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TMSRX vs. PSFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMSRX and PSFF is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

TMSRX vs. PSFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) and Pacer Swan SOS Fund of Funds ETF (PSFF). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
-5.36%
5.74%
TMSRX
PSFF

Key characteristics

Sharpe Ratio

TMSRX:

-0.16

PSFF:

2.35

Sortino Ratio

TMSRX:

-0.13

PSFF:

3.23

Omega Ratio

TMSRX:

0.96

PSFF:

1.47

Calmar Ratio

TMSRX:

-0.12

PSFF:

3.85

Martin Ratio

TMSRX:

-0.85

PSFF:

19.17

Ulcer Index

TMSRX:

1.27%

PSFF:

0.75%

Daily Std Dev

TMSRX:

6.82%

PSFF:

6.09%

Max Drawdown

TMSRX:

-12.76%

PSFF:

-10.62%

Current Drawdown

TMSRX:

-8.62%

PSFF:

-0.85%

Returns By Period

In the year-to-date period, TMSRX achieves a -1.40% return, which is significantly lower than PSFF's 13.29% return.


TMSRX

YTD

-1.40%

1M

-5.56%

6M

-5.26%

1Y

-1.29%

5Y*

0.71%

10Y*

N/A

PSFF

YTD

13.29%

1M

0.76%

6M

5.66%

1Y

13.87%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


TMSRX vs. PSFF - Expense Ratio Comparison

TMSRX has a 1.19% expense ratio, which is higher than PSFF's 0.93% expense ratio.


TMSRX
T. Rowe Price Multi-Strategy Total Return Fund
Expense ratio chart for TMSRX: current value at 1.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.19%
Expense ratio chart for PSFF: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Risk-Adjusted Performance

TMSRX vs. PSFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) and Pacer Swan SOS Fund of Funds ETF (PSFF). 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 TMSRX, currently valued at -0.16, compared to the broader market-1.000.001.002.003.004.00-0.162.35
The chart of Sortino ratio for TMSRX, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.00-0.133.23
The chart of Omega ratio for TMSRX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.500.961.47
The chart of Calmar ratio for TMSRX, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.123.85
The chart of Martin ratio for TMSRX, currently valued at -0.85, compared to the broader market0.0020.0040.0060.00-0.8519.17
TMSRX
PSFF

The current TMSRX Sharpe Ratio is -0.16, which is lower than the PSFF Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of TMSRX and PSFF, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
2.35
TMSRX
PSFF

Dividends

TMSRX vs. PSFF - Dividend Comparison

Neither TMSRX nor PSFF has paid dividends to shareholders.


TTM202320222021202020192018
TMSRX
T. Rowe Price Multi-Strategy Total Return Fund
0.00%5.95%1.49%0.50%0.85%2.59%1.94%
PSFF
Pacer Swan SOS Fund of Funds ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TMSRX vs. PSFF - Drawdown Comparison

The maximum TMSRX drawdown since its inception was -12.76%, which is greater than PSFF's maximum drawdown of -10.62%. Use the drawdown chart below to compare losses from any high point for TMSRX and PSFF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.62%
-0.85%
TMSRX
PSFF

Volatility

TMSRX vs. PSFF - Volatility Comparison

T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) has a higher volatility of 6.49% compared to Pacer Swan SOS Fund of Funds ETF (PSFF) at 2.48%. This indicates that TMSRX's price experiences larger fluctuations and is considered to be riskier than PSFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.49%
2.48%
TMSRX
PSFF
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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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