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ISIN
US7799171035
CUSIP
779917103
Inception Date
Jun 30, 1997
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PRDSX Performance Chart

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) is up 18.8% since the beginning of the year. PRDSX is currently trading at $53 per share. Investors who bought $1,000 worth of PRDSX shares 5 years ago would now be looking at an investment worth $1,495.


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S&P 500 Index

Returns By Period

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has returned 18.75% so far this year and 33.50% over the past 12 months. Over the last ten years, PRDSX has returned 12.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


T. Rowe Price QM U.S. Small-Cap Growth Equity Fund

1D
2.30%
1M
7.20%
YTD
18.75%
6M
16.71%
1Y
33.50%
3Y*
16.95%
5Y*
8.38%
10Y*
12.24%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.17%
YTD
8.39%
6M
8.57%
1Y
24.06%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRDSX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 1997, PRDSX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Feb 2000 with a return of +19.2%, while the worst month was Aug 1998 at -22.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PRDSX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -14.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.50%1.67%-6.39%11.06%3.67%3.70%18.75%
20254.06%-5.62%-6.43%0.33%4.33%4.30%1.74%4.09%2.29%1.32%1.05%-1.07%10.10%
2024-1.59%7.61%3.02%-6.30%4.72%0.57%5.53%1.09%0.83%-1.77%8.75%-8.68%12.97%
20238.94%-0.79%-0.85%-0.19%-1.32%8.01%1.90%-2.14%-5.38%-5.82%8.91%9.81%21.15%
2022-11.52%0.07%-0.19%-9.59%-1.70%-6.54%10.99%-3.60%-7.97%8.69%4.39%-5.48%-22.49%
2021-0.50%4.67%0.04%3.80%-3.02%1.84%0.20%2.92%-2.74%4.91%-4.74%3.82%11.15%

Benchmark Metrics

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund has an annualized alpha of 1.32%, beta of 1.06, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 30, 1997.

  • This fund captured 120.09% of S&P 500 Index gains and 112.66% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.06 and R2 of 0.78, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.32%
Beta
1.06
0.78
Upside Capture
120.09%
Downside Capture
112.66%

Expense Ratio

PRDSX has an expense ratio of 0.78%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PRDSX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PRDSX Risk / Return Rank: 4646
Overall Rank
PRDSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PRDSX Sortino Ratio Rank: 3939
Sortino Ratio Rank
PRDSX Omega Ratio Rank: 3636
Omega Ratio Rank
PRDSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
PRDSX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and compare them to S&P 500 Index.

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.


PRDSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.06

Calmar ratioReturn relative to maximum drawdown

2.79

2.66

+0.13

Martin ratioReturn relative to average drawdown

10.73

11.86

-1.13

Dividends

Dividend History

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund provided a 5.35% dividend yield over the last twelve months, with an annual payout of $2.83 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.83$2.83$3.43$1.00$1.29$6.48$1.39$1.64$1.41$0.04$0.01$0.47

Dividend yield

5.35%6.35%7.96%2.43%3.72%13.97%2.91%4.12%4.53%0.10%0.02%1.83%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.83$2.83
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.43$3.43
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.48$6.48

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price QM U.S. Small-Cap Growth Equity 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 QM U.S. Small-Cap Growth Equity Fund was 58.95%, occurring on Oct 9, 2002. Recovery took 1256 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-58.95%Oct 2002
2y 7mo4y 12mo
7y 7moMar 2000 - Oct 2007
Financial crisis2007–2009
-54.14%Mar 2009
1y 5mo1y 8mo
3y 25dOct 2007 - Nov 2010
1998 bear market1998
-41.73%Oct 1998
5mo 19d1y 1mo
1y 6moApr 1998 - Nov 1999
COVID crash2020
-37.61%Mar 2020
1mo 2d5mo 13d
6mo 15dFeb 2020 - Sep 2020
Bear market2022
-33.17%Jun 2022
7mo 9d2y 27d
2y 8moNov 2021 - Jul 2024

Drawdown Indicators


PRDSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.95%

-56.78%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

-9.10%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-25.84%

-18.90%

-6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-25.43%

-7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

-33.92%

-3.69%

Current Drawdown

Current decline from peak

0.00%

-2.49%

+2.49%

Average Drawdown

Average peak-to-trough decline

-14.13%

-10.72%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.03%

+1.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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