PRDSX vs. VBR

In the year-to-date period, PRDSX achieves a -0.54% return, which is significantly lower than VBR's 3.59% return. Over the past 10 years, PRDSX has outperformed VBR with an annualized return of 11.28%, while VBR has yielded a comparatively lower 10.14% annualized return.

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PRDSX has a 0.78% expense ratio, which is higher than VBR's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Vanguard Small-Cap Value ETF (VBR). 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 PRDSX Sharpe Ratio is 1.15, which is comparable to the VBR Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PRDSX and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between PRDSX and VBR is 0.91, 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.

PRDSX's dividend yield for the trailing twelve months is around 12.76%, more than VBR's 1.90% yield.

The maximum PRDSX drawdown since its inception was -58.95%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for PRDSX and VBR.

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 8.74% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.