RPBAX vs. VGSTX

In the year-to-date period, RPBAX achieves a 4.15% return, which is significantly lower than VGSTX's 4.37% return. Over the past 10 years, RPBAX has outperformed VGSTX with an annualized return of 3.44%, while VGSTX has yielded a comparatively lower 3.25% annualized return.

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RPBAX has a 0.57% expense ratio, which is higher than VGSTX's 0.31% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Balanced Fund (RPBAX) and Vanguard STAR Fund (VGSTX). 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.

The current RPBAX Sharpe Ratio is 0.83, which is comparable to the VGSTX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of RPBAX and VGSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RPBAX's dividend yield for the trailing twelve months is around 2.13%, less than VGSTX's 2.33% yield.

The maximum RPBAX drawdown since its inception was -44.62%, roughly equal to the maximum VGSTX drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for RPBAX and VGSTX. For additional features, visit the drawdowns tool.

T. Rowe Price Balanced Fund (RPBAX) and Vanguard STAR Fund (VGSTX) have volatilities of 1.96% and 1.94%, 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.