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RPGAX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

RPGAX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Allocation Fund (RPGAX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RPGAX

1D
1.56%
1M
0.06%
YTD
6.32%
6M
6.83%
1Y
15.44%
3Y*
12.71%
5Y*
5.66%
10Y*
8.21%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPGAX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPGAX
T. Rowe Price Global Allocation Fund
6.32%15.00%9.65%13.78%-14.54%9.17%14.80%20.37%-6.89%15.92%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

RPGAX vs. USD=X — Risk / Return Rank

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

RPGAX
RPGAX Risk / Return Rank: 6262
Overall Rank
RPGAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RPGAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
RPGAX Omega Ratio Rank: 6868
Omega Ratio Rank
RPGAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
RPGAX Martin Ratio Rank: 6262
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

RPGAX vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Allocation Fund (RPGAX) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RPGAXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.35

Martin ratioReturn relative to average drawdown

10.09

RPGAX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

RPGAX vs. USD=X - Drawdown Comparison

The maximum RPGAX drawdown since its inception was -24.42%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for RPGAX and USD=X.


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Drawdown Indicators


RPGAXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

0.00%

-24.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

0.00%

-6.75%

Max Drawdown (3Y)

Largest decline over 3 years

-9.57%

0.00%

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

0.00%

-21.79%

Max Drawdown (10Y)

Largest decline over 10 years

-24.42%

0.00%

-24.42%

Current Drawdown

Current decline from peak

-1.16%

0.00%

-1.16%

Average Drawdown

Average peak-to-trough decline

-3.83%

0.00%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.00%

+1.57%

Volatility

RPGAX vs. USD=X - Volatility Comparison

T. Rowe Price Global Allocation Fund (RPGAX) has a higher volatility of 3.41% compared to USD Cash (USD=X) at 0.00%. This indicates that RPGAX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPGAXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

0.00%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

0.00%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

8.26%

0.00%

+8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.53%

0.00%

+9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.26%

0.00%

+10.26%

Frequently Asked Questions


RPGAX has higher volatility (3.41%) compared to USD=X (0.00%). In terms of maximum drawdown, RPGAX dropped -24.42% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for RPGAX and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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