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OTCFX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OTCFX and FXAIX is 0.86, 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.


-0.50.00.51.00.9

Performance

OTCFX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Small-Cap Stock Fund (OTCFX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.75%
12.36%
OTCFX
FXAIX

Key characteristics

Sharpe Ratio

OTCFX:

0.06

FXAIX:

1.98

Sortino Ratio

OTCFX:

0.21

FXAIX:

2.65

Omega Ratio

OTCFX:

1.03

FXAIX:

1.36

Calmar Ratio

OTCFX:

0.04

FXAIX:

3.04

Martin Ratio

OTCFX:

0.18

FXAIX:

12.65

Ulcer Index

OTCFX:

6.92%

FXAIX:

2.03%

Daily Std Dev

OTCFX:

21.65%

FXAIX:

12.98%

Max Drawdown

OTCFX:

-65.12%

FXAIX:

-33.79%

Current Drawdown

OTCFX:

-27.60%

FXAIX:

-0.82%

Returns By Period

In the year-to-date period, OTCFX achieves a 2.38% return, which is significantly lower than FXAIX's 3.24% return. Over the past 10 years, OTCFX has underperformed FXAIX with an annualized return of 3.05%, while FXAIX has yielded a comparatively higher 13.83% annualized return.


OTCFX

YTD

2.38%

1M

2.02%

6M

-6.75%

1Y

-0.68%

5Y*

2.02%

10Y*

3.05%

FXAIX

YTD

3.24%

1M

1.70%

6M

12.36%

1Y

24.82%

5Y*

14.92%

10Y*

13.83%

*Annualized

Compare stocks, funds, or ETFs

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


OTCFX vs. FXAIX - Expense Ratio Comparison

OTCFX has a 0.85% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


OTCFX
T. Rowe Price Small-Cap Stock Fund
Expense ratio chart for OTCFX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

OTCFX vs. FXAIX — Risk-Adjusted Performance Rank

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

OTCFX
The Risk-Adjusted Performance Rank of OTCFX is 66
Overall Rank
The Sharpe Ratio Rank of OTCFX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of OTCFX is 66
Sortino Ratio Rank
The Omega Ratio Rank of OTCFX is 77
Omega Ratio Rank
The Calmar Ratio Rank of OTCFX is 66
Calmar Ratio Rank
The Martin Ratio Rank of OTCFX is 66
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8888
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OTCFX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for OTCFX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.000.031.98
The chart of Sortino ratio for OTCFX, currently valued at 0.17, compared to the broader market0.005.0010.000.172.65
The chart of Omega ratio for OTCFX, currently valued at 1.03, compared to the broader market1.002.003.004.001.031.36
The chart of Calmar ratio for OTCFX, currently valued at 0.02, compared to the broader market0.005.0010.0015.0020.000.023.04
The chart of Martin ratio for OTCFX, currently valued at 0.10, compared to the broader market0.0020.0040.0060.0080.000.1012.65
OTCFX
FXAIX

The current OTCFX Sharpe Ratio is 0.06, which is lower than the FXAIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of OTCFX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.03
1.98
OTCFX
FXAIX

Dividends

OTCFX vs. FXAIX - Dividend Comparison

OTCFX's dividend yield for the trailing twelve months is around 0.48%, less than FXAIX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
OTCFX
T. Rowe Price Small-Cap Stock Fund
0.48%0.50%0.22%0.00%0.00%0.00%0.00%0.00%0.04%0.13%0.13%0.11%
FXAIX
Fidelity 500 Index Fund
1.21%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%4.15%3.95%

Drawdowns

OTCFX vs. FXAIX - Drawdown Comparison

The maximum OTCFX drawdown since its inception was -65.12%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for OTCFX and FXAIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.60%
-0.82%
OTCFX
FXAIX

Volatility

OTCFX vs. FXAIX - Volatility Comparison

T. Rowe Price Small-Cap Stock Fund (OTCFX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.13% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
4.13%
4.23%
OTCFX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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