EZM vs. TRMCX
EZM (WisdomTree U.S. MidCap Earnings Fund) and TRMCX (T. Rowe Price Mid-Cap Value Fund) are both funds - EZM is a Mid Cap Blend Equities fund tracking the WisdomTree U.S. MidCap Index, while TRMCX is a Mid Cap Value Equities fund managed by T. Rowe Price. Over the past 10 years, EZM returned 11.70%/yr vs 11.95%/yr for TRMCX. Their correlation of 0.90 suggests significant overlap in exposure. EZM charges 0.38%/yr vs 0.77%/yr for TRMCX.
Performance
EZM vs. TRMCX - Performance Comparison
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Returns By Period
In the year-to-date period, EZM achieves a 13.31% return, which is significantly lower than TRMCX's 17.10% return. Both investments have delivered pretty close results over the past 10 years, with EZM having a 11.70% annualized return and TRMCX not far ahead at 11.95%.
EZM
- 1D
- 0.57%
- 1M
- 2.69%
- YTD
- 13.31%
- 6M
- 11.26%
- 1Y
- 25.36%
- 3Y*
- 15.45%
- 5Y*
- 8.77%
- 10Y*
- 11.70%
TRMCX
- 1D
- 0.43%
- 1M
- 1.37%
- YTD
- 17.10%
- 6M
- 15.69%
- 1Y
- 28.70%
- 3Y*
- 17.99%
- 5Y*
- 11.12%
- 10Y*
- 11.95%
EZM vs. TRMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EZM WisdomTree U.S. MidCap Earnings Fund | 13.31% | 8.42% | 10.29% | 19.69% | -12.22% | 31.00% | 5.57% | 24.48% | -12.36% | 17.37% |
TRMCX T. Rowe Price Mid-Cap Value Fund | 17.10% | 6.16% | 16.21% | 18.99% | -4.16% | 24.51% | 9.84% | 19.59% | -10.66% | 11.59% |
Correlation
The correlation between EZM and TRMCX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007 | 0.90 |
The correlation between EZM and TRMCX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
EZM vs. TRMCX — Risk / Return Rank
EZM
TRMCX
EZM vs. TRMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Earnings 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.
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.
| EZM | TRMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.95 | -0.02 |
| Martin ratioReturn relative to average drawdown | 9.93 | 11.15 | -1.22 |
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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.
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Drawdown Indicators
| EZM | TRMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.58% | -55.28% | -4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -9.41% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.53% | -29.60% | +6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.53% | -29.60% | +6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -47.26% | -39.41% | -7.85% |
Current DrawdownCurrent decline from peak | 0.00% | -0.92% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -6.63% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.48% | +0.08% |
Volatility
EZM vs. TRMCX - Volatility Comparison
The current volatility for WisdomTree U.S. MidCap Earnings Fund (EZM) is 3.89%, while T. Rowe Price Mid-Cap Value Fund (TRMCX) has a volatility of 4.94%. This indicates that EZM experiences smaller price fluctuations and is considered to be less risky than TRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EZM | TRMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 4.94% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 11.13% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 14.63% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.40% | 19.31% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.32% | 19.63% | +2.69% |
EZM vs. TRMCX - Expense Ratio Comparison
EZM has a 0.38% expense ratio, which is lower than TRMCX's 0.77% expense ratio.
Dividends
EZM vs. TRMCX - Dividend Comparison
EZM's dividend yield for the trailing twelve months is around 1.22%, less than TRMCX's 4.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZM WisdomTree U.S. MidCap Earnings Fund | 1.22% | 1.39% | 1.22% | 1.25% | 1.57% | 1.08% | 1.67% | 1.34% | 1.57% | 1.14% | 1.55% | 1.30% |
TRMCX T. Rowe Price Mid-Cap Value Fund | 4.63% | 5.43% | 14.20% | 7.65% | 13.92% | 9.22% | 3.79% | 4.25% | 12.13% | 6.58% | 6.74% | 11.39% |
Frequently Asked Questions
With a correlation of 0.91, EZM and TRMCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TRMCX has higher volatility (4.94%) compared to EZM (3.89%). In terms of maximum drawdown, EZM dropped -59.58% vs TRMCX's -55.28%.
TRMCX currently has the higher Sharpe Ratio (1.90 vs 1.70), 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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