TMSF vs CPRO
Comparison between T. ROWE PRICE MULTI-SECTOR INCOME ETF (TMSF, ETF) and Russell 2000 Structured Alt Protection ETF - October (CPRO, ETF).
TMSF vs CPRO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
TMSF
$29M
CPRO
$29M
Expense Ratio
Winner
TMSF
0.37%
CPRO
0.69%
Max Drawdown
TMSF
3.51%
Winner
CPRO
3.36%
Sharpe Ratio
TMSF
0.70
Winner
CPRO
1.82
5Y Beta
Winner
TMSF
0.13
CPRO
0.15
TMSF vs CPRO - Historical Returns
Returns include dividend reinvestment.
1M
TMSF
+0.42%
Winner
CPRO
+0.58%
3M
TMSF
+2.24%
Winner
CPRO
+3.36%
6M
TMSF
+2.48%
Winner
CPRO
+3.70%
1Y
TMSF
N/A
CPRO
+12.62%
Max(CAGR)
TMSF
+5.79%
Winner
CPRO
+7.63%
TMSF vs CPRO - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | TMSF | CPRO |
|---|---|---|
| 2026 | +2.00% | +3.68% |
| 2025 | +1.29% | +8.32% |
| 2024 | N/A | +0.59% |
TMSF vs CPRO Drawdown Comparison
The maximum drawdown for TMSF was -2.28%, occurring on Mar 27, 2026. Recovery took 38 trading sessions.
The maximum drawdown for CPRO was -3.36%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.
The current TMSF drawdown is -0.08%. The current CPRO drawdown is -0.03%.
| Rank | TMSF | CPRO |
|---|---|---|
| #1 | -2.28% Feb 18, 2026 - Apr 14, 2026 | -3.36% Dec 2, 2024 - Jul 2, 2025 |
| #2 | -0.80% May 8, 2026 - May 28, 2026 | -1.77% Jul 23, 2025 - Aug 13, 2025 |
| #3 | -0.56% May 29, 2026 - Jun 8, 2026 | -1.44% Feb 26, 2026 - Apr 9, 2026 |
| #4 | -0.36% Apr 17, 2026 - May 6, 2026 | -1.25% Oct 27, 2025 - Nov 26, 2025 |
| #5 | -0.31% Jan 23, 2026 - Feb 10, 2026 | -1.05% Aug 13, 2025 - Aug 22, 2025 |
| #6 | -0.25% Jan 16, 2026 - Jan 22, 2026 | -0.83% Nov 11, 2024 - Nov 25, 2024 |
| #7 | -0.19% Dec 3, 2025 - Dec 11, 2025 | -0.82% Jul 10, 2025 - Jul 23, 2025 |
| #8 | -0.18% Nov 28, 2025 - Dec 3, 2025 | -0.66% Jan 22, 2026 - Feb 9, 2026 |
| #9 | -0.16% Dec 11, 2025 - Dec 19, 2025 | -0.56% Aug 28, 2025 - Sep 4, 2025 |
| #10 | -0.12% Dec 31, 2025 - Jan 6, 2026 | -0.56% Jul 3, 2025 - Jul 9, 2025 |
| #11 | -0.11% May 6, 2026 - May 8, 2026 | -0.53% Sep 23, 2025 - Sep 26, 2025 |
| #12 | -0.10% Feb 10, 2026 - Feb 12, 2026 | -0.52% Oct 16, 2024 - Nov 6, 2024 |
| #13 | -0.09% Nov 20, 2025 - Nov 24, 2025 | -0.48% Dec 11, 2025 - Jan 5, 2026 |
| #14 | -0.07% Jan 7, 2026 - Jan 9, 2026 | -0.41% Jun 4, 2026 - Jun 5, 2026 |
| #15 | -0.04% Apr 15, 2026 - Apr 17, 2026 | -0.41% May 6, 2026 - May 22, 2026 |
Correlation
Correlation between TMSF and CPRO is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
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