USD=X vs. RPGAX
USD=X (USD Cash) is a currency, while RPGAX (T. Rowe Price Global Allocation Fund) is Global Allocation fund actively managed by T. Rowe Price. Over the past 10 years, USD=X returned 0.00%/yr vs 8.21%/yr for RPGAX.
Performance
USD=X vs. RPGAX - 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%
RPGAX
- 1D
- 1.56%
- 1M
- 0.06%
- YTD
- 6.32%
- 6M
- 6.83%
- 1Y
- 15.44%
- 3Y*
- 12.71%
- 5Y*
- 5.66%
- 10Y*
- 8.21%
USD=X vs. RPGAX - 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% |
RPGAX T. Rowe Price Global Allocation Fund | 6.32% | 15.00% | 9.65% | 13.78% | -14.54% | 9.17% | 14.80% | 20.37% | -6.89% | 15.92% |
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Return for Risk
USD=X vs. RPGAX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RPGAX
USD=X vs. RPGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T. Rowe Price Global Allocation Fund (RPGAX). 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 | RPGAX | Difference | |
|---|---|---|---|
| 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 | — | 2.35 | — |
| Martin ratioReturn relative to average drawdown | — | 10.09 | — |
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Drawdowns
USD=X vs. RPGAX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum RPGAX drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for USD=X and RPGAX.
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Drawdown Indicators
| USD=X | RPGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -24.42% | +24.42% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -6.75% | +6.75% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -9.57% | +9.57% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -21.79% | +21.79% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -24.42% | +24.42% |
Current DrawdownCurrent decline from peak | 0.00% | -1.16% | +1.16% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -3.83% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.57% | -1.57% |
Volatility
USD=X vs. RPGAX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price Global Allocation Fund (RPGAX) has a volatility of 3.41%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than RPGAX 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 | RPGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.41% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 6.95% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 8.26% | -8.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 9.53% | -9.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 10.26% | -10.26% |
Frequently Asked Questions
RPGAX has higher volatility (3.41%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs RPGAX's -24.42%.
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