OTCFX vs. VEXRX
OTCFX (T. Rowe Price Small-Cap Stock Fund) and VEXRX (Vanguard Explorer Fund Admiral Shares) are both Small Cap Growth Equities funds. Over the past 10 years, OTCFX returned 11.35%/yr vs 12.84%/yr for VEXRX. Their 0.97 correlation means they have historically moved very closely together. OTCFX charges 0.85%/yr vs 0.29%/yr for VEXRX.
Performance
OTCFX vs. VEXRX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with OTCFX having a 14.05% return and VEXRX slightly higher at 14.71%. Over the past 10 years, OTCFX has underperformed VEXRX with an annualized return of 11.35%, while VEXRX has yielded a comparatively higher 12.84% annualized return.
OTCFX
- 1D
- 2.30%
- 1M
- -3.26%
- 6M
- 6.63%
- YTD
- 14.05%
- 1Y
- 24.30%
- 3Y*
- 12.52%
- 5Y*
- 4.98%
- 10Y*
- 11.35%
- ALL TIME*
- 10.25%
VEXRX
- 1D
- 1.67%
- 1M
- -2.76%
- 6M
- 10.60%
- YTD
- 14.71%
- 1Y
- 25.54%
- 3Y*
- 14.34%
- 5Y*
- 6.23%
- 10Y*
- 12.84%
- ALL TIME*
- 10.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OTCFX vs. VEXRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 14.05% | 8.37% | 11.48% | 17.56% | -23.47% | 17.07% | 25.05% | 33.61% | -3.39% | 15.13% |
VEXRX Vanguard Explorer Fund Admiral Shares | 14.71% | 7.19% | 17.40% | 19.90% | -23.23% | 16.07% | 31.51% | 31.42% | -2.34% | 22.64% |
Correlation
The correlation between OTCFX and VEXRX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.97 |
The correlation between OTCFX and VEXRX has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
OTCFX vs. VEXRX — Risk / Return Rank
OTCFX
VEXRX
OTCFX vs. VEXRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) and Vanguard Explorer Fund Admiral Shares (VEXRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OTCFX | VEXRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.15 | -0.07 |
| Martin ratioReturn relative to average drawdown | 7.31 | 7.79 | -0.47 |
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Drawdowns
OTCFX vs. VEXRX - Drawdown Comparison
The maximum OTCFX drawdown since its inception was -56.37%, roughly equal to the maximum VEXRX drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for OTCFX and VEXRX.
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Drawdown Indicators
| OTCFX | VEXRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -57.26% | +0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -10.16% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -24.35% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.44% | -32.67% | +0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -37.71% | -39.86% | +2.15% |
Current DrawdownCurrent decline from peak | -5.10% | -4.73% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -9.89% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.81% | +0.23% |
Volatility
OTCFX vs. VEXRX - Volatility Comparison
T. Rowe Price Small-Cap Stock Fund (OTCFX) has a higher volatility of 4.93% compared to Vanguard Explorer Fund Admiral Shares (VEXRX) at 4.48%. This indicates that OTCFX's price experiences larger fluctuations and is considered to be riskier than VEXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCFX | VEXRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.48% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 13.88% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 18.00% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 21.44% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.43% | 21.80% | -1.37% |
OTCFX vs. VEXRX - Expense Ratio Comparison
OTCFX has a 0.85% expense ratio, which is higher than VEXRX's 0.29% expense ratio.
Dividends
OTCFX vs. VEXRX - Dividend Comparison
OTCFX's dividend yield for the trailing twelve months is around 6.25%, less than VEXRX's 6.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 6.25% | 7.13% | 16.00% | 3.80% | 4.12% | 7.08% | 2.28% | 5.35% | 12.43% | 8.39% | 1.89% | 10.93% |
VEXRX Vanguard Explorer Fund Admiral Shares | 6.57% | 7.54% | 12.72% | 0.89% | 5.22% | 16.17% | 6.76% | 5.08% | 11.13% | 11.46% | 4.63% | 10.89% |
Frequently Asked Questions
With a correlation of 0.91, OTCFX and VEXRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
OTCFX has higher volatility (4.93%) compared to VEXRX (4.48%). In terms of maximum drawdown, OTCFX dropped -56.37% vs VEXRX's -57.26%.
VEXRX currently has the higher Sharpe Ratio (1.21 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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