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ISIN
US7795621074
CUSIP
779562107
Inception Date
Jun 3, 1960
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PRNHX Performance Chart

T. Rowe Price New Horizons Fund (PRNHX) is up 12.1% since the beginning of the year. PRNHX is currently trading at $58 per share. Investors who bought $1,000 worth of PRNHX shares 5 years ago would now be looking at an investment worth $1,015.


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S&P 500 Index

Returns By Period

T. Rowe Price New Horizons Fund (PRNHX) has returned 12.14% so far this year and 25.45% over the past 12 months. Looking at the last ten years, PRNHX has achieved an annualized return of 14.57%, outperforming the S&P 500 Index benchmark, which averaged 13.61% per year.


T. Rowe Price New Horizons Fund

1D
4.13%
1M
2.22%
YTD
12.14%
6M
9.35%
1Y
25.45%
3Y*
10.65%
5Y*
0.29%
10Y*
14.57%

Benchmark (S&P 500 Index)

1D
0.50%
1M
0.31%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRNHX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 1971, PRNHX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Feb 2000 with a return of +21.4%, while the worst month was Oct 1987 at -29.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 12 months.

On a daily basis, PRNHX closed higher 53% of trading days. The best single day was Dec 10, 1986 with a return of +17.3%, while the worst single day was Oct 19, 1987 at -22.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.99%1.18%-7.01%10.24%5.27%-2.18%12.14%
20255.55%-7.60%-8.89%0.28%2.45%3.53%2.41%2.48%2.19%3.73%-0.22%-1.57%3.27%
2024-1.14%5.63%1.58%-8.67%-0.35%0.46%4.90%0.14%1.43%0.43%9.61%-4.37%8.80%
20239.69%-1.00%-0.97%-1.85%2.15%7.43%4.49%-2.94%-5.88%-7.15%7.13%10.34%21.35%
2022-15.66%-1.71%-2.54%-13.75%-8.18%-2.91%11.70%0.21%-9.83%5.98%0.49%-5.58%-36.96%
2021-1.80%2.46%-2.46%7.26%-3.08%7.71%2.13%5.13%-3.24%4.97%-5.77%-2.62%9.96%

Benchmark Metrics

T. Rowe Price New Horizons Fund has an annualized alpha of 2.52%, beta of 0.98, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since January 04, 1971.

  • This fund captured 130.40% of S&P 500 Index gains and 119.49% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.98 and R2 of 0.66, 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
2.52%
Beta
0.98
0.66
Upside Capture
130.40%
Downside Capture
119.49%

Expense Ratio

PRNHX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PRNHX ranks 24 for risk / return — below 24% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PRNHX Risk / Return Rank: 2424
Overall Rank
PRNHX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1919
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 3333
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 New Horizons Fund (PRNHX) 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.


PRNHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

1.73

2.53

-0.80

Martin ratioReturn relative to average drawdown

6.59

11.37

-4.78

Dividends

Dividend History

T. Rowe Price New Horizons Fund provided a 10.57% dividend yield over the last twelve months, with an annual payout of $6.13 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.00$14.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.13$6.13$5.48$0.00$2.18$13.13$11.25$13.93$6.72$4.35$2.50$3.28

Dividend yield

10.57%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price New Horizons 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$6.13$6.13
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.48$5.48
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$2.18$2.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$13.13$13.13

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 New Horizons 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 New Horizons Fund was 70.96%, occurring on Oct 4, 1974. Recovery took 1477 trading sessions.

The current T. Rowe Price New Horizons Fund drawdown is 13.61%.


Related event

Drawdown

Fall

Recovery

Underwater

1974 bear market1974
-70.96%Oct 1974
2y 4mo5y 10mo
8y 2moMay 1972 - Aug 1980
Financial crisis2007–2009
-55.79%Nov 2008
1y 1mo2y 2d
3y 1moOct 2007 - Nov 2010
Dot-com crash2000–2002
-53.76%Oct 2002
2y 7mo2y 8mo
5y 3moMar 2000 - Jun 2005
1982 bear market1982
-49.30%Aug 1982
1y 8mo9mo 27d
2y 6moDec 1980 - Jun 1983
Bear market2022
-48.37%Jun 2022
7mo 8d
4y 7moNov 2021 - now

Drawdown Indicators


PRNHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-70.96%

-56.78%

-14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.10%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.65%

-18.90%

-7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-48.37%

-25.43%

-22.94%

Max Drawdown (10Y)

Largest decline over 10 years

-48.37%

-33.92%

-14.45%

Current Drawdown

Current decline from peak

-13.61%

-2.34%

-11.27%

Average Drawdown

Average peak-to-trough decline

-18.38%

-10.72%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.02%

+1.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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