OTCFX vs. VTWO
Compare and contrast key facts about T. Rowe Price Small-Cap Stock Fund (OTCFX) and Vanguard Russell 2000 ETF (VTWO).
OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010.
Performance
OTCFX vs. VTWO - Performance Comparison
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OTCFX vs. VTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 1.55% | 16.42% | 11.48% | 17.56% | -23.47% | 17.07% | 25.05% | 33.61% | -3.39% | 15.13% |
VTWO Vanguard Russell 2000 ETF | 1.54% | 12.90% | 11.55% | 17.08% | -20.49% | 14.79% | 20.22% | 25.81% | -11.15% | 14.69% |
Returns By Period
The year-to-date returns for both stocks are quite close, with OTCFX having a 1.55% return and VTWO slightly lower at 1.54%. Over the past 10 years, OTCFX has outperformed VTWO with an annualized return of 11.79%, while VTWO has yielded a comparatively lower 9.96% annualized return.
OTCFX
- 1D
- 3.79%
- 1M
- -7.03%
- YTD
- 1.55%
- 6M
- 10.78%
- 1Y
- 25.54%
- 3Y*
- 14.42%
- 5Y*
- 4.74%
- 10Y*
- 11.79%
VTWO
- 1D
- 0.62%
- 1M
- -5.23%
- YTD
- 1.54%
- 6M
- 3.49%
- 1Y
- 26.61%
- 3Y*
- 13.37%
- 5Y*
- 3.63%
- 10Y*
- 9.96%
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OTCFX vs. VTWO - Expense Ratio Comparison
OTCFX has a 0.85% expense ratio, which is higher than VTWO's 0.10% expense ratio.
Return for Risk
OTCFX vs. VTWO — Risk / Return Rank
OTCFX
VTWO
OTCFX vs. VTWO - 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 Russell 2000 ETF (VTWO). 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 | VTWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.15 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.70 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.91 | -0.44 |
Martin ratioReturn relative to average drawdown | 6.16 | 7.12 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OTCFX | VTWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.15 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.16 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.43 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.09 |
Correlation
The correlation between OTCFX and VTWO 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. VTWO - Dividend Comparison
OTCFX's dividend yield for the trailing twelve months is around 14.03%, more than VTWO's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 14.03% | 14.25% | 16.00% | 3.80% | 4.12% | 7.08% | 2.28% | 5.35% | 12.43% | 8.39% | 1.89% | 10.93% |
VTWO Vanguard Russell 2000 ETF | 1.25% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Drawdowns
OTCFX vs. VTWO - Drawdown Comparison
The maximum OTCFX drawdown since its inception was -56.37%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for OTCFX and VTWO.
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Drawdown Indicators
| OTCFX | VTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -41.19% | -15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -13.90% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.44% | -31.88% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.71% | -41.19% | +3.48% |
Current DrawdownCurrent decline from peak | -7.37% | -7.29% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -8.47% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 3.74% | -0.01% |
Volatility
OTCFX vs. VTWO - Volatility Comparison
T. Rowe Price Small-Cap Stock Fund (OTCFX) has a higher volatility of 8.20% compared to Vanguard Russell 2000 ETF (VTWO) at 7.38%. This indicates that OTCFX's price experiences larger fluctuations and is considered to be riskier than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCFX | VTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.20% | 7.38% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 14.44% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.77% | 23.29% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.11% | 22.49% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 23.04% | -2.60% |