OTCFX vs. IWM
Compare and contrast key facts about T. Rowe Price Small-Cap Stock Fund (OTCFX) and iShares Russell 2000 ETF (IWM).
OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Performance
OTCFX vs. IWM - Performance Comparison
Loading graphics...
OTCFX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | -2.16% | 16.42% | 11.48% | 17.56% | -23.47% | 17.07% | 25.05% | 33.61% | -3.39% | 15.13% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, OTCFX achieves a -2.16% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, OTCFX has outperformed IWM with an annualized return of 11.37%, while IWM has yielded a comparatively lower 9.76% annualized return.
OTCFX
- 1D
- -1.07%
- 1M
- -9.81%
- YTD
- -2.16%
- 6M
- 6.60%
- 1Y
- 20.96%
- 3Y*
- 13.01%
- 5Y*
- 4.29%
- 10Y*
- 11.37%
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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. IWM - Expense Ratio Comparison
OTCFX has a 0.85% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
OTCFX vs. IWM — Risk / Return Rank
OTCFX
IWM
OTCFX vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) and iShares Russell 2000 ETF (IWM). 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.
| OTCFX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.11 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.66 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.82 | -0.67 |
Martin ratioReturn relative to average drawdown | 4.85 | 6.76 | -1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OTCFX | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.11 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.15 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.43 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.34 | +0.22 |
Correlation
The correlation between OTCFX and IWM is 0.96, 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
OTCFX vs. IWM - Dividend Comparison
OTCFX's dividend yield for the trailing twelve months is around 14.57%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 14.57% | 14.25% | 16.00% | 3.80% | 4.12% | 7.08% | 2.28% | 5.35% | 12.43% | 8.39% | 1.89% | 10.93% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
OTCFX vs. IWM - Drawdown Comparison
The maximum OTCFX drawdown since its inception was -56.37%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for OTCFX and IWM.
Loading graphics...
Drawdown Indicators
| OTCFX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -59.05% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -13.74% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.44% | -31.91% | -0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -37.71% | -41.13% | +3.42% |
Current DrawdownCurrent decline from peak | -10.75% | -7.91% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -10.83% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.70% | 0.00% |
Volatility
OTCFX vs. IWM - Volatility Comparison
T. Rowe Price Small-Cap Stock Fund (OTCFX) and iShares Russell 2000 ETF (IWM) have volatilities of 7.11% and 7.47%, 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.
Loading graphics...
Volatility by Period
| OTCFX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 7.47% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.47% | 14.47% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.51% | 23.18% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 22.55% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 22.99% | -2.58% |