PortfoliosLab logoPortfoliosLab logo
RPELX vs. PUTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPELX vs. PUTIX - Performance Comparison

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

Loading graphics...

RPELX vs. PUTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RPELX
T. Rowe Price Dynamic Credit Fund
0.10%7.13%7.47%2.92%-0.81%6.37%2.52%7.00%
PUTIX
PIMCO Strategic Bond Fund
-0.71%8.12%6.35%6.65%-6.51%0.44%4.33%4.85%

Returns By Period

In the year-to-date period, RPELX achieves a 0.10% return, which is significantly higher than PUTIX's -0.71% return.


RPELX

1D
0.00%
1M
-0.80%
YTD
0.10%
6M
0.54%
1Y
4.55%
3Y*
5.56%
5Y*
3.39%
10Y*

PUTIX

1D
0.09%
1M
-1.55%
YTD
-0.71%
6M
1.31%
1Y
5.05%
3Y*
6.20%
5Y*
2.67%
10Y*
3.91%
*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.


RPELX vs. PUTIX - Expense Ratio Comparison

RPELX has a 0.56% expense ratio, which is higher than PUTIX's 0.51% expense ratio.


Return for Risk

RPELX vs. PUTIX — Risk / Return Rank

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

RPELX
RPELX Risk / Return Rank: 7979
Overall Rank
RPELX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RPELX Sortino Ratio Rank: 8787
Sortino Ratio Rank
RPELX Omega Ratio Rank: 8282
Omega Ratio Rank
RPELX Calmar Ratio Rank: 7373
Calmar Ratio Rank
RPELX Martin Ratio Rank: 7070
Martin Ratio Rank

PUTIX
PUTIX Risk / Return Rank: 9494
Overall Rank
PUTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PUTIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PUTIX Omega Ratio Rank: 9595
Omega Ratio Rank
PUTIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PUTIX Martin Ratio Rank: 9393
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. PUTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Credit Fund (RPELX) and PIMCO Strategic Bond Fund (PUTIX). 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.


RPELXPUTIXDifference

Sharpe ratio

Return per unit of total volatility

1.49

2.26

-0.77

Sortino ratio

Return per unit of downside risk

2.38

3.64

-1.27

Omega ratio

Gain probability vs. loss probability

1.33

1.53

-0.21

Calmar ratio

Return relative to maximum drawdown

1.69

2.87

-1.18

Martin ratio

Return relative to average drawdown

6.68

11.37

-4.70

RPELX vs. PUTIX - Sharpe Ratio Comparison

The current RPELX Sharpe Ratio is 1.49, which is lower than the PUTIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of RPELX and PUTIX, 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


RPELXPUTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.26

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

1.00

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.07

-0.12

Correlation

The correlation between RPELX and PUTIX is 0.15, 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. PUTIX - Dividend Comparison

RPELX's dividend yield for the trailing twelve months is around 6.44%, more than PUTIX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
RPELX
T. Rowe Price Dynamic Credit Fund
6.44%7.49%6.95%4.90%8.05%5.39%7.16%4.43%0.00%0.00%0.00%0.00%
PUTIX
PIMCO Strategic Bond Fund
4.28%4.56%4.19%2.36%2.32%1.17%2.07%3.31%2.81%4.62%2.58%4.60%

Drawdowns

RPELX vs. PUTIX - Drawdown Comparison

The maximum RPELX drawdown since its inception was -19.94%, which is greater than PUTIX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for RPELX and PUTIX.


Loading graphics...

Drawdown Indicators


RPELXPUTIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.94%

-9.59%

-10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-1.96%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-7.25%

-9.59%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-9.59%

Current Drawdown

Current decline from peak

-0.85%

-1.55%

+0.70%

Average Drawdown

Average peak-to-trough decline

-1.99%

-1.25%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.49%

+0.22%

Volatility

RPELX vs. PUTIX - Volatility Comparison

T. Rowe Price Dynamic Credit Fund (RPELX) and PIMCO Strategic Bond Fund (PUTIX) have volatilities of 0.94% and 0.95%, 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.


Loading graphics...

Volatility by Period


RPELXPUTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.95%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

1.53%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

2.47%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.74%

2.69%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

2.73%

+2.03%