DFDMX vs. PRDGX

In the year-to-date period, DFDMX achieves a -2.47% return, which is significantly lower than PRDGX's 1.93% return. Over the past 10 years, DFDMX has underperformed PRDGX with an annualized return of 8.59%, while PRDGX has yielded a comparatively higher 9.17% annualized return.

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DFDMX has a 0.85% expense ratio, which is higher than PRDGX's 0.62% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DF Dent Midcap Growth Fund (DFDMX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.

The current DFDMX Sharpe Ratio is 0.27, which is comparable to the PRDGX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of DFDMX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFDMX has not paid dividends to shareholders, while PRDGX's dividend yield for the trailing twelve months is around 1.01%.

The maximum DFDMX drawdown since its inception was -42.11%, smaller than the maximum PRDGX drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for DFDMX and PRDGX. For additional features, visit the drawdowns tool.

DF Dent Midcap Growth Fund (DFDMX) has a higher volatility of 7.32% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 5.51%. This indicates that DFDMX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.