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PDGIX vs. FDGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDGIX vs. FDGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth Fund (PDGIX) and Fidelity Dividend Growth Fund (FDGFX). The values are adjusted to include any dividend payments, if applicable.

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PDGIX vs. FDGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDGIX
T. Rowe Price Dividend Growth Fund
-2.44%14.91%13.63%13.82%-10.08%26.19%14.06%31.90%-0.93%18.98%
FDGFX
Fidelity Dividend Growth Fund
-3.17%22.48%27.58%17.86%-11.61%27.96%2.20%28.75%-7.23%18.05%

Returns By Period

In the year-to-date period, PDGIX achieves a -2.44% return, which is significantly higher than FDGFX's -3.17% return. Both investments have delivered pretty close results over the past 10 years, with PDGIX having a 12.23% annualized return and FDGFX not far behind at 12.06%.


PDGIX

1D
0.03%
1M
-7.29%
YTD
-2.44%
6M
0.07%
1Y
9.58%
3Y*
12.44%
5Y*
9.40%
10Y*
12.23%

FDGFX

1D
-0.63%
1M
-9.11%
YTD
-3.17%
6M
1.77%
1Y
25.21%
3Y*
20.48%
5Y*
13.17%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDGIX vs. FDGFX - Expense Ratio Comparison

PDGIX has a 0.51% expense ratio, which is higher than FDGFX's 0.48% expense ratio.


Return for Risk

PDGIX vs. FDGFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDGIX
PDGIX Risk / Return Rank: 3333
Overall Rank
PDGIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PDGIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PDGIX Omega Ratio Rank: 3535
Omega Ratio Rank
PDGIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
PDGIX Martin Ratio Rank: 3737
Martin Ratio Rank

FDGFX
FDGFX Risk / Return Rank: 7979
Overall Rank
FDGFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDGFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FDGFX Omega Ratio Rank: 7878
Omega Ratio Rank
FDGFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FDGFX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PDGIX vs. FDGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund (PDGIX) and Fidelity Dividend Growth Fund (FDGFX). 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.


PDGIXFDGFXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.35

-0.63

Sortino ratio

Return per unit of downside risk

1.09

1.91

-0.82

Omega ratio

Gain probability vs. loss probability

1.16

1.30

-0.13

Calmar ratio

Return relative to maximum drawdown

0.81

1.88

-1.07

Martin ratio

Return relative to average drawdown

3.90

8.47

-4.57

PDGIX vs. FDGFX - Sharpe Ratio Comparison

The current PDGIX Sharpe Ratio is 0.72, which is lower than the FDGFX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PDGIX and FDGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDGIXFDGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.35

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.80

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.63

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.50

+0.29

Correlation

The correlation between PDGIX and FDGFX is 0.88, 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

PDGIX vs. FDGFX - Dividend Comparison

PDGIX's dividend yield for the trailing twelve months is around 8.45%, less than FDGFX's 9.66% yield.


TTM20252024202320222021202020192018201720162015
PDGIX
T. Rowe Price Dividend Growth Fund
8.45%8.16%4.80%2.90%3.99%2.09%1.15%2.44%3.81%1.89%3.20%0.00%
FDGFX
Fidelity Dividend Growth Fund
9.66%9.35%9.81%3.48%11.46%7.81%1.89%4.84%22.93%15.35%1.58%8.44%

Drawdowns

PDGIX vs. FDGFX - Drawdown Comparison

The maximum PDGIX drawdown since its inception was -33.17%, smaller than the maximum FDGFX drawdown of -60.77%. Use the drawdown chart below to compare losses from any high point for PDGIX and FDGFX.


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Drawdown Indicators


PDGIXFDGFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.17%

-60.77%

+27.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-12.19%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.21%

-21.37%

+2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.17%

-41.29%

+8.12%

Current Drawdown

Current decline from peak

-7.30%

-10.16%

+2.86%

Average Drawdown

Average peak-to-trough decline

-3.40%

-7.56%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.70%

-0.36%

Volatility

PDGIX vs. FDGFX - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth Fund (PDGIX) is 3.42%, while Fidelity Dividend Growth Fund (FDGFX) has a volatility of 5.29%. This indicates that PDGIX experiences smaller price fluctuations and is considered to be less risky than FDGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDGIXFDGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

5.29%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

10.50%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

18.90%

-3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

16.50%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

19.14%

-3.28%