VASIX vs. PRSIX
VASIX (Vanguard LifeStrategy Income Fund) and PRSIX (T. Rowe Price Spectrum Conservative Allocation Fund) are both Diversified Portfolio funds. Over the past 10 years, VASIX returned 4.09%/yr vs 7.01%/yr for PRSIX. Their correlation of 0.82 suggests significant overlap in exposure. VASIX charges 0.11%/yr vs 0.36%/yr for PRSIX.
Performance
VASIX vs. PRSIX - Performance Comparison
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Returns By Period
In the year-to-date period, VASIX achieves a 2.95% return, which is significantly lower than PRSIX's 5.74% return. Over the past 10 years, VASIX has underperformed PRSIX with an annualized return of 4.09%, while PRSIX has yielded a comparatively higher 7.01% annualized return.
VASIX
- 1D
- -0.25%
- 1M
- 0.81%
- YTD
- 2.95%
- 6M
- 2.95%
- 1Y
- 8.55%
- 3Y*
- 8.06%
- 5Y*
- 2.80%
- 10Y*
- 4.09%
PRSIX
- 1D
- -0.14%
- 1M
- 0.98%
- YTD
- 5.74%
- 6M
- 5.64%
- 1Y
- 13.74%
- 3Y*
- 10.84%
- 5Y*
- 4.78%
- 10Y*
- 7.01%
VASIX vs. PRSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VASIX Vanguard LifeStrategy Income Fund | 2.95% | 9.42% | 6.67% | 9.63% | -13.94% | 1.92% | 9.13% | 12.05% | -1.05% | 6.05% |
PRSIX T. Rowe Price Spectrum Conservative Allocation Fund | 5.74% | 11.91% | 8.53% | 11.97% | -13.65% | 7.07% | 11.70% | 16.78% | -3.01% | 12.28% |
Correlation
The correlation between VASIX and PRSIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 1996 | 0.82 |
The correlation between VASIX and PRSIX shifts across timeframes, from 0.75 (10 years) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VASIX vs. PRSIX — Risk / Return Rank
VASIX
PRSIX
VASIX vs. PRSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Income Fund (VASIX) and T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX). 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.
| VASIX | PRSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.46 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.83 | -0.55 |
| Martin ratioReturn relative to average drawdown | 9.38 | 12.50 | -3.12 |
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Drawdowns
VASIX vs. PRSIX - Drawdown Comparison
The maximum VASIX drawdown since its inception was -18.17%, smaller than the maximum PRSIX drawdown of -30.00%. Use the drawdown chart below to compare losses from any high point for VASIX and PRSIX.
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Drawdown Indicators
| VASIX | PRSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.17% | -30.00% | +11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -5.02% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -5.58% | -6.80% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -18.17% | -18.69% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -18.17% | -19.28% | +1.11% |
Current DrawdownCurrent decline from peak | -0.25% | -0.19% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -2.81% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.13% | -0.19% |
Volatility
VASIX vs. PRSIX - Volatility Comparison
The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.76%, while T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) has a volatility of 2.35%. This indicates that VASIX experiences smaller price fluctuations and is considered to be less risky than PRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VASIX | PRSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 2.35% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.92% | 5.29% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 6.18% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 7.11% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.95% | 7.43% | -2.48% |
VASIX vs. PRSIX - Expense Ratio Comparison
VASIX has a 0.11% expense ratio, which is lower than PRSIX's 0.36% expense ratio.
Dividends
VASIX vs. PRSIX - Dividend Comparison
VASIX's dividend yield for the trailing twelve months is around 4.12%, less than PRSIX's 6.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSIX T. Rowe Price Spectrum Conservative Allocation Fund | 6.85% | 7.12% | 3.92% | 3.78% | 5.63% | 7.63% | 3.77% | 5.11% | 5.27% | 3.43% | 2.22% | 4.56% |
VASIX Vanguard LifeStrategy Income Fund | 4.12% | 4.18% | 7.61% | 3.17% | 2.02% | 3.95% | 2.15% | 2.73% | 3.55% | 1.52% | 2.26% | 2.57% |
Frequently Asked Questions
VASIX and PRSIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRSIX has higher volatility (2.35%) compared to VASIX (1.76%). In terms of maximum drawdown, VASIX dropped -18.17% vs PRSIX's -30.00%.
PRSIX currently has the higher Sharpe Ratio (2.30 vs 1.92), 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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