EZM vs. TRMCX
Compare and contrast key facts about WisdomTree U.S. MidCap Fund (EZM) and T. Rowe Price Mid-Cap Value Fund (TRMCX).
EZM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S Mid Cap Index. It was launched on Feb 23, 2007. TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZM or TRMCX.
Performance
EZM vs. TRMCX - Performance Comparison
Returns By Period
In the year-to-date period, EZM achieves a 14.27% return, which is significantly lower than TRMCX's 19.29% return. Over the past 10 years, EZM has underperformed TRMCX with an annualized return of 9.37%, while TRMCX has yielded a comparatively higher 10.34% annualized return.
EZM
14.27%
1.79%
8.86%
27.31%
11.43%
9.37%
TRMCX
19.29%
0.32%
8.07%
33.70%
14.46%
10.34%
Key characteristics
| EZM | TRMCX | |
|---|---|---|
| Sharpe Ratio | 1.62 | 1.99 |
| Sortino Ratio | 2.35 | 2.84 |
| Omega Ratio | 1.29 | 1.41 |
| Calmar Ratio | 3.29 | 4.95 |
| Martin Ratio | 8.67 | 14.63 |
| Ulcer Index | 3.33% | 2.38% |
| Daily Std Dev | 17.84% | 17.46% |
| Max Drawdown | -59.58% | -55.28% |
| Current Drawdown | -2.78% | -2.18% |
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EZM vs. TRMCX - Expense Ratio Comparison
EZM has a 0.38% expense ratio, which is lower than TRMCX's 0.77% expense ratio.
Correlation
The correlation between EZM and TRMCX is 0.90, 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.
Risk-Adjusted Performance
EZM vs. TRMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) and T. Rowe Price Mid-Cap Value Fund (TRMCX). 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.
Dividends
EZM vs. TRMCX - Dividend Comparison
EZM's dividend yield for the trailing twelve months is around 1.19%, more than TRMCX's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZM WisdomTree U.S. MidCap Fund | 1.19% | 1.25% | 1.57% | 1.09% | 1.67% | 1.34% | 1.57% | 1.14% | 1.55% | 1.30% | 1.16% | 0.99% |
TRMCX T. Rowe Price Mid-Cap Value Fund | 0.96% | 1.14% | 0.89% | 1.01% | 1.01% | 1.47% | 1.23% | 1.09% | 0.93% | 1.36% | 1.08% | 0.73% |
Drawdowns
EZM vs. TRMCX - Drawdown Comparison
The maximum EZM drawdown since its inception was -59.58%, which is greater than TRMCX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for EZM and TRMCX. For additional features, visit the drawdowns tool.
Volatility
EZM vs. TRMCX - Volatility Comparison
WisdomTree U.S. MidCap Fund (EZM) has a higher volatility of 6.64% compared to T. Rowe Price Mid-Cap Value Fund (TRMCX) at 3.94%. This indicates that EZM's price experiences larger fluctuations and is considered to be riskier than TRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.