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RPSIX vs. VMSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPSIX vs. VMSAX - Performance Comparison

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

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RPSIX vs. VMSAX - Yearly Performance Comparison


2026 (YTD)2025202420232022
RPSIX
T. Rowe Price Spectrum Income Fund
-0.87%11.58%4.22%8.55%-10.44%
VMSAX
Vanguard Multi-Sector Income Bond Fund Admiral Shares
-0.99%9.08%6.86%10.53%-8.42%

Returns By Period

In the year-to-date period, RPSIX achieves a -0.87% return, which is significantly higher than VMSAX's -0.99% 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%

VMSAX

1D
0.22%
1M
-1.98%
YTD
-0.99%
6M
0.66%
1Y
6.00%
3Y*
7.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPSIX vs. VMSAX - Expense Ratio Comparison

RPSIX has a 0.62% expense ratio, which is higher than VMSAX's 0.30% expense ratio.


Return for Risk

RPSIX vs. VMSAX — 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

VMSAX
VMSAX Risk / Return Rank: 3535
Overall Rank
VMSAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VMSAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VMSAX Omega Ratio Rank: 9898
Omega Ratio Rank
VMSAX Calmar Ratio Rank: 88
Calmar Ratio Rank
VMSAX Martin Ratio Rank: 1717
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. VMSAX - Risk-Adjusted Trends Comparison

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


RPSIXVMSAXDifference

Sharpe ratio

Return per unit of total volatility

2.69

0.05

+2.65

Sortino ratio

Return per unit of downside risk

4.26

1.32

+2.94

Omega ratio

Gain probability vs. loss probability

1.61

2.07

-0.46

Calmar ratio

Return relative to maximum drawdown

3.32

0.11

+3.20

Martin ratio

Return relative to average drawdown

13.49

1.75

+11.74

RPSIX vs. VMSAX - Sharpe Ratio Comparison

The current RPSIX Sharpe Ratio is 2.69, which is higher than the VMSAX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of RPSIX and VMSAX, 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


RPSIXVMSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

0.05

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.06

+1.44

Correlation

The correlation between RPSIX and VMSAX is 0.86, 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

RPSIX vs. VMSAX - Dividend Comparison

RPSIX's dividend yield for the trailing twelve months is around 9.12%, more than VMSAX's 5.17% 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%
VMSAX
Vanguard Multi-Sector Income Bond Fund Admiral Shares
5.17%5.66%6.48%5.52%3.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RPSIX vs. VMSAX - Drawdown Comparison

The maximum RPSIX drawdown since its inception was -16.73%, smaller than the maximum VMSAX drawdown of -54.84%. Use the drawdown chart below to compare losses from any high point for RPSIX and VMSAX.


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Drawdown Indicators


RPSIXVMSAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.73%

-54.84%

+38.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-54.84%

+52.30%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

Max Drawdown (10Y)

Largest decline over 10 years

-16.73%

Current Drawdown

Current decline from peak

-2.36%

-2.03%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.70%

-3.21%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

3.50%

-2.88%

Volatility

RPSIX vs. VMSAX - Volatility Comparison

T. Rowe Price Spectrum Income Fund (RPSIX) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX) have volatilities of 1.17% and 1.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPSIXVMSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.19%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

112.83%

-110.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

133.59%

-130.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

65.65%

-61.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

65.65%

-61.12%