXAXTFIF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

-0.01

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.05

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.03

+0.26

Correlation

The correlation between PRXAX and TFIF.L is 0.10, 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

PRXAX vs. TFIF.L - Dividend Comparison

PRXAX's dividend yield for the trailing twelve months is around 3.65%, more than TFIF.L's 0.10% yield.


TTM20252024202320222021202020192018201720162015
PRXAX
T. Rowe Price GNMA Fund Class I
3.65%3.92%3.78%2.77%1.56%0.70%1.56%2.48%2.89%2.13%0.00%0.00%
TFIF.L
TwentyFour Income Fund Limited
0.10%0.10%0.09%0.10%0.07%0.06%0.06%0.06%0.06%0.06%0.06%0.06%

Drawdowns

PRXAX vs. TFIF.L - Drawdown Comparison

The maximum PRXAX drawdown since its inception was -18.04%, smaller than the maximum TFIF.L drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for PRXAX and TFIF.L.


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Drawdown Indicators


PRXAXTFIF.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-37.49%

+19.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-8.87%

+5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.44%

-19.27%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-2.03%

-15.79%

+13.76%

Average Drawdown

Average peak-to-trough decline

-4.40%

-12.72%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.54%

-1.46%

Volatility

PRXAX vs. TFIF.L - Volatility Comparison

The current volatility for T. Rowe Price GNMA Fund Class I (PRXAX) is 1.95%, while TwentyFour Income Fund Limited (TFIF.L) has a volatility of 8.30%. This indicates that PRXAX experiences smaller price fluctuations and is considered to be less risky than TFIF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRXAXTFIF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

8.30%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

9.94%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.86%

14.98%

-10.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

14.83%

-8.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

16.67%

-11.70%