USD=X vs. PRCPX
USD=X (USD Cash) is a currency, while PRCPX (T. Rowe Price Credit Opportunities Fund) is High Yield Bonds fund tracking the Bloomberg US High-Yield 2% Issuer Capped Bond Index. Over the past 10 years, USD=X returned 0.00%/yr vs 6.50%/yr for PRCPX.
Performance
USD=X vs. PRCPX - Performance Comparison
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Returns By Period
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%
PRCPX
- 1D
- 0.25%
- 1M
- 0.33%
- YTD
- 1.54%
- 6M
- 3.01%
- 1Y
- 9.12%
- 3Y*
- 10.51%
- 5Y*
- 5.53%
- 10Y*
- 6.50%
USD=X vs. PRCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRCPX T. Rowe Price Credit Opportunities Fund | 1.54% | 11.51% | 9.36% | 14.90% | -10.50% | 6.36% | 5.55% | 13.77% | -1.44% | 6.80% |
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Return for Risk
USD=X vs. PRCPX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PRCPX
USD=X vs. PRCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T. Rowe Price Credit Opportunities Fund (PRCPX). 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.
| USD=X | PRCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.70 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.68 | — |
| Martin ratioReturn relative to average drawdown | — | 22.07 | — |
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Drawdowns
USD=X vs. PRCPX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum PRCPX drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for USD=X and PRCPX.
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Drawdown Indicators
| USD=X | PRCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -23.07% | +23.07% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -1.99% | +1.99% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -3.83% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -14.34% | +14.34% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -23.07% | +23.07% |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -3.11% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 0.42% | -0.42% |
Volatility
USD=X vs. PRCPX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price Credit Opportunities Fund (PRCPX) has a volatility of 0.94%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than PRCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | PRCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.94% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 2.41% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 3.31% | -3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 4.81% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 5.45% | -5.45% |
Frequently Asked Questions
PRCPX has higher volatility (0.94%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs PRCPX's -23.07%.
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