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SPGBX vs. PRSNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPGBX vs. PRSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Global Fixed Income Fund (SPGBX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX). The values are adjusted to include any dividend payments, if applicable.

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SPGBX vs. PRSNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPGBX
Symmetry Panoramic Global Fixed Income Fund
-0.33%4.42%1.26%8.39%-12.91%-2.25%5.42%6.33%2.84%
PRSNX
T. Rowe Price Global Multi-Sector Bond Fund
-0.32%11.12%4.27%12.77%-16.27%0.40%8.16%11.94%1.80%

Returns By Period

The year-to-date returns for both investments are quite close, with SPGBX having a -0.33% return and PRSNX slightly higher at -0.32%.


SPGBX

1D
0.11%
1M
-1.73%
YTD
-0.33%
6M
0.21%
1Y
2.72%
3Y*
3.48%
5Y*
-0.03%
10Y*

PRSNX

1D
0.30%
1M
-1.69%
YTD
-0.32%
6M
2.28%
1Y
8.28%
3Y*
7.91%
5Y*
1.94%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPGBX vs. PRSNX - Expense Ratio Comparison

SPGBX has a 0.43% expense ratio, which is lower than PRSNX's 0.65% expense ratio.


Return for Risk

SPGBX vs. PRSNX — Risk / Return Rank

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

SPGBX
SPGBX Risk / Return Rank: 4040
Overall Rank
SPGBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPGBX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPGBX Omega Ratio Rank: 3333
Omega Ratio Rank
SPGBX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPGBX Martin Ratio Rank: 3838
Martin Ratio Rank

PRSNX
PRSNX Risk / Return Rank: 9696
Overall Rank
PRSNX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PRSNX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PRSNX Omega Ratio Rank: 9696
Omega Ratio Rank
PRSNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PRSNX Martin Ratio Rank: 9696
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.

SPGBX vs. PRSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Global Fixed Income Fund (SPGBX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX). 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.


SPGBXPRSNXDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.54

-1.52

Sortino ratio

Return per unit of downside risk

1.43

4.11

-2.68

Omega ratio

Gain probability vs. loss probability

1.19

1.57

-0.39

Calmar ratio

Return relative to maximum drawdown

1.33

3.84

-2.51

Martin ratio

Return relative to average drawdown

4.82

14.13

-9.31

SPGBX vs. PRSNX - Sharpe Ratio Comparison

The current SPGBX Sharpe Ratio is 1.02, which is lower than the PRSNX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SPGBX and PRSNX, 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


SPGBXPRSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.54

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.46

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.42

-1.06

Correlation

The correlation between SPGBX and PRSNX is 0.66, 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

SPGBX vs. PRSNX - Dividend Comparison

SPGBX's dividend yield for the trailing twelve months is around 4.09%, less than PRSNX's 8.95% yield.


TTM20252024202320222021202020192018201720162015
SPGBX
Symmetry Panoramic Global Fixed Income Fund
4.09%4.18%4.86%3.30%1.59%2.05%1.35%2.75%1.20%0.00%0.00%0.00%
PRSNX
T. Rowe Price Global Multi-Sector Bond Fund
8.95%9.51%5.09%5.08%3.30%3.95%3.68%6.33%4.89%3.59%3.44%3.60%

Drawdowns

SPGBX vs. PRSNX - Drawdown Comparison

The maximum SPGBX drawdown since its inception was -17.02%, smaller than the maximum PRSNX drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for SPGBX and PRSNX.


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Drawdown Indicators


SPGBXPRSNXDifference

Max Drawdown

Largest peak-to-trough decline

-17.02%

-19.70%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-2.19%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-19.70%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-19.70%

Current Drawdown

Current decline from peak

-2.75%

-1.88%

-0.87%

Average Drawdown

Average peak-to-trough decline

-5.41%

-2.42%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.60%

+0.06%

Volatility

SPGBX vs. PRSNX - Volatility Comparison

Symmetry Panoramic Global Fixed Income Fund (SPGBX) has a higher volatility of 1.21% compared to T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) at 1.15%. This indicates that SPGBX's price experiences larger fluctuations and is considered to be riskier than PRSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGBXPRSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.15%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

2.10%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

3.43%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

4.27%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

4.11%

+0.22%