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T. Rowe Price Diversified Mid Cap Growth Fund (PRD...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US7795851085

CUSIP

779585108

Issuer

T. Rowe Price

Inception Date

Dec 31, 2003

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PRDMX vs. RPMGX PRDMX vs. VWNFX PRDMX vs. FHESX PRDMX vs. PEXMX PRDMX vs. PREIX PRDMX vs. POAGX PRDMX vs. VDIGX PRDMX vs. IMCG PRDMX vs. TRMCX PRDMX vs. FMIMX
Popular comparisons:
PRDMX vs. RPMGX PRDMX vs. VWNFX PRDMX vs. FHESX PRDMX vs. PEXMX PRDMX vs. PREIX PRDMX vs. POAGX PRDMX vs. VDIGX PRDMX vs. IMCG PRDMX vs. TRMCX PRDMX vs. FMIMX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Diversified Mid Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
20.93%
12.53%
PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund)
Benchmark (^GSPC)

Returns By Period

T. Rowe Price Diversified Mid Cap Growth Fund had a return of 31.52% year-to-date (YTD) and 32.35% in the last 12 months. Over the past 10 years, T. Rowe Price Diversified Mid Cap Growth Fund had an annualized return of 8.11%, while the S&P 500 had an annualized return of 11.21%, indicating that T. Rowe Price Diversified Mid Cap Growth Fund did not perform as well as the benchmark.


PRDMX

YTD

31.52%

1M

11.87%

6M

20.93%

1Y

32.35%

5Y (annualized)

7.72%

10Y (annualized)

8.11%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of PRDMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.15%8.34%2.34%-5.63%1.32%1.77%0.39%3.05%2.94%1.50%31.52%
20237.23%-1.16%1.60%-0.76%-0.45%8.05%2.15%-3.02%-5.25%-5.39%11.08%-0.37%12.95%
2022-12.71%-1.48%1.67%-10.41%-2.53%-7.08%11.81%-1.97%-8.52%6.77%5.45%-7.01%-25.52%
2021-0.46%2.55%-2.43%5.60%-2.25%6.38%2.24%2.91%-4.77%6.80%-4.01%-8.43%2.89%
20200.55%-7.27%-15.71%15.86%10.10%2.59%6.02%2.70%-1.51%0.52%12.89%0.38%25.63%
201911.20%5.73%1.54%4.66%-4.81%7.50%2.05%-2.20%-0.46%1.68%4.94%-0.16%35.31%
20185.58%-3.06%0.27%-0.73%3.01%0.75%2.57%4.83%-0.42%-8.68%2.93%-13.01%-7.44%
20173.43%3.28%0.54%1.94%2.20%0.77%1.41%0.36%2.64%2.19%3.12%-0.10%24.00%
2016-8.21%0.66%7.99%0.35%2.12%-0.51%5.34%-0.57%-0.16%-3.55%4.78%-1.02%6.42%
2015-1.41%7.27%0.52%-0.80%1.74%-0.95%1.41%-5.47%-4.44%6.66%0.74%-6.00%-1.67%
2014-1.65%6.12%-2.22%-3.10%2.21%3.44%-2.30%5.06%-2.78%3.55%3.18%-6.28%4.46%
20136.48%0.84%3.57%0.92%2.46%-1.67%6.47%-1.69%5.37%2.69%1.92%3.10%34.57%

Expense Ratio

PRDMX features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for PRDMX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PRDMX is 48, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PRDMX is 4848
Combined Rank
The Sharpe Ratio Rank of PRDMX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDMX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PRDMX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PRDMX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PRDMX is 4747
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PRDMX, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.922.53
The chart of Sortino ratio for PRDMX, currently valued at 2.46, compared to the broader market0.005.0010.002.463.39
The chart of Omega ratio for PRDMX, currently valued at 1.35, compared to the broader market1.002.003.004.001.351.47
The chart of Calmar ratio for PRDMX, currently valued at 1.07, compared to the broader market0.005.0010.0015.0020.001.073.65
The chart of Martin ratio for PRDMX, currently valued at 9.38, compared to the broader market0.0020.0040.0060.0080.00100.009.3816.21
PRDMX
^GSPC

The current T. Rowe Price Diversified Mid Cap Growth Fund Sharpe ratio is 1.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of T. Rowe Price Diversified Mid Cap Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.92
2.53
PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

T. Rowe Price Diversified Mid Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.02$0.05$0.09$0.93$0.05$0.01$0.00$0.02

Dividend yield

0.00%0.00%0.00%0.00%0.03%0.14%0.33%3.16%0.20%0.04%0.00%0.07%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Diversified Mid Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.93$0.93
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.02$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.12%
-0.53%
PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Diversified Mid Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price Diversified Mid Cap Growth Fund was 59.84%, occurring on Nov 20, 2008. Recovery took 560 trading sessions.

The current T. Rowe Price Diversified Mid Cap Growth Fund drawdown is 5.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.84%Oct 11, 2007281Nov 20, 2008560Feb 11, 2011841
-41.73%Nov 17, 2021146Jun 16, 2022
-35.91%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-25.98%May 2, 2011108Oct 3, 2011238Sep 13, 2012346
-24.3%Sep 17, 201869Dec 24, 201875Apr 12, 2019144

Volatility

Volatility Chart

The current T. Rowe Price Diversified Mid Cap Growth Fund volatility is 5.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.72%
3.97%
PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund)
Benchmark (^GSPC)