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RPELX vs. AFLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPELX vs. AFLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dynamic Credit Fund (RPELX) and Anfield Universal Fixed Income Fund (AFLIX). The values are adjusted to include any dividend payments, if applicable.

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RPELX vs. AFLIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RPELX
T. Rowe Price Dynamic Credit Fund
-0.25%7.13%7.47%2.92%-0.81%6.37%2.52%7.00%
AFLIX
Anfield Universal Fixed Income Fund
-0.12%5.99%5.51%7.75%-5.69%1.66%0.58%0.76%

Returns By Period

In the year-to-date period, RPELX achieves a -0.25% return, which is significantly lower than AFLIX's -0.12% return.


RPELX

1D
-0.34%
1M
-0.80%
YTD
-0.25%
6M
0.31%
1Y
4.19%
3Y*
5.44%
5Y*
3.30%
10Y*

AFLIX

1D
0.11%
1M
-0.73%
YTD
-0.12%
6M
1.26%
1Y
4.68%
3Y*
5.87%
5Y*
2.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPELX vs. AFLIX - Expense Ratio Comparison

RPELX has a 0.56% expense ratio, which is lower than AFLIX's 1.39% expense ratio.


Return for Risk

RPELX vs. AFLIX — Risk / Return Rank

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

RPELX
RPELX Risk / Return Rank: 6666
Overall Rank
RPELX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RPELX Sortino Ratio Rank: 7373
Sortino Ratio Rank
RPELX Omega Ratio Rank: 6565
Omega Ratio Rank
RPELX Calmar Ratio Rank: 6565
Calmar Ratio Rank
RPELX Martin Ratio Rank: 6464
Martin Ratio Rank

AFLIX
AFLIX Risk / Return Rank: 9797
Overall Rank
AFLIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AFLIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AFLIX Omega Ratio Rank: 9898
Omega Ratio Rank
AFLIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
AFLIX Martin Ratio Rank: 9696
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.

RPELX vs. AFLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Credit Fund (RPELX) and Anfield Universal Fixed Income Fund (AFLIX). 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.


RPELXAFLIXDifference

Sharpe ratio

Return per unit of total volatility

1.23

3.06

-1.83

Sortino ratio

Return per unit of downside risk

1.94

4.30

-2.37

Omega ratio

Gain probability vs. loss probability

1.26

1.83

-0.56

Calmar ratio

Return relative to maximum drawdown

1.69

3.49

-1.80

Martin ratio

Return relative to average drawdown

6.63

14.58

-7.95

RPELX vs. AFLIX - Sharpe Ratio Comparison

The current RPELX Sharpe Ratio is 1.23, which is lower than the AFLIX Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of RPELX and AFLIX, 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


RPELXAFLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

3.06

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.43

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.98

-0.05

Correlation

The correlation between RPELX and AFLIX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RPELX vs. AFLIX - Dividend Comparison

RPELX's dividend yield for the trailing twelve months is around 6.46%, more than AFLIX's 2.74% yield.


TTM202520242023202220212020201920182017
RPELX
T. Rowe Price Dynamic Credit Fund
6.46%7.49%6.95%4.90%8.05%5.39%7.16%4.43%0.00%0.00%
AFLIX
Anfield Universal Fixed Income Fund
2.74%3.15%5.97%5.31%4.13%2.40%4.51%2.88%2.92%1.34%

Drawdowns

RPELX vs. AFLIX - Drawdown Comparison

The maximum RPELX drawdown since its inception was -19.94%, which is greater than AFLIX's maximum drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for RPELX and AFLIX.


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Drawdown Indicators


RPELXAFLIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.94%

-9.43%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-1.38%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-7.25%

-8.55%

+1.30%

Current Drawdown

Current decline from peak

-1.19%

-1.04%

-0.15%

Average Drawdown

Average peak-to-trough decline

-1.99%

-1.65%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.33%

+0.39%

Volatility

RPELX vs. AFLIX - Volatility Comparison

T. Rowe Price Dynamic Credit Fund (RPELX) has a higher volatility of 0.94% compared to Anfield Universal Fixed Income Fund (AFLIX) at 0.67%. This indicates that RPELX's price experiences larger fluctuations and is considered to be riskier than AFLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPELXAFLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.67%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

0.98%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

1.57%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.74%

1.99%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

2.34%

+2.42%