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

Correlation

The correlation between TMSRX and PSFF is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

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.

0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
2.66%
41.83%
TMSRX
PSFF

Key characteristics

Sharpe Ratio

TMSRX:

0.21

PSFF:

0.76

Sortino Ratio

TMSRX:

0.30

PSFF:

1.08

Omega Ratio

TMSRX:

1.04

PSFF:

1.16

Calmar Ratio

TMSRX:

0.22

PSFF:

0.74

Martin Ratio

TMSRX:

0.63

PSFF:

3.06

Ulcer Index

TMSRX:

0.90%

PSFF:

2.63%

Daily Std Dev

TMSRX:

2.67%

PSFF:

10.64%

Max Drawdown

TMSRX:

-10.67%

PSFF:

-10.78%

Current Drawdown

TMSRX:

-1.72%

PSFF:

-4.16%

Returns By Period

In the year-to-date period, TMSRX achieves a -0.65% return, which is significantly higher than PSFF's -1.64% return.


TMSRX

YTD

-0.65%

1M

-0.98%

6M

0.36%

1Y

0.78%

5Y*

2.91%

10Y*

N/A

PSFF

YTD

-1.64%

1M

0.35%

6M

0.31%

1Y

7.74%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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.


Expense ratio chart for TMSRX: current value is 1.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TMSRX: 1.19%
Expense ratio chart for PSFF: current value is 0.93%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSFF: 0.93%

Risk-Adjusted Performance

TMSRX vs. PSFF — Risk-Adjusted Performance Rank

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

TMSRX
The Risk-Adjusted Performance Rank of TMSRX is 3030
Overall Rank
The Sharpe Ratio Rank of TMSRX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TMSRX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of TMSRX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of TMSRX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of TMSRX is 3131
Martin Ratio Rank

PSFF
The Risk-Adjusted Performance Rank of PSFF is 6868
Overall Rank
The Sharpe Ratio Rank of PSFF is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PSFF is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PSFF is 6868
Omega Ratio Rank
The Calmar Ratio Rank of PSFF is 7171
Calmar Ratio Rank
The Martin Ratio Rank of PSFF is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TMSRX, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
TMSRX: 0.21
PSFF: 0.76
The chart of Sortino ratio for TMSRX, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.00
TMSRX: 0.30
PSFF: 1.08
The chart of Omega ratio for TMSRX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
TMSRX: 1.04
PSFF: 1.16
The chart of Calmar ratio for TMSRX, currently valued at 0.22, compared to the broader market0.002.004.006.008.00
TMSRX: 0.22
PSFF: 0.74
The chart of Martin ratio for TMSRX, currently valued at 0.63, compared to the broader market0.0010.0020.0030.0040.00
TMSRX: 0.63
PSFF: 3.06

The current TMSRX Sharpe Ratio is 0.21, which is lower than the PSFF Sharpe Ratio of 0.76. 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.21
0.76
TMSRX
PSFF

Dividends

TMSRX vs. PSFF - Dividend Comparison

TMSRX's dividend yield for the trailing twelve months is around 6.77%, while PSFF has not paid dividends to shareholders.


TTM2024202320222021202020192018
TMSRX
T. Rowe Price Multi-Strategy Total Return Fund
6.77%6.72%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%0.00%

Drawdowns

TMSRX vs. PSFF - Drawdown Comparison

The maximum TMSRX drawdown since its inception was -10.67%, roughly equal to the maximum PSFF drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for TMSRX and PSFF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.72%
-4.16%
TMSRX
PSFF

Volatility

TMSRX vs. PSFF - Volatility Comparison

The current volatility for T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) is 1.16%, while Pacer Swan SOS Fund of Funds ETF (PSFF) has a volatility of 7.64%. 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.


0.00%2.00%4.00%6.00%8.00%December2025FebruaryMarchAprilMay
1.16%
7.64%
TMSRX
PSFF