ACRNX vs. PMEGX
ACRNX (Columbia Acorn Fund) and PMEGX (T. Rowe Price Institutional Mid Cap Equity Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, ACRNX returned 8.58%/yr vs 9.78%/yr for PMEGX. Their correlation of 0.92 means they have usually moved in the same direction. ACRNX charges 0.83%/yr vs 0.61%/yr for PMEGX.
Performance
ACRNX vs. PMEGX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ACRNX Columbia Acorn Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
ACRNX vs. PMEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ACRNX
PMEGX
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.
| ACRNX | PMEGX | Difference | |
|---|---|---|---|
| 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 |
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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
| ACRNX | PMEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.11% | -6.20% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -8.99% | +0.23% |
Ulcer IndexDepth 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
| ACRNX | PMEGX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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