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TUHIX vs. PRHYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TUHIX and PRHYX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TUHIX vs. PRHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. High Yield Fund (TUHIX) and T. Rowe Price High Yield Fund (PRHYX). The values are adjusted to include any dividend payments, if applicable.

32.00%34.00%36.00%38.00%40.00%December2025FebruaryMarchAprilMay
35.00%
37.29%
TUHIX
PRHYX

Key characteristics

Sharpe Ratio

TUHIX:

1.72

PRHYX:

1.71

Sortino Ratio

TUHIX:

2.53

PRHYX:

2.52

Omega Ratio

TUHIX:

1.42

PRHYX:

1.40

Calmar Ratio

TUHIX:

1.44

PRHYX:

1.73

Martin Ratio

TUHIX:

6.17

PRHYX:

7.24

Ulcer Index

TUHIX:

1.06%

PRHYX:

0.92%

Daily Std Dev

TUHIX:

3.80%

PRHYX:

3.89%

Max Drawdown

TUHIX:

-22.46%

PRHYX:

-30.81%

Current Drawdown

TUHIX:

-1.62%

PRHYX:

-1.32%

Returns By Period

In the year-to-date period, TUHIX achieves a 0.31% return, which is significantly lower than PRHYX's 0.63% return.


TUHIX

YTD

0.31%

1M

2.79%

6M

1.59%

1Y

6.39%

5Y*

5.52%

10Y*

N/A

PRHYX

YTD

0.63%

1M

2.45%

6M

1.25%

1Y

6.30%

5Y*

5.54%

10Y*

4.25%

*Annualized

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TUHIX vs. PRHYX - Expense Ratio Comparison

TUHIX has a 0.61% expense ratio, which is lower than PRHYX's 0.70% expense ratio.


Risk-Adjusted Performance

TUHIX vs. PRHYX — Risk-Adjusted Performance Rank

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

TUHIX
The Risk-Adjusted Performance Rank of TUHIX is 9090
Overall Rank
The Sharpe Ratio Rank of TUHIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TUHIX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TUHIX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TUHIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TUHIX is 8989
Martin Ratio Rank

PRHYX
The Risk-Adjusted Performance Rank of PRHYX is 9191
Overall Rank
The Sharpe Ratio Rank of PRHYX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of PRHYX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PRHYX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PRHYX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PRHYX is 9090
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.

TUHIX vs. PRHYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. High Yield Fund (TUHIX) and T. Rowe Price High Yield Fund (PRHYX). 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 current TUHIX Sharpe Ratio is 1.72, which is comparable to the PRHYX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TUHIX and PRHYX, 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 Ratio0.501.001.502.002.503.003.504.00December2025FebruaryMarchAprilMay
1.69
1.63
TUHIX
PRHYX

Dividends

TUHIX vs. PRHYX - Dividend Comparison

TUHIX's dividend yield for the trailing twelve months is around 7.64%, more than PRHYX's 6.16% yield.


TTM20242023202220212020201920182017201620152014
TUHIX
T. Rowe Price U.S. High Yield Fund
7.64%7.49%7.53%7.42%5.54%5.87%5.80%6.66%2.21%0.00%0.00%0.00%
PRHYX
T. Rowe Price High Yield Fund
6.16%6.56%6.29%6.23%5.08%5.19%5.49%6.26%5.49%6.03%6.46%7.71%

Drawdowns

TUHIX vs. PRHYX - Drawdown Comparison

The maximum TUHIX drawdown since its inception was -22.46%, smaller than the maximum PRHYX drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for TUHIX and PRHYX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.62%
-1.32%
TUHIX
PRHYX

Volatility

TUHIX vs. PRHYX - Volatility Comparison

The current volatility for T. Rowe Price U.S. High Yield Fund (TUHIX) is 1.35%, while T. Rowe Price High Yield Fund (PRHYX) has a volatility of 1.45%. This indicates that TUHIX experiences smaller price fluctuations and is considered to be less risky than PRHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%December2025FebruaryMarchAprilMay
1.35%
1.45%
TUHIX
PRHYX