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RPSIX vs. FTHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPSIX vs. FTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum Income Fund (RPSIX) and Fidelity Intermediate Bond Fund (FTHRX). The values are adjusted to include any dividend payments, if applicable.

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RPSIX vs. FTHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPSIX
T. Rowe Price Spectrum Income Fund
-0.87%11.58%4.22%8.55%-11.40%2.60%6.07%11.57%-2.61%7.03%
FTHRX
Fidelity Intermediate Bond Fund
-0.49%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%

Returns By Period

In the year-to-date period, RPSIX achieves a -0.87% return, which is significantly lower than FTHRX's -0.49% return. Over the past 10 years, RPSIX has outperformed FTHRX with an annualized return of 3.88%, while FTHRX has yielded a comparatively lower 2.07% annualized return.


RPSIX

1D
0.18%
1M
-2.36%
YTD
-0.87%
6M
1.96%
1Y
8.32%
3Y*
6.63%
5Y*
2.60%
10Y*
3.88%

FTHRX

1D
0.29%
1M
-1.72%
YTD
-0.49%
6M
0.55%
1Y
3.89%
3Y*
4.22%
5Y*
1.13%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPSIX vs. FTHRX - Expense Ratio Comparison

RPSIX has a 0.62% expense ratio, which is higher than FTHRX's 0.45% expense ratio.


Return for Risk

RPSIX vs. FTHRX — Risk / Return Rank

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

RPSIX
RPSIX Risk / Return Rank: 9696
Overall Rank
RPSIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RPSIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RPSIX Omega Ratio Rank: 9797
Omega Ratio Rank
RPSIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RPSIX Martin Ratio Rank: 9595
Martin Ratio Rank

FTHRX
FTHRX Risk / Return Rank: 8080
Overall Rank
FTHRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 7171
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 8080
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.

RPSIX vs. FTHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Income Fund (RPSIX) and Fidelity Intermediate Bond Fund (FTHRX). 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.


RPSIXFTHRXDifference

Sharpe ratio

Return per unit of total volatility

2.69

1.41

+1.29

Sortino ratio

Return per unit of downside risk

4.26

2.11

+2.15

Omega ratio

Gain probability vs. loss probability

1.61

1.26

+0.35

Calmar ratio

Return relative to maximum drawdown

3.32

2.19

+1.12

Martin ratio

Return relative to average drawdown

13.49

7.84

+5.65

RPSIX vs. FTHRX - Sharpe Ratio Comparison

The current RPSIX Sharpe Ratio is 2.69, which is higher than the FTHRX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of RPSIX and FTHRX, 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


RPSIXFTHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.41

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.28

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.61

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.91

+0.58

Correlation

The correlation between RPSIX and FTHRX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RPSIX vs. FTHRX - Dividend Comparison

RPSIX's dividend yield for the trailing twelve months is around 9.12%, more than FTHRX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
RPSIX
T. Rowe Price Spectrum Income Fund
9.12%8.95%5.23%4.83%3.99%3.92%3.64%3.79%4.73%3.91%3.75%4.71%
FTHRX
Fidelity Intermediate Bond Fund
3.35%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%

Drawdowns

RPSIX vs. FTHRX - Drawdown Comparison

The maximum RPSIX drawdown since its inception was -16.73%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for RPSIX and FTHRX.


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Drawdown Indicators


RPSIXFTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-16.73%

-19.01%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-2.11%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

-13.18%

-3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-16.73%

-13.25%

-3.48%

Current Drawdown

Current decline from peak

-2.36%

-1.72%

-0.64%

Average Drawdown

Average peak-to-trough decline

-1.70%

-3.07%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.59%

+0.03%

Volatility

RPSIX vs. FTHRX - Volatility Comparison

T. Rowe Price Spectrum Income Fund (RPSIX) has a higher volatility of 1.17% compared to Fidelity Intermediate Bond Fund (FTHRX) at 1.11%. This indicates that RPSIX's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPSIXFTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.11%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

1.84%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

3.08%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

4.00%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

3.39%

+1.14%