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TRAIX vs. VBIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRAIX and VBIAX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

TRAIX vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
64.96%
112.42%
TRAIX
VBIAX

Key characteristics

Sharpe Ratio

TRAIX:

0.20

VBIAX:

0.59

Sortino Ratio

TRAIX:

0.34

VBIAX:

0.90

Omega Ratio

TRAIX:

1.07

VBIAX:

1.13

Calmar Ratio

TRAIX:

0.19

VBIAX:

0.54

Martin Ratio

TRAIX:

0.50

VBIAX:

2.14

Ulcer Index

TRAIX:

5.80%

VBIAX:

3.36%

Daily Std Dev

TRAIX:

14.29%

VBIAX:

12.20%

Max Drawdown

TRAIX:

-26.84%

VBIAX:

-35.90%

Current Drawdown

TRAIX:

-9.00%

VBIAX:

-6.67%

Returns By Period

In the year-to-date period, TRAIX achieves a 1.04% return, which is significantly higher than VBIAX's -3.57% return.


TRAIX

YTD

1.04%

1M

0.32%

6M

-5.84%

1Y

2.39%

5Y*

5.11%

10Y*

N/A

VBIAX

YTD

-3.57%

1M

-0.60%

6M

-1.87%

1Y

7.65%

5Y*

8.78%

10Y*

7.61%

*Annualized

Compare stocks, funds, or ETFs

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


TRAIX vs. VBIAX - Expense Ratio Comparison

TRAIX has a 0.59% expense ratio, which is higher than VBIAX's 0.07% expense ratio.


Expense ratio chart for TRAIX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TRAIX: 0.59%
Expense ratio chart for VBIAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBIAX: 0.07%

Risk-Adjusted Performance

TRAIX vs. VBIAX — Risk-Adjusted Performance Rank

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

TRAIX
The Risk-Adjusted Performance Rank of TRAIX is 3333
Overall Rank
The Sharpe Ratio Rank of TRAIX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of TRAIX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of TRAIX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of TRAIX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of TRAIX is 3030
Martin Ratio Rank

VBIAX
The Risk-Adjusted Performance Rank of VBIAX is 6161
Overall Rank
The Sharpe Ratio Rank of VBIAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VBIAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VBIAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VBIAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VBIAX is 6060
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.

TRAIX vs. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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 TRAIX, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.00
TRAIX: 0.20
VBIAX: 0.69
The chart of Sortino ratio for TRAIX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.00
TRAIX: 0.34
VBIAX: 1.04
The chart of Omega ratio for TRAIX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
TRAIX: 1.07
VBIAX: 1.15
The chart of Calmar ratio for TRAIX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.00
TRAIX: 0.19
VBIAX: 0.63
The chart of Martin ratio for TRAIX, currently valued at 0.50, compared to the broader market0.0010.0020.0030.0040.00
TRAIX: 0.50
VBIAX: 2.49

The current TRAIX Sharpe Ratio is 0.20, which is lower than the VBIAX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TRAIX and VBIAX, 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
0.20
0.69
TRAIX
VBIAX

Dividends

TRAIX vs. VBIAX - Dividend Comparison

TRAIX's dividend yield for the trailing twelve months is around 2.44%, less than VBIAX's 4.51% yield.


TTM20242023202220212020201920182017201620152014
TRAIX
T. Rowe Price Capital Appreciation Fund - I Class
2.44%2.46%2.24%1.82%1.08%1.29%1.63%2.64%1.45%1.64%0.00%0.00%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
4.51%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%1.92%

Drawdowns

TRAIX vs. VBIAX - Drawdown Comparison

The maximum TRAIX drawdown since its inception was -26.84%, smaller than the maximum VBIAX drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for TRAIX and VBIAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.00%
-6.67%
TRAIX
VBIAX

Volatility

TRAIX vs. VBIAX - Volatility Comparison

T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX) have volatilities of 8.10% and 8.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
8.10%
8.44%
TRAIX
VBIAX