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RPSIX vs. VCOBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPSIX and VCOBX is 0.53, 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.


-0.50.00.51.00.5

Performance

RPSIX vs. VCOBX - Performance Comparison

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

-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
0.93%
-0.08%
RPSIX
VCOBX

Key characteristics

Sharpe Ratio

RPSIX:

1.78

VCOBX:

1.11

Sortino Ratio

RPSIX:

2.77

VCOBX:

1.63

Omega Ratio

RPSIX:

1.33

VCOBX:

1.19

Calmar Ratio

RPSIX:

0.81

VCOBX:

0.43

Martin Ratio

RPSIX:

6.13

VCOBX:

2.88

Ulcer Index

RPSIX:

1.06%

VCOBX:

1.92%

Daily Std Dev

RPSIX:

3.65%

VCOBX:

4.98%

Max Drawdown

RPSIX:

-17.66%

VCOBX:

-18.90%

Current Drawdown

RPSIX:

-2.11%

VCOBX:

-7.30%

Returns By Period

In the year-to-date period, RPSIX achieves a 0.89% return, which is significantly lower than VCOBX's 1.31% return.


RPSIX

YTD

0.89%

1M

0.89%

6M

0.93%

1Y

5.84%

5Y*

1.06%

10Y*

2.34%

VCOBX

YTD

1.31%

1M

1.49%

6M

-0.07%

1Y

4.88%

5Y*

0.00%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RPSIX vs. VCOBX - Expense Ratio Comparison

RPSIX has a 0.62% expense ratio, which is higher than VCOBX's 0.10% expense ratio.


RPSIX
T. Rowe Price Spectrum Income Fund
Expense ratio chart for RPSIX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VCOBX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

RPSIX vs. VCOBX — Risk-Adjusted Performance Rank

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

RPSIX
The Risk-Adjusted Performance Rank of RPSIX is 7474
Overall Rank
The Sharpe Ratio Rank of RPSIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RPSIX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of RPSIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of RPSIX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of RPSIX is 6868
Martin Ratio Rank

VCOBX
The Risk-Adjusted Performance Rank of VCOBX is 4444
Overall Rank
The Sharpe Ratio Rank of VCOBX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VCOBX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VCOBX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VCOBX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VCOBX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RPSIX vs. VCOBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Income Fund (RPSIX) and Vanguard Core Bond Fund Admiral Shares (VCOBX). 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.


Sharpe ratio
The chart of Sharpe ratio for RPSIX, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.781.11
The chart of Sortino ratio for RPSIX, currently valued at 2.77, compared to the broader market0.002.004.006.008.0010.0012.002.771.63
The chart of Omega ratio for RPSIX, currently valued at 1.33, compared to the broader market1.002.003.004.001.331.19
The chart of Calmar ratio for RPSIX, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.810.43
The chart of Martin ratio for RPSIX, currently valued at 6.13, compared to the broader market0.0020.0040.0060.0080.006.132.88
RPSIX
VCOBX

The current RPSIX Sharpe Ratio is 1.78, which is higher than the VCOBX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of RPSIX and VCOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.78
1.11
RPSIX
VCOBX

Dividends

RPSIX vs. VCOBX - Dividend Comparison

RPSIX's dividend yield for the trailing twelve months is around 4.50%, less than VCOBX's 4.72% yield.


TTM20242023202220212020201920182017201620152014
RPSIX
T. Rowe Price Spectrum Income Fund
4.50%4.87%4.25%3.56%2.67%2.95%3.40%3.67%3.28%3.45%3.54%4.39%
VCOBX
Vanguard Core Bond Fund Admiral Shares
4.72%4.66%4.10%3.02%1.22%1.80%3.09%3.11%2.20%1.68%0.00%0.00%

Drawdowns

RPSIX vs. VCOBX - Drawdown Comparison

The maximum RPSIX drawdown since its inception was -17.66%, smaller than the maximum VCOBX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for RPSIX and VCOBX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%SeptemberOctoberNovemberDecember2025February
-2.11%
-7.30%
RPSIX
VCOBX

Volatility

RPSIX vs. VCOBX - Volatility Comparison

The current volatility for T. Rowe Price Spectrum Income Fund (RPSIX) is 0.85%, while Vanguard Core Bond Fund Admiral Shares (VCOBX) has a volatility of 1.27%. This indicates that RPSIX experiences smaller price fluctuations and is considered to be less risky than VCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
0.85%
1.27%
RPSIX
VCOBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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