TMSRX vs. PSFF
Compare and contrast key facts about T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) and Pacer Swan SOS Fund of Funds ETF (PSFF).
TMSRX is managed by T. Rowe Price. It was launched on Feb 22, 2018. PSFF is an actively managed fund by Pacer Advisors. It was launched on Dec 29, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMSRX or PSFF.
Key characteristics
| TMSRX | PSFF | |
|---|---|---|
| YTD Return | 4.83% | 13.14% |
| 1Y Return | 6.33% | 17.31% |
| 3Y Return (Ann) | -0.59% | 9.00% |
| Sharpe Ratio | 2.31 | 3.21 |
| Sortino Ratio | 3.39 | 4.58 |
| Omega Ratio | 1.47 | 1.67 |
| Calmar Ratio | 0.72 | 5.04 |
| Martin Ratio | 8.94 | 25.76 |
| Ulcer Index | 0.70% | 0.73% |
| Daily Std Dev | 2.69% | 5.84% |
| Max Drawdown | -12.76% | -10.62% |
| Current Drawdown | -2.85% | -0.03% |
Correlation
The correlation between TMSRX and PSFF is 0.06, 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.
Performance
TMSRX vs. PSFF - Performance Comparison
In the year-to-date period, TMSRX achieves a 4.83% return, which is significantly lower than PSFF's 13.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TMSRX vs. PSFF - Expense Ratio Comparison
TMSRX has a 1.19% expense ratio, which is higher than PSFF's 0.93% expense ratio.
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.
Dividends
TMSRX vs. PSFF - Dividend Comparison
TMSRX's dividend yield for the trailing twelve months is around 5.68%, while PSFF has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
TMSRX T. Rowe Price Multi-Strategy Total Return Fund | 5.68% | 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.
Volatility
TMSRX vs. PSFF - Volatility Comparison
The current volatility for T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) is 0.67%, while Pacer Swan SOS Fund of Funds ETF (PSFF) has a volatility of 1.85%. This indicates that TMSRX experiences smaller price fluctuations and is considered to be less risky than PSFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.