TRPBX vs. VSMGX
Compare and contrast key facts about T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
TRPBX is managed by T. Rowe Price. It was launched on Jul 28, 1994. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Performance
TRPBX vs. VSMGX - Performance Comparison
Loading graphics...
TRPBX vs. VSMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRPBX T. Rowe Price Spectrum Moderate Allocation Fund | -2.40% | 14.47% | 10.24% | 15.08% | -17.10% | 10.54% | 14.44% | 21.61% | -4.46% | 16.88% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | -2.81% | 16.26% | 15.03% | 15.70% | -16.01% | 10.08% | 13.59% | 19.37% | -4.91% | 13.66% |
Returns By Period
In the year-to-date period, TRPBX achieves a -2.40% return, which is significantly higher than VSMGX's -2.81% return. Both investments have delivered pretty close results over the past 10 years, with TRPBX having a 7.89% annualized return and VSMGX not far ahead at 7.93%.
TRPBX
- 1D
- -0.08%
- 1M
- -6.50%
- YTD
- -2.40%
- 6M
- -0.05%
- 1Y
- 10.76%
- 3Y*
- 10.56%
- 5Y*
- 4.70%
- 10Y*
- 7.89%
VSMGX
- 1D
- -0.03%
- 1M
- -6.43%
- YTD
- -2.81%
- 6M
- -0.53%
- 1Y
- 12.75%
- 3Y*
- 12.54%
- 5Y*
- 6.40%
- 10Y*
- 7.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRPBX vs. VSMGX - Expense Ratio Comparison
TRPBX has a 0.51% expense ratio, which is higher than VSMGX's 0.13% expense ratio.
Return for Risk
TRPBX vs. VSMGX — Risk / Return Rank
TRPBX
VSMGX
TRPBX vs. VSMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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.
| TRPBX | VSMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.27 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.82 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.64 | -0.35 |
Martin ratioReturn relative to average drawdown | 5.70 | 7.16 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TRPBX | VSMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.27 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.64 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.77 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.67 | +0.07 |
Correlation
The correlation between TRPBX and VSMGX 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.
Dividends
TRPBX vs. VSMGX - Dividend Comparison
TRPBX's dividend yield for the trailing twelve months is around 8.71%, more than VSMGX's 5.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRPBX T. Rowe Price Spectrum Moderate Allocation Fund | 8.71% | 8.46% | 6.87% | 3.09% | 7.38% | 9.57% | 4.90% | 5.41% | 8.82% | 5.40% | 2.76% | 6.89% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 5.40% | 5.25% | 11.49% | 4.01% | 2.66% | 3.86% | 3.46% | 2.52% | 4.11% | 1.09% | 2.26% | 3.89% |
Drawdowns
TRPBX vs. VSMGX - Drawdown Comparison
The maximum TRPBX drawdown since its inception was -41.62%, roughly equal to the maximum VSMGX drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for TRPBX and VSMGX.
Loading graphics...
Drawdown Indicators
| TRPBX | VSMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -41.13% | -0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -7.24% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.21% | -22.29% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -24.55% | -22.43% | -2.12% |
Current DrawdownCurrent decline from peak | -6.72% | -6.64% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -4.86% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 1.66% | +0.08% |
Volatility
TRPBX vs. VSMGX - Volatility Comparison
T. Rowe Price Spectrum Moderate Allocation Fund (TRPBX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX) have volatilities of 3.58% and 3.58%, 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.
Loading graphics...
Volatility by Period
| TRPBX | VSMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.58% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.04% | 6.05% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.19% | 10.11% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.83% | 10.09% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.50% | 10.30% | +0.20% |