RPGAX vs. USD=X
RPGAX (T. Rowe Price Global Allocation Fund) is Global Allocation fund actively managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past 10 years, RPGAX returned 8.21%/yr vs 0.00%/yr for USD=X.
Performance
RPGAX vs. USD=X - Performance Comparison
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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%
RPGAX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
RPGAX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| RPGAX | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| RPGAX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.16% | 0.00% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -3.83% | 0.00% | -3.83% |
Ulcer IndexDepth 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
| RPGAX | USD=X | Difference | |
|---|---|---|---|
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%.
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