RBAIX vs. BRUFX
RBAIX (T. Rowe Price Balanced Fund I Class) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 10 years, RBAIX returned 9.65%/yr vs 7.73%/yr for BRUFX. A 0.67 correlation means they provide meaningful diversification when combined. RBAIX charges 0.47%/yr vs 0.68%/yr for BRUFX.
Performance
RBAIX vs. BRUFX - Performance Comparison
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Returns By Period
In the year-to-date period, RBAIX achieves a 6.30% return, which is significantly lower than BRUFX's 15.92% return. Over the past 10 years, RBAIX has outperformed BRUFX with an annualized return of 9.65%, while BRUFX has yielded a comparatively lower 7.73% annualized return.
RBAIX
- 1D
- 0.40%
- 1M
- -0.45%
- 6M
- 5.92%
- YTD
- 6.30%
- 1Y
- 13.93%
- 3Y*
- 13.75%
- 5Y*
- 6.98%
- 10Y*
- 9.65%
BRUFX
- 1D
- 1.06%
- 1M
- 4.94%
- 6M
- 15.33%
- YTD
- 15.92%
- 1Y
- 26.79%
- 3Y*
- 12.61%
- 5Y*
- 5.92%
- 10Y*
- 7.73%
RBAIX vs. BRUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBAIX T. Rowe Price Balanced Fund I Class | 6.30% | 16.23% | 11.87% | 18.12% | -17.14% | 13.45% | 14.64% | 22.71% | -4.82% | 17.68% |
BRUFX Bruce Fund | 15.92% | 14.89% | 4.45% | -0.74% | -8.80% | 17.35% | 12.06% | 22.42% | -3.99% | 12.48% |
Correlation
The correlation between RBAIX and BRUFX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.67 |
The correlation between RBAIX and BRUFX shifts across timeframes, from 0.56 (1 year) to 0.68 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
RBAIX vs. BRUFX — Risk / Return Rank
RBAIX
BRUFX
RBAIX vs. BRUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Balanced Fund I Class (RBAIX) and Bruce Fund (BRUFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RBAIX | BRUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.56 | -1.53 |
| Martin ratioReturn relative to average drawdown | 8.81 | 15.74 | -6.93 |
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Drawdowns
RBAIX vs. BRUFX - Drawdown Comparison
The maximum RBAIX drawdown since its inception was -25.49%, smaller than the maximum BRUFX drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for RBAIX and BRUFX.
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Drawdown Indicators
| RBAIX | BRUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.49% | -44.50% | +19.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -7.67% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -10.40% | -9.66% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -17.91% | -5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -25.49% | -25.44% | -0.05% |
Current DrawdownCurrent decline from peak | -0.59% | -0.35% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -9.05% | +5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.73% | -0.10% |
Volatility
RBAIX vs. BRUFX - Volatility Comparison
T. Rowe Price Balanced Fund I Class (RBAIX) and Bruce Fund (BRUFX) have volatilities of 3.49% and 3.56%, 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.
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Volatility by Period
| RBAIX | BRUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.56% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 8.50% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 10.80% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 10.58% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.50% | 11.64% | -0.14% |
RBAIX vs. BRUFX - Expense Ratio Comparison
RBAIX has a 0.47% expense ratio, which is lower than BRUFX's 0.68% expense ratio.
Dividends
RBAIX vs. BRUFX - Dividend Comparison
RBAIX's dividend yield for the trailing twelve months is around 7.10%, more than BRUFX's 5.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUFX Bruce Fund | 5.48% | 6.35% | 5.01% | 6.46% | 13.31% | 9.25% | 5.83% | 2.03% | 2.49% | 4.11% | 6.26% | 4.63% |
RBAIX T. Rowe Price Balanced Fund I Class | 7.10% | 7.44% | 7.43% | 3.92% | 5.27% | 9.43% | 4.70% | 4.97% | 8.56% | 6.16% | 3.55% | 0.00% |
Frequently Asked Questions
RBAIX and BRUFX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRUFX has higher volatility (3.56%) compared to RBAIX (3.49%). In terms of maximum drawdown, RBAIX dropped -25.49% vs BRUFX's -44.50%.
BRUFX currently has the higher Sharpe Ratio (2.52 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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