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

Correlation

The correlation between PSILX and PRSIX is 0.80, 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.


-0.50.00.51.00.8

Performance

PSILX vs. PRSIX - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-2.61%
1.19%
PSILX
PRSIX

Key characteristics

Sharpe Ratio

PSILX:

0.33

PRSIX:

1.17

Sortino Ratio

PSILX:

0.53

PRSIX:

1.50

Omega Ratio

PSILX:

1.06

PRSIX:

1.23

Calmar Ratio

PSILX:

0.26

PRSIX:

1.29

Martin Ratio

PSILX:

1.24

PRSIX:

7.36

Ulcer Index

PSILX:

3.26%

PRSIX:

0.97%

Daily Std Dev

PSILX:

12.34%

PRSIX:

6.15%

Max Drawdown

PSILX:

-61.38%

PRSIX:

-29.56%

Current Drawdown

PSILX:

-9.72%

PRSIX:

-4.05%

Returns By Period

In the year-to-date period, PSILX achieves a 2.67% return, which is significantly lower than PRSIX's 6.60% return. Over the past 10 years, PSILX has underperformed PRSIX with an annualized return of 4.40%, while PRSIX has yielded a comparatively higher 5.11% annualized return.


PSILX

YTD

2.67%

1M

-2.34%

6M

-2.60%

1Y

4.10%

5Y*

2.87%

10Y*

4.40%

PRSIX

YTD

6.60%

1M

-2.87%

6M

1.19%

1Y

7.11%

5Y*

4.31%

10Y*

5.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSILX vs. PRSIX - Expense Ratio Comparison

PSILX has a 0.89% expense ratio, which is higher than PRSIX's 0.36% expense ratio.


PSILX
T. Rowe Price Spectrum International Equity Fund
Expense ratio chart for PSILX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for PRSIX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

PSILX vs. PRSIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum International Equity Fund (PSILX) and T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX). 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.


Sharpe ratio
The chart of Sharpe ratio for PSILX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.004.000.331.17
The chart of Sortino ratio for PSILX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.531.50
The chart of Omega ratio for PSILX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.23
The chart of Calmar ratio for PSILX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.000.261.29
The chart of Martin ratio for PSILX, currently valued at 1.24, compared to the broader market0.0020.0040.0060.001.247.36
PSILX
PRSIX

The current PSILX Sharpe Ratio is 0.33, which is lower than the PRSIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of PSILX and PRSIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.17
PSILX
PRSIX

Dividends

PSILX vs. PRSIX - Dividend Comparison

PSILX has not paid dividends to shareholders, while PRSIX's dividend yield for the trailing twelve months is around 1.98%.


TTM20232022202120202019201820172016201520142013
PSILX
T. Rowe Price Spectrum International Equity Fund
0.00%1.88%1.45%1.30%0.75%1.99%1.97%1.37%1.77%1.36%3.82%1.33%
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
1.98%3.77%2.19%1.31%1.35%2.30%2.28%1.69%2.00%2.14%2.04%1.85%

Drawdowns

PSILX vs. PRSIX - Drawdown Comparison

The maximum PSILX drawdown since its inception was -61.38%, which is greater than PRSIX's maximum drawdown of -29.56%. Use the drawdown chart below to compare losses from any high point for PSILX and PRSIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.72%
-4.05%
PSILX
PRSIX

Volatility

PSILX vs. PRSIX - Volatility Comparison

T. Rowe Price Spectrum International Equity Fund (PSILX) and T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) have volatilities of 3.27% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.27%
3.44%
PSILX
PRSIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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