PRXAX vs. TFIF.L
Compare and contrast key facts about T. Rowe Price GNMA Fund Class I (PRXAX) and TwentyFour Income Fund Limited (TFIF.L).
PRXAX is an actively managed fund by T. Rowe Price. It was launched on May 4, 2017. TFIF.L is managed by TwentyFour Asset Management.
Performance
PRXAX vs. TFIF.L - Performance Comparison
Loading graphics...
PRXAX vs. TFIF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRXAX vs. TFIF.L - Expense Ratio Comparison
Return for Risk
PRXAX vs. TFIF.L — Risk / Return Rank
PRXAX
TFIF.L
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.
| PRXAX | TFIF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | -0.01 | +1.09 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.08 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.01 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.01 | +1.85 |
Martin ratioReturn relative to average drawdown | 5.30 | -0.02 | +5.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRXAX | TFIF.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| PRXAX | TFIF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.03% | -15.79% | +13.76% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -12.72% | +8.32% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| PRXAX | TFIF.L | Difference | |
|---|---|---|---|
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% |