OTCFX vs. PRDSX
Compare and contrast key facts about T. Rowe Price Small-Cap Stock Fund (OTCFX) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX).
OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956. PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OTCFX or PRDSX.
Key characteristics
| OTCFX | PRDSX | |
|---|---|---|
| YTD Return | 17.60% | 23.24% |
| 1Y Return | 34.47% | 40.48% |
| 3Y Return (Ann) | -4.68% | -3.00% |
| 5Y Return (Ann) | 5.28% | 5.13% |
| 10Y Return (Ann) | 3.96% | 6.83% |
| Sharpe Ratio | 1.91 | 2.18 |
| Sortino Ratio | 2.74 | 2.98 |
| Omega Ratio | 1.33 | 1.37 |
| Calmar Ratio | 0.90 | 1.11 |
| Martin Ratio | 10.25 | 13.66 |
| Ulcer Index | 3.21% | 2.86% |
| Daily Std Dev | 17.17% | 17.91% |
| Max Drawdown | -62.09% | -61.68% |
| Current Drawdown | -14.53% | -8.94% |
Correlation
The correlation between OTCFX and PRDSX is 0.95, 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.
Performance
OTCFX vs. PRDSX - Performance Comparison
In the year-to-date period, OTCFX achieves a 17.60% return, which is significantly lower than PRDSX's 23.24% return. Over the past 10 years, OTCFX has underperformed PRDSX with an annualized return of 3.96%, while PRDSX has yielded a comparatively higher 6.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OTCFX vs. PRDSX - Expense Ratio Comparison
OTCFX has a 0.85% expense ratio, which is higher than PRDSX's 0.78% expense ratio.
Risk-Adjusted Performance
OTCFX vs. PRDSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX). 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
OTCFX vs. PRDSX - Dividend Comparison
OTCFX's dividend yield for the trailing twelve months is around 0.19%, while PRDSX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 0.19% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.13% | 0.13% | 0.11% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OTCFX vs. PRDSX - Drawdown Comparison
The maximum OTCFX drawdown since its inception was -62.09%, roughly equal to the maximum PRDSX drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for OTCFX and PRDSX. For additional features, visit the drawdowns tool.
Volatility
OTCFX vs. PRDSX - Volatility Comparison
T. Rowe Price Small-Cap Stock Fund (OTCFX) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) have volatilities of 5.68% and 5.57%, 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.