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RPIFX vs. TFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPIFX vs. TFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional Floating Rate Fund (RPIFX) and T. Rowe Price Floating Rate Fund Class I (TFAIX). The values are adjusted to include any dividend payments, if applicable.

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RPIFX vs. TFAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPIFX
T. Rowe Price Institutional Floating Rate Fund
-0.94%6.71%8.47%10.13%-1.96%4.67%2.42%8.82%0.39%3.68%
TFAIX
T. Rowe Price Floating Rate Fund Class I
-1.09%6.61%9.06%10.85%-1.85%4.73%1.88%8.71%0.06%3.39%

Returns By Period

In the year-to-date period, RPIFX achieves a -0.94% return, which is significantly higher than TFAIX's -1.09% return.


RPIFX

1D
0.00%
1M
0.00%
YTD
-0.94%
6M
0.62%
1Y
5.04%
3Y*
6.99%
5Y*
5.01%
10Y*
4.79%

TFAIX

1D
-0.11%
1M
-0.11%
YTD
-1.09%
6M
0.45%
1Y
4.85%
3Y*
7.34%
5Y*
5.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPIFX vs. TFAIX - Expense Ratio Comparison

RPIFX has a 0.57% expense ratio, which is lower than TFAIX's 0.63% expense ratio.


Return for Risk

RPIFX vs. TFAIX — Risk / Return Rank

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

RPIFX
RPIFX Risk / Return Rank: 9494
Overall Rank
RPIFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RPIFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
RPIFX Omega Ratio Rank: 9797
Omega Ratio Rank
RPIFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
RPIFX Martin Ratio Rank: 9191
Martin Ratio Rank

TFAIX
TFAIX Risk / Return Rank: 9292
Overall Rank
TFAIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TFAIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TFAIX Omega Ratio Rank: 9696
Omega Ratio Rank
TFAIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
TFAIX Martin Ratio Rank: 8989
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.

RPIFX vs. TFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Floating Rate Fund (RPIFX) and T. Rowe Price Floating Rate Fund Class I (TFAIX). 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.


RPIFXTFAIXDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.91

+0.09

Sortino ratio

Return per unit of downside risk

3.60

3.39

+0.21

Omega ratio

Gain probability vs. loss probability

1.69

1.61

+0.08

Calmar ratio

Return relative to maximum drawdown

2.68

2.54

+0.15

Martin ratio

Return relative to average drawdown

10.49

9.77

+0.72

RPIFX vs. TFAIX - Sharpe Ratio Comparison

The current RPIFX Sharpe Ratio is 2.00, which is comparable to the TFAIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of RPIFX and TFAIX, 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


RPIFXTFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.91

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.85

1.92

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

1.14

+0.13

Correlation

The correlation between RPIFX and TFAIX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RPIFX vs. TFAIX - Dividend Comparison

RPIFX's dividend yield for the trailing twelve months is around 6.63%, which matches TFAIX's 6.59% yield.


TTM20252024202320222021202020192018201720162015
RPIFX
T. Rowe Price Institutional Floating Rate Fund
6.63%7.22%7.77%6.53%4.12%3.94%4.29%5.12%5.16%4.32%4.31%4.45%
TFAIX
T. Rowe Price Floating Rate Fund Class I
6.59%7.14%8.30%7.12%4.13%3.98%4.12%4.97%5.01%4.15%0.00%0.00%

Drawdowns

RPIFX vs. TFAIX - Drawdown Comparison

The maximum RPIFX drawdown since its inception was -25.10%, which is greater than TFAIX's maximum drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for RPIFX and TFAIX.


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Drawdown Indicators


RPIFXTFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-19.93%

-5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.92%

-1.96%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-5.90%

-5.88%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-1.15%

-1.31%

+0.16%

Average Drawdown

Average peak-to-trough decline

-1.35%

-0.80%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.54%

-0.02%

Volatility

RPIFX vs. TFAIX - Volatility Comparison

The current volatility for T. Rowe Price Institutional Floating Rate Fund (RPIFX) is 0.72%, while T. Rowe Price Floating Rate Fund Class I (TFAIX) has a volatility of 0.77%. This indicates that RPIFX experiences smaller price fluctuations and is considered to be less risky than TFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPIFXTFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.77%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

1.81%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

2.81%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

2.76%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

3.96%

-0.17%