PortfoliosLab logoPortfoliosLab logo
RPBAX vs. PRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPBAX vs. PRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Balanced Fund (RPBAX) and PIMCO Long-Term Real Return Fund (PRAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RPBAX vs. PRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPBAX
T. Rowe Price Balanced Fund
-3.21%16.06%11.71%18.01%-17.28%13.29%14.54%20.75%-4.89%12.58%
PRAIX
PIMCO Long-Term Real Return Fund
-1.89%5.26%-4.11%0.14%-33.83%7.21%27.16%19.62%-6.49%8.84%

Returns By Period

In the year-to-date period, RPBAX achieves a -3.21% return, which is significantly lower than PRAIX's -1.89% return. Over the past 10 years, RPBAX has outperformed PRAIX with an annualized return of 7.99%, while PRAIX has yielded a comparatively lower 0.87% annualized return.


RPBAX

1D
0.07%
1M
-6.89%
YTD
-3.21%
6M
-0.84%
1Y
11.14%
3Y*
11.85%
5Y*
6.11%
10Y*
7.99%

PRAIX

1D
1.62%
1M
-5.12%
YTD
-1.89%
6M
-2.85%
1Y
-2.46%
3Y*
-1.99%
5Y*
-5.11%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


RPBAX vs. PRAIX - Expense Ratio Comparison

RPBAX has a 0.57% expense ratio, which is higher than PRAIX's 0.50% expense ratio.


Return for Risk

RPBAX vs. PRAIX — Risk / Return Rank

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

RPBAX
RPBAX Risk / Return Rank: 5757
Overall Rank
RPBAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RPBAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
RPBAX Omega Ratio Rank: 6060
Omega Ratio Rank
RPBAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
RPBAX Martin Ratio Rank: 5858
Martin Ratio Rank

PRAIX
PRAIX Risk / Return Rank: 55
Overall Rank
PRAIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PRAIX Sortino Ratio Rank: 44
Sortino Ratio Rank
PRAIX Omega Ratio Rank: 44
Omega Ratio Rank
PRAIX Calmar Ratio Rank: 77
Calmar Ratio Rank
PRAIX Martin Ratio Rank: 77
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.

RPBAX vs. PRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Balanced Fund (RPBAX) and PIMCO Long-Term Real Return Fund (PRAIX). 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.


RPBAXPRAIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

-0.03

+1.07

Sortino ratio

Return per unit of downside risk

1.51

0.04

+1.47

Omega ratio

Gain probability vs. loss probability

1.22

1.00

+0.22

Calmar ratio

Return relative to maximum drawdown

1.23

0.07

+1.16

Martin ratio

Return relative to average drawdown

5.55

0.16

+5.39

RPBAX vs. PRAIX - Sharpe Ratio Comparison

The current RPBAX Sharpe Ratio is 1.04, which is higher than the PRAIX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of RPBAX and PRAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RPBAXPRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-0.03

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

-0.31

+0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.06

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.37

+0.32

Correlation

The correlation between RPBAX and PRAIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RPBAX vs. PRAIX - Dividend Comparison

RPBAX's dividend yield for the trailing twelve months is around 7.64%, more than PRAIX's 4.63% yield.


TTM20252024202320222021202020192018201720162015
RPBAX
T. Rowe Price Balanced Fund
7.64%7.30%7.28%3.80%5.03%9.33%4.59%3.41%8.42%1.69%2.96%7.32%
PRAIX
PIMCO Long-Term Real Return Fund
4.63%5.72%4.64%4.75%12.40%15.85%37.88%7.20%3.06%2.76%1.54%2.05%

Drawdowns

RPBAX vs. PRAIX - Drawdown Comparison

The maximum RPBAX drawdown since its inception was -40.79%, smaller than the maximum PRAIX drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for RPBAX and PRAIX.


Loading graphics...

Drawdown Indicators


RPBAXPRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.79%

-43.52%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

-8.28%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

-43.52%

+20.07%

Max Drawdown (10Y)

Largest decline over 10 years

-25.49%

-43.52%

+18.03%

Current Drawdown

Current decline from peak

-7.08%

-35.44%

+28.36%

Average Drawdown

Average peak-to-trough decline

-4.16%

-10.08%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

3.93%

-2.09%

Volatility

RPBAX vs. PRAIX - Volatility Comparison

The current volatility for T. Rowe Price Balanced Fund (RPBAX) is 3.65%, while PIMCO Long-Term Real Return Fund (PRAIX) has a volatility of 4.27%. This indicates that RPBAX experiences smaller price fluctuations and is considered to be less risky than PRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RPBAXPRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

4.27%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

6.72%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.01%

12.04%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.90%

16.34%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.58%

14.96%

-3.38%