PortfoliosLab logoPortfoliosLab logo
TRPBX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

TRPBX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


TRPBX

1D
1.49%
1M
-0.11%
YTD
6.41%
6M
6.94%
1Y
15.63%
3Y*
12.85%
5Y*
5.57%
10Y*
8.73%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRPBX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRPBX
T. Rowe Price Spectrum Moderate Allocation Fund
6.41%14.47%10.24%15.08%-17.10%10.54%14.44%21.61%-4.46%16.88%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Compare stocks, funds, or ETFs

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


Return for Risk

TRPBX vs. USD=X — Risk / Return Rank

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

TRPBX
TRPBX Risk / Return Rank: 6363
Overall Rank
TRPBX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TRPBX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TRPBX Omega Ratio Rank: 6767
Omega Ratio Rank
TRPBX Calmar Ratio Rank: 5555
Calmar Ratio Rank
TRPBX Martin Ratio Rank: 6767
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRPBX vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX) and USD Cash (USD=X). 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.


TRPBXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.39

Martin ratioReturn relative to average drawdown

10.42

TRPBX vs. USD=X - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TRPBX vs. USD=X - Drawdown Comparison

The maximum TRPBX drawdown since its inception was -41.62%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TRPBX and USD=X.


Loading charts...

Drawdown Indicators


TRPBXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-41.62%

0.00%

-41.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

0.00%

-6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-9.73%

0.00%

-9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.21%

0.00%

-23.21%

Max Drawdown (10Y)

Largest decline over 10 years

-24.55%

0.00%

-24.55%

Current Drawdown

Current decline from peak

-1.15%

0.00%

-1.15%

Average Drawdown

Average peak-to-trough decline

-4.13%

0.00%

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.00%

+1.53%

Volatility

TRPBX vs. USD=X - Volatility Comparison

T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX) has a higher volatility of 3.34% compared to USD Cash (USD=X) at 0.00%. This indicates that TRPBX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRPBXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

0.00%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

0.00%

+7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

8.41%

0.00%

+8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.98%

0.00%

+9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.57%

0.00%

+10.57%

Frequently Asked Questions


TRPBX has higher volatility (3.34%) compared to USD=X (0.00%). In terms of maximum drawdown, TRPBX dropped -41.62% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for TRPBX and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer