PortfoliosLab logoPortfoliosLab logo
PDGIX vs. PRWCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDGIX vs. PRWCX - Performance Comparison

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

Loading graphics...

PDGIX vs. PRWCX - 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%
PRWCX
T. Rowe Price Capital Appreciation Fund
-5.03%20.92%12.50%18.85%-12.00%18.45%18.13%24.62%0.63%15.34%

Returns By Period

In the year-to-date period, PDGIX achieves a -2.44% return, which is significantly higher than PRWCX's -5.03% return. Over the past 10 years, PDGIX has outperformed PRWCX with an annualized return of 12.23%, while PRWCX has yielded a comparatively lower 11.20% annualized return.


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%

PRWCX

1D
0.06%
1M
-4.88%
YTD
-5.03%
6M
3.83%
1Y
14.87%
3Y*
13.01%
5Y*
8.99%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PDGIX vs. PRWCX - Expense Ratio Comparison

PDGIX has a 0.51% expense ratio, which is lower than PRWCX's 0.68% expense ratio.


Return for Risk

PDGIX vs. PRWCX — 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

PRWCX
PRWCX Risk / Return Rank: 7878
Overall Rank
PRWCX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PRWCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PRWCX Omega Ratio Rank: 7979
Omega Ratio Rank
PRWCX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PRWCX Martin Ratio Rank: 8282
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. PRWCX - Risk-Adjusted Trends Comparison

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


PDGIXPRWCXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.13

-0.41

Sortino ratio

Return per unit of downside risk

1.09

2.11

-1.01

Omega ratio

Gain probability vs. loss probability

1.16

1.30

-0.14

Calmar ratio

Return relative to maximum drawdown

0.81

1.93

-1.12

Martin ratio

Return relative to average drawdown

3.90

8.23

-4.32

PDGIX vs. PRWCX - Sharpe Ratio Comparison

The current PDGIX Sharpe Ratio is 0.72, which is lower than the PRWCX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PDGIX and PRWCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PDGIXPRWCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.13

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.68

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.87

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.90

-0.12

Correlation

The correlation between PDGIX and PRWCX is 0.91, 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. PRWCX - Dividend Comparison

PDGIX's dividend yield for the trailing twelve months is around 8.45%, less than PRWCX's 16.55% 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%
PRWCX
T. Rowe Price Capital Appreciation Fund
16.55%15.72%10.38%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%

Drawdowns

PDGIX vs. PRWCX - Drawdown Comparison

The maximum PDGIX drawdown since its inception was -33.17%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for PDGIX and PRWCX.


Loading graphics...

Drawdown Indicators


PDGIXPRWCXDifference

Max Drawdown

Largest peak-to-trough decline

-33.17%

-41.77%

+8.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-6.80%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.21%

-17.07%

-2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.17%

-26.86%

-6.31%

Current Drawdown

Current decline from peak

-7.30%

-6.27%

-1.03%

Average Drawdown

Average peak-to-trough decline

-3.40%

-3.34%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.66%

+0.68%

Volatility

PDGIX vs. PRWCX - Volatility Comparison

T. Rowe Price Dividend Growth Fund (PDGIX) has a higher volatility of 3.42% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.94%. This indicates that PDGIX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PDGIXPRWCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.94%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

9.61%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

13.47%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

13.21%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

12.97%

+2.89%