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MPGFX vs. PRWCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPGFX vs. PRWCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mairs & Power Growth Fund (MPGFX) and T. Rowe Price Capital Appreciation Fund (PRWCX). The values are adjusted to include any dividend payments, if applicable.

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MPGFX vs. PRWCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPGFX
Mairs & Power Growth Fund
-3.78%10.55%19.61%27.70%-21.28%29.42%16.80%28.40%-4.27%16.54%
PRWCX
T. Rowe Price Capital Appreciation Fund
-3.22%20.92%12.50%18.85%-12.00%18.45%18.13%24.62%0.63%15.34%

Returns By Period

In the year-to-date period, MPGFX achieves a -3.78% return, which is significantly lower than PRWCX's -3.22% return. Both investments have delivered pretty close results over the past 10 years, with MPGFX having a 11.50% annualized return and PRWCX not far behind at 11.41%.


MPGFX

1D
3.19%
1M
-5.82%
YTD
-3.78%
6M
-3.77%
1Y
11.34%
3Y*
14.84%
5Y*
8.75%
10Y*
11.50%

PRWCX

1D
1.91%
1M
-2.92%
YTD
-3.22%
6M
5.51%
1Y
16.80%
3Y*
13.72%
5Y*
9.22%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPGFX vs. PRWCX - Expense Ratio Comparison

MPGFX has a 0.61% expense ratio, which is lower than PRWCX's 0.68% expense ratio.


Return for Risk

MPGFX vs. PRWCX — Risk / Return Rank

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

MPGFX
MPGFX Risk / Return Rank: 3131
Overall Rank
MPGFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MPGFX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MPGFX Omega Ratio Rank: 2525
Omega Ratio Rank
MPGFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MPGFX Martin Ratio Rank: 3838
Martin Ratio Rank

PRWCX
PRWCX Risk / Return Rank: 8383
Overall Rank
PRWCX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PRWCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PRWCX Omega Ratio Rank: 8383
Omega Ratio Rank
PRWCX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PRWCX Martin Ratio Rank: 8888
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.

MPGFX vs. PRWCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.


MPGFXPRWCXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.27

-0.62

Sortino ratio

Return per unit of downside risk

1.05

2.37

-1.32

Omega ratio

Gain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratio

Return relative to maximum drawdown

1.07

2.34

-1.27

Martin ratio

Return relative to average drawdown

4.17

9.70

-5.52

MPGFX vs. PRWCX - Sharpe Ratio Comparison

The current MPGFX Sharpe Ratio is 0.65, which is lower than the PRWCX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of MPGFX and PRWCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPGFXPRWCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.27

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.70

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.88

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.90

-0.59

Correlation

The correlation between MPGFX and PRWCX is 0.82, 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

MPGFX vs. PRWCX - Dividend Comparison

MPGFX's dividend yield for the trailing twelve months is around 4.66%, less than PRWCX's 16.24% yield.


TTM20252024202320222021202020192018201720162015
MPGFX
Mairs & Power Growth Fund
4.66%4.48%3.84%2.34%8.80%8.13%8.81%7.39%8.76%9.47%5.84%7.92%
PRWCX
T. Rowe Price Capital Appreciation Fund
16.24%15.72%10.38%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%

Drawdowns

MPGFX vs. PRWCX - Drawdown Comparison

The maximum MPGFX drawdown since its inception was -61.00%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for MPGFX and PRWCX.


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Drawdown Indicators


MPGFXPRWCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.00%

-41.77%

-19.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-6.80%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-17.07%

-8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.08%

-26.86%

-6.22%

Current Drawdown

Current decline from peak

-6.65%

-4.47%

-2.18%

Average Drawdown

Average peak-to-trough decline

-14.75%

-3.34%

-11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.64%

+1.24%

Volatility

MPGFX vs. PRWCX - Volatility Comparison

Mairs & Power Growth Fund (MPGFX) has a higher volatility of 5.80% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 3.64%. This indicates that MPGFX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPGFXPRWCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

3.64%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.78%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

13.57%

+4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

13.24%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

12.98%

+5.09%