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ACRNX vs. PMEGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACRNX vs. PMEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Acorn Fund (ACRNX) and T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACRNX achieves a 9.47% return, which is significantly higher than PMEGX's 3.03% return. Over the past 10 years, ACRNX has underperformed PMEGX with an annualized return of 8.58%, while PMEGX has yielded a comparatively higher 9.78% annualized return.


ACRNX

1D
2.89%
1M
-7.12%
6M
4.45%
YTD
9.47%
1Y
17.92%
3Y*
10.11%
5Y*
1.07%
10Y*
8.58%
ALL TIME*
14.94%

PMEGX

1D
0.47%
1M
-1.53%
6M
2.67%
YTD
3.03%
1Y
6.19%
3Y*
6.28%
5Y*
2.15%
10Y*
9.78%
ALL TIME*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ACRNX vs. PMEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACRNX
Columbia Acorn Fund
9.47%4.80%14.46%21.85%-33.80%8.62%29.65%26.65%-8.82%25.78%
PMEGX
T. Rowe Price Institutional Mid Cap Equity Growth Fund
3.03%3.73%9.15%20.69%-23.19%15.50%23.95%33.08%-2.23%26.02%

Correlation

The correlation between ACRNX and PMEGX is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.85

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 30, 1996

0.92

The correlation between ACRNX and PMEGX shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ACRNX vs. PMEGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ACRNX
ACRNX Risk / Return Rank: 2020
Overall Rank
ACRNX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ACRNX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ACRNX Omega Ratio Rank: 1919
Omega Ratio Rank
ACRNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACRNX Martin Ratio Rank: 2323
Martin Ratio Rank

PMEGX
PMEGX Risk / Return Rank: 1010
Overall Rank
PMEGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PMEGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PMEGX Omega Ratio Rank: 99
Omega Ratio Rank
PMEGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PMEGX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ACRNX vs. PMEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Acorn Fund (ACRNX) and T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX). 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.

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.


ACRNXPMEGXDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.13

1.06

+0.07

Calmar ratioReturn relative to maximum drawdown

0.95

0.41

+0.54

Martin ratioReturn relative to average drawdown

3.28

1.39

+1.89

ACRNX vs. PMEGX - Sharpe Ratio Comparison

The current ACRNX Sharpe Ratio is 0.70, which is higher than the PMEGX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ACRNX and PMEGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACRNX vs. PMEGX - Drawdown Comparison

The maximum ACRNX drawdown since its inception was -56.70%, roughly equal to the maximum PMEGX drawdown of -55.88%. Use the drawdown chart below to compare losses from any high point for ACRNX and PMEGX.


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Drawdown Indicators


ACRNXPMEGXDifference

Max Drawdown

Largest peak-to-trough decline

-56.70%

-55.88%

-0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-10.21%

-6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-30.05%

-27.99%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-45.58%

-32.87%

-12.71%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-37.16%

-8.42%

Current Drawdown

Current decline from peak

-10.11%

-6.20%

-3.91%

Average Drawdown

Average peak-to-trough decline

-8.76%

-8.99%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

3.04%

+1.77%

Volatility

ACRNX vs. PMEGX - Volatility Comparison

Columbia Acorn Fund (ACRNX) has a higher volatility of 7.13% compared to T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) at 2.50%. This indicates that ACRNX's price experiences larger fluctuations and is considered to be riskier than PMEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACRNXPMEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

2.50%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

10.49%

+8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

13.64%

+8.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.35%

20.11%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.19%

19.75%

+3.44%

ACRNX vs. PMEGX - Expense Ratio Comparison

ACRNX has a 0.83% expense ratio, which is higher than PMEGX's 0.61% expense ratio.


Dividends

ACRNX vs. PMEGX - Dividend Comparison

ACRNX's dividend yield for the trailing twelve months is around 0.96%, less than PMEGX's 20.48% yield.


PositionTTM20252024202320222021202020192018201720162015
ACRNX
Columbia Acorn Fund
0.96%0.00%0.00%0.00%5.30%26.17%13.28%11.43%8.55%24.10%39.09%63.48%
PMEGX
T. Rowe Price Institutional Mid Cap Equity Growth Fund
20.48%21.10%14.15%7.07%1.65%12.80%4.44%5.11%10.42%6.30%1.04%6.18%

Frequently Asked Questions


ACRNX and PMEGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACRNX has higher volatility (7.13%) compared to PMEGX (2.50%). In terms of maximum drawdown, ACRNX dropped -56.70% vs PMEGX's -55.88%.

ACRNX currently has the higher Sharpe Ratio (0.70 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ACRNX and PMEGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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