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RPBAX vs. TRPBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPBAX vs. TRPBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Balanced Fund (RPBAX) and T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX). The values are adjusted to include any dividend payments, if applicable.

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RPBAX vs. TRPBX - 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%
TRPBX
T. Rowe Price Spectrum Moderate Allocation Fund
-2.40%14.47%10.24%15.08%-17.10%10.54%14.44%21.61%-4.46%16.88%

Returns By Period

In the year-to-date period, RPBAX achieves a -3.21% return, which is significantly lower than TRPBX's -2.40% return. Both investments have delivered pretty close results over the past 10 years, with RPBAX having a 7.99% annualized return and TRPBX not far behind at 7.89%.


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%

TRPBX

1D
-0.08%
1M
-6.50%
YTD
-2.40%
6M
-0.05%
1Y
10.76%
3Y*
10.56%
5Y*
4.70%
10Y*
7.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPBAX vs. TRPBX - Expense Ratio Comparison

RPBAX has a 0.57% expense ratio, which is higher than TRPBX's 0.51% expense ratio.


Return for Risk

RPBAX vs. TRPBX — 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

TRPBX
TRPBX Risk / Return Rank: 5858
Overall Rank
TRPBX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TRPBX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TRPBX Omega Ratio Rank: 6060
Omega Ratio Rank
TRPBX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TRPBX Martin Ratio Rank: 6060
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. TRPBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Balanced Fund (RPBAX) and T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX). 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.


RPBAXTRPBXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.08

-0.04

Sortino ratio

Return per unit of downside risk

1.51

1.53

-0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.23

1.29

-0.06

Martin ratio

Return relative to average drawdown

5.55

5.70

-0.15

RPBAX vs. TRPBX - Sharpe Ratio Comparison

The current RPBAX Sharpe Ratio is 1.04, which is comparable to the TRPBX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RPBAX and TRPBX, 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


RPBAXTRPBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.08

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.48

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.75

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.74

-0.06

Correlation

The correlation between RPBAX and TRPBX is 0.98, 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.


Dividends

RPBAX vs. TRPBX - Dividend Comparison

RPBAX's dividend yield for the trailing twelve months is around 7.64%, less than TRPBX's 8.71% 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%
TRPBX
T. Rowe Price Spectrum Moderate Allocation Fund
8.71%8.46%6.87%3.09%7.38%9.57%4.90%5.41%8.82%5.40%2.76%6.89%

Drawdowns

RPBAX vs. TRPBX - Drawdown Comparison

The maximum RPBAX drawdown since its inception was -40.79%, roughly equal to the maximum TRPBX drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for RPBAX and TRPBX.


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Drawdown Indicators


RPBAXTRPBXDifference

Max Drawdown

Largest peak-to-trough decline

-40.79%

-41.62%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

-7.70%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

-23.21%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-25.49%

-24.55%

-0.94%

Current Drawdown

Current decline from peak

-7.08%

-6.72%

-0.36%

Average Drawdown

Average peak-to-trough decline

-4.16%

-4.15%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.74%

+0.10%

Volatility

RPBAX vs. TRPBX - Volatility Comparison

T. Rowe Price Balanced Fund (RPBAX) and T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX) have volatilities of 3.65% and 3.58%, 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


RPBAXTRPBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.58%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

6.04%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.01%

10.19%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.90%

9.83%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.58%

10.50%

+1.08%