RPIDX vs. USD=X
RPIDX (T. Rowe Price Dynamic Credit Fund) is Nontraditional Bonds fund managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past 5 years, RPIDX returned 4.46%/yr vs 0.00%/yr for USD=X.
Performance
RPIDX vs. USD=X - Performance Comparison
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Returns By Period
RPIDX
- 1D
- -0.12%
- 1M
- -0.28%
- YTD
- 0.28%
- 6M
- 1.67%
- 1Y
- 7.02%
- 3Y*
- 7.95%
- 5Y*
- 4.46%
- 10Y*
- —
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%
RPIDX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RPIDX T. Rowe Price Dynamic Credit Fund | 0.28% | 9.74% | 9.92% | 4.72% | -0.76% | 6.21% | 2.71% | 6.87% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
RPIDX vs. USD=X — Risk / Return Rank
RPIDX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RPIDX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Credit Fund (RPIDX) 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.
| RPIDX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.16 | — | — |
| Martin ratioReturn relative to average drawdown | 13.35 | — | — |
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Drawdowns
RPIDX vs. USD=X - Drawdown Comparison
The maximum RPIDX drawdown since its inception was -19.95%, 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 RPIDX and USD=X.
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Drawdown Indicators
| RPIDX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.95% | 0.00% | -19.95% |
Max Drawdown (1Y)Largest decline over 1 year | -1.34% | 0.00% | -1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -3.17% | 0.00% | -3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -7.31% | 0.00% | -7.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -0.74% | 0.00% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -1.87% | 0.00% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 0.00% | +0.52% |
Volatility
RPIDX vs. USD=X - Volatility Comparison
T. Rowe Price Dynamic Credit Fund (RPIDX) has a higher volatility of 0.70% compared to USD Cash (USD=X) at 0.00%. This indicates that RPIDX'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
| RPIDX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.00% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 0.00% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 0.00% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.83% | 0.00% | +3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 0.00% | +4.79% |
Frequently Asked Questions
RPIDX has higher volatility (0.70%) compared to USD=X (0.00%). In terms of maximum drawdown, RPIDX dropped -19.95% vs USD=X's 0.00%.
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