OTCFX vs. SCHA

In the year-to-date period, OTCFX achieves a -1.94% return, which is significantly higher than SCHA's -4.97% return. Over the past 10 years, OTCFX has underperformed SCHA with an annualized return of 2.07%, while SCHA has yielded a comparatively higher 7.59% annualized return.

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OTCFX has a 0.85% expense ratio, which is higher than SCHA's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) and Schwab U.S. Small-Cap ETF (SCHA). 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.

The current OTCFX Sharpe Ratio is -0.25, which is lower than the SCHA Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of OTCFX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OTCFX's dividend yield for the trailing twelve months is around 0.51%, less than SCHA's 1.60% yield.

The maximum OTCFX drawdown since its inception was -62.09%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for OTCFX and SCHA. For additional features, visit the drawdowns tool.

T. Rowe Price Small-Cap Stock Fund (OTCFX) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 6.26% and 6.52%, 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.