PortfoliosLab logoPortfoliosLab logo
BSMIX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSMIX vs. PRNHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Small/Mid-Cap Index Fund (BSMIX) and T. Rowe Price New Horizons Fund (PRNHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BSMIX vs. PRNHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSMIX
iShares Russell Small/Mid-Cap Index Fund
-1.37%11.92%12.04%17.15%-18.39%18.00%20.28%27.62%-10.22%16.75%
PRNHX
T. Rowe Price New Horizons Fund
-5.34%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%

Returns By Period

In the year-to-date period, BSMIX achieves a -1.37% return, which is significantly higher than PRNHX's -5.34% return. Over the past 10 years, BSMIX has underperformed PRNHX with an annualized return of 10.11%, while PRNHX has yielded a comparatively higher 12.93% annualized return.


BSMIX

1D
-1.26%
1M
-8.33%
YTD
-1.37%
6M
0.85%
1Y
19.40%
3Y*
11.90%
5Y*
4.70%
10Y*
10.11%

PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BSMIX vs. PRNHX - Expense Ratio Comparison

BSMIX has a 0.12% expense ratio, which is lower than PRNHX's 0.75% expense ratio.


Return for Risk

BSMIX vs. PRNHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSMIX
BSMIX Risk / Return Rank: 4747
Overall Rank
BSMIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BSMIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
BSMIX Omega Ratio Rank: 4242
Omega Ratio Rank
BSMIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
BSMIX Martin Ratio Rank: 5353
Martin Ratio Rank

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 1717
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.

BSMIX vs. PRNHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and T. Rowe Price New Horizons Fund (PRNHX). 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.


BSMIXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.37

+0.51

Sortino ratio

Return per unit of downside risk

1.36

0.70

+0.66

Omega ratio

Gain probability vs. loss probability

1.18

1.09

+0.09

Calmar ratio

Return relative to maximum drawdown

1.19

0.46

+0.73

Martin ratio

Return relative to average drawdown

5.17

1.71

+3.46

BSMIX vs. PRNHX - Sharpe Ratio Comparison

The current BSMIX Sharpe Ratio is 0.88, which is higher than the PRNHX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BSMIX and PRNHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BSMIXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.37

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.08

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.57

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

0.00

Correlation

The correlation between BSMIX and PRNHX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSMIX vs. PRNHX - Dividend Comparison

BSMIX's dividend yield for the trailing twelve months is around 2.94%, less than PRNHX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
BSMIX
iShares Russell Small/Mid-Cap Index Fund
2.94%2.90%2.04%1.37%4.94%4.77%4.42%2.83%4.33%2.83%1.45%0.00%
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

BSMIX vs. PRNHX - Drawdown Comparison

The maximum BSMIX drawdown since its inception was -41.32%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for BSMIX and PRNHX.


Loading graphics...

Drawdown Indicators


BSMIXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-70.96%

+29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-13.70%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-48.37%

+20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

-48.37%

+7.05%

Current Drawdown

Current decline from peak

-9.39%

-27.08%

+17.69%

Average Drawdown

Average peak-to-trough decline

-7.52%

-18.39%

+10.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.67%

-0.38%

Volatility

BSMIX vs. PRNHX - Volatility Comparison

The current volatility for iShares Russell Small/Mid-Cap Index Fund (BSMIX) is 6.35%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.88%. This indicates that BSMIX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BSMIXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

7.88%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

14.48%

-1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

23.87%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

24.41%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

22.67%

-1.04%