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VASIX vs. PRSIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VASIX and PRSIX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

VASIX vs. PRSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Income Fund (VASIX) and T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VASIX:

1.36

PRSIX:

0.93

Sortino Ratio

VASIX:

2.02

PRSIX:

1.36

Omega Ratio

VASIX:

1.25

PRSIX:

1.20

Calmar Ratio

VASIX:

1.01

PRSIX:

0.73

Martin Ratio

VASIX:

5.89

PRSIX:

4.50

Ulcer Index

VASIX:

1.14%

PRSIX:

1.56%

Daily Std Dev

VASIX:

4.89%

PRSIX:

7.34%

Max Drawdown

VASIX:

-18.17%

PRSIX:

-32.91%

Current Drawdown

VASIX:

-0.16%

PRSIX:

-3.47%

Returns By Period

In the year-to-date period, VASIX achieves a 2.10% return, which is significantly lower than PRSIX's 2.51% return. Over the past 10 years, VASIX has outperformed PRSIX with an annualized return of 3.19%, while PRSIX has yielded a comparatively lower 2.98% annualized return.


VASIX

YTD

2.10%

1M

2.35%

6M

1.17%

1Y

6.57%

5Y*

2.37%

10Y*

3.19%

PRSIX

YTD

2.51%

1M

4.38%

6M

0.71%

1Y

6.74%

5Y*

4.13%

10Y*

2.98%

*Annualized

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VASIX vs. PRSIX - Expense Ratio Comparison

VASIX has a 0.11% expense ratio, which is lower than PRSIX's 0.36% expense ratio.


Risk-Adjusted Performance

VASIX vs. PRSIX — Risk-Adjusted Performance Rank

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

VASIX
The Risk-Adjusted Performance Rank of VASIX is 8888
Overall Rank
The Sharpe Ratio Rank of VASIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VASIX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VASIX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VASIX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VASIX is 9090
Martin Ratio Rank

PRSIX
The Risk-Adjusted Performance Rank of PRSIX is 8282
Overall Rank
The Sharpe Ratio Rank of PRSIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSIX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PRSIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PRSIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PRSIX is 8686
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.

VASIX vs. PRSIX - Risk-Adjusted Performance 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.


The current VASIX Sharpe Ratio is 1.36, which is higher than the PRSIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VASIX and PRSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VASIX vs. PRSIX - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 3.71%, less than PRSIX's 3.79% yield.


TTM20242023202220212020201920182017201620152014
VASIX
Vanguard LifeStrategy Income Fund
3.71%3.61%3.18%2.03%2.08%1.72%2.71%2.78%2.28%2.20%2.17%2.08%
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
3.79%3.92%3.78%5.63%7.63%3.77%3.70%5.27%3.89%2.22%4.56%5.79%

Drawdowns

VASIX vs. PRSIX - Drawdown Comparison

The maximum VASIX drawdown since its inception was -18.17%, smaller than the maximum PRSIX drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for VASIX and PRSIX. For additional features, visit the drawdowns tool.


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Volatility

VASIX vs. PRSIX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.31%, while T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) has a volatility of 2.06%. 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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