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TRPIX vs. ACTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TRPIX vs. ACTIX

Last updated Jun 23, 2026

TRPIX (T. Rowe Price Value Fund Class I) and ACTIX (Advisors Capital Tactical Fixed Income Fund) are both Large Cap Value Equities funds. Over the past 5 years, TRPIX returned 10.61%/yr vs 0.73%/yr for ACTIX. At a 0.41 correlation, their price movements are largely independent. TRPIX charges 0.57%/yr vs 2.09%/yr for ACTIX.

Performance

TRPIX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Value Fund Class I (TRPIX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRPIX achieves a 14.05% return, which is significantly higher than ACTIX's 0.31% return.

TRPIX

1D
0.54%
1M
1.27%
YTD
14.05%
6M
13.48%
1Y
23.06%
3Y*
17.09%
5Y*
10.61%
10Y*
11.99%

ACTIX

1D
0.31%
1M
0.74%
YTD
0.31%
6M
0.46%
1Y
3.84%
3Y*
4.60%
5Y*
0.73%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRPIX vs. ACTIX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
TRPIX
T. Rowe Price Value Fund Class I		14.05%12.34%15.14%12.33%-11.25%19.11%
ACTIX
Advisors Capital Tactical Fixed Income Fund		0.31%6.08%3.07%5.97%-9.94%0.75%

Correlation

The correlation between TRPIX and ACTIX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.41

Compare stocks, funds, or ETFs

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T. Rowe Price Value Fund Class I

Advisors Capital Tactical Fixed Income Fund

Often compared with TRPIX:
TRPIX vs. FAIRXTRPIX vs. PRSCXTRPIX vs. ACIIXTRPIX vs. BUFBXTRPIX vs. FGIPXTRPIX vs. FLCOXTRPIX vs. PREIX
Often compared with ACTIX:
ACTIX vs. CILGXACTIX vs. FETKXACTIX vs. TORYXACTIX vs. BRLVXACTIX vs. FDETXACTIX vs. VHYAXACTIX vs. QRVLX

Return for Risk

TRPIX vs. ACTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TRPIX
TRPIX Risk / Return Rank: 6868
Overall Rank
TRPIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TRPIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TRPIX Omega Ratio Rank: 5858
Omega Ratio Rank
TRPIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
TRPIX Martin Ratio Rank: 7676
Martin Ratio Rank
ACTIX
ACTIX Risk / Return Rank: 1818
Overall Rank
ACTIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 1818
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 2020
Martin Ratio Rank
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.

TRPIX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund Class I (TRPIX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.

TRPIXACTIXDifference
Sharpe ratioReturn per unit of total volatility
2.15
1.12

+1.04

Sortino ratioReturn per unit of downside risk
3.09
1.64

+1.45

Omega ratioGain probability vs. loss probability

1.38

1.21

+0.18

Calmar ratioReturn relative to maximum drawdown

3.39

1.40

+1.98

Martin ratioReturn relative to average drawdown

13.29

4.69

+8.60

TRPIX vs. ACTIX - Sharpe Ratio Comparison

The current TRPIX Sharpe Ratio is 2.15, which is higher than the ACTIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TRPIX and ACTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

TRPIX vs. ACTIX - Drawdown Comparison

The maximum TRPIX drawdown since its inception was -38.64%, which is greater than ACTIX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TRPIX and ACTIX.

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Drawdown Indicators

TRPIXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.64%

-14.29%

-24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-2.90%

-4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-12.98%

-3.95%

-9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.27%

-14.29%

-5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-38.64%

—

—

Current Drawdown

Current decline from peak

-0.64%

-0.83%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.55%

-4.97%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

0.87%

+0.90%

Volatility

TRPIX vs. ACTIX - Volatility Comparison

T. Rowe Price Value Fund Class I (TRPIX) has a higher volatility of 3.50% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.13%. This indicates that TRPIX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TRPIXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

1.13%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

2.85%

+5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

3.65%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

4.68%

+9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

4.61%

+12.77%

TRPIX vs. ACTIX - Expense Ratio Comparison

TRPIX has a 0.57% expense ratio, which is lower than ACTIX's 2.09% expense ratio.

Dividends

TRPIX vs. ACTIX - Dividend Comparison

TRPIX's dividend yield for the trailing twelve months is around 4.15%, more than ACTIX's 3.08% yield.

PositionTTM20252024202320222021202020192018201720162015
ACTIX
Advisors Capital Tactical Fixed Income Fund		3.08%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%
TRPIX
T. Rowe Price Value Fund Class I		4.15%4.73%8.58%3.13%10.36%11.09%2.58%1.85%11.29%5.89%3.24%8.83%

Frequently Asked Questions

TRPIX and ACTIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRPIX has higher volatility (3.50%) compared to ACTIX (1.13%). In terms of maximum drawdown, TRPIX dropped -38.64% vs ACTIX's -14.29%.

TRPIX currently has the higher Sharpe Ratio (2.15 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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