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TFAIX vs. PRHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFAIX vs. PRHIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TFAIX achieves a 0.79% return, which is significantly higher than PRHIX's 0.40% return.


TFAIX

1D
0.00%
1M
0.00%
6M
0.86%
YTD
0.79%
1Y
3.60%
3Y*
6.87%
5Y*
5.36%
10Y*
ALL TIME*
4.54%

PRHIX

1D
0.00%
1M
-0.84%
6M
-0.01%
YTD
0.40%
1Y
4.06%
3Y*
7.05%
5Y*
3.02%
10Y*
4.72%
ALL TIME*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TFAIX vs. PRHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFAIX
T. Rowe Price Floating Rate Fund Class I
0.79%6.61%9.06%10.85%-1.85%4.73%1.88%8.71%0.06%3.39%
PRHIX
T. Rowe Price High Yield Fund Class I
0.40%8.90%6.17%12.55%-12.54%5.48%5.11%14.82%-3.19%7.54%

Correlation

The correlation between TFAIX and PRHIX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.55

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.60

The correlation between TFAIX and PRHIX has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

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Return for Risk

TFAIX vs. PRHIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TFAIX
TFAIX Risk / Return Rank: 7272
Overall Rank
TFAIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TFAIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TFAIX Omega Ratio Rank: 8989
Omega Ratio Rank
TFAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
TFAIX Martin Ratio Rank: 5454
Martin Ratio Rank

PRHIX
PRHIX Risk / Return Rank: 5151
Overall Rank
PRHIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRHIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PRHIX Omega Ratio Rank: 5757
Omega Ratio Rank
PRHIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
PRHIX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TFAIX vs. PRHIX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TFAIXPRHIXDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.48

1.27

+0.21

Calmar ratioReturn relative to maximum drawdown

2.20

1.79

+0.40

Martin ratioReturn relative to average drawdown

7.46

7.73

-0.26

TFAIX vs. PRHIX - Sharpe Ratio Comparison

The current TFAIX Sharpe Ratio is 1.53, which is comparable to the PRHIX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of TFAIX and PRHIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TFAIX vs. PRHIX - Drawdown Comparison

The maximum TFAIX drawdown since its inception was -19.93%, smaller than the maximum PRHIX drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for TFAIX and PRHIX.


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Drawdown Indicators


TFAIXPRHIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-22.09%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-2.18%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-2.34%

-3.84%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-5.88%

-16.53%

+10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.09%

Current Drawdown

Current decline from peak

-0.41%

-1.11%

+0.70%

Average Drawdown

Average peak-to-trough decline

-0.78%

-2.47%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.50%

-0.03%

Volatility

TFAIX vs. PRHIX - Volatility Comparison

The current volatility for T. Rowe Price Floating Rate Fund Class I (TFAIX) is 0.30%, while T. Rowe Price High Yield Fund Class I (PRHIX) has a volatility of 0.69%. This indicates that TFAIX experiences smaller price fluctuations and is considered to be less risky than PRHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFAIXPRHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

0.69%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

2.47%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

3.30%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

5.16%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.91%

5.50%

-1.59%

TFAIX vs. PRHIX - Expense Ratio Comparison

TFAIX has a 0.63% expense ratio, which is higher than PRHIX's 0.62% expense ratio.


Dividends

TFAIX vs. PRHIX - Dividend Comparison

TFAIX's dividend yield for the trailing twelve months is around 5.78%, which matches PRHIX's 5.76% yield.


PositionTTM2025202420232022202120202019201820172016
PRHIX
T. Rowe Price High Yield Fund Class I
5.76%6.78%6.13%5.33%4.77%5.18%5.31%5.59%6.37%5.62%6.15%
TFAIX
T. Rowe Price Floating Rate Fund Class I
5.78%7.14%8.30%7.12%4.13%3.98%4.12%4.97%5.01%4.15%0.00%

Frequently Asked Questions


TFAIX and PRHIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRHIX has higher volatility (0.69%) compared to TFAIX (0.30%). In terms of maximum drawdown, TFAIX dropped -19.93% vs PRHIX's -22.09%.

TFAIX currently has the higher Sharpe Ratio (1.53 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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