PDGIX vs. USD=X
PDGIX (T. Rowe Price Dividend Growth Fund) is Large Cap Value Equities fund actively managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past 10 years, PDGIX returned 13.06%/yr vs 0.00%/yr for USD=X.
Performance
PDGIX vs. USD=X - Performance Comparison
Loading charts...
Returns By Period
PDGIX
- 1D
- 1.34%
- 1M
- 2.48%
- YTD
- 7.64%
- 6M
- 7.36%
- 1Y
- 16.36%
- 3Y*
- 15.48%
- 5Y*
- 10.10%
- 10Y*
- 13.06%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PDGIX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDGIX T. Rowe Price Dividend Growth Fund | 7.64% | 14.91% | 13.63% | 13.82% | -10.08% | 26.19% | 14.06% | 31.90% | -0.93% | 18.98% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PDGIX vs. USD=X — Risk / Return Rank
PDGIX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PDGIX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund (PDGIX) and USD Cash (USD=X). 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.
| PDGIX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | — | — |
| Martin ratioReturn relative to average drawdown | 9.42 | — | — |
Loading charts...
Drawdowns
PDGIX vs. USD=X - Drawdown Comparison
The maximum PDGIX drawdown since its inception was -33.17%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PDGIX and USD=X.
Loading charts...
Drawdown Indicators
| PDGIX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.17% | 0.00% | -33.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | 0.00% | -7.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | 0.00% | -14.12% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | 0.00% | -19.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.17% | 0.00% | -33.17% |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -3.35% | 0.00% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 0.00% | +1.79% |
Volatility
PDGIX vs. USD=X - Volatility Comparison
T. Rowe Price Dividend Growth Fund (PDGIX) has a higher volatility of 2.85% compared to USD Cash (USD=X) at 0.00%. This indicates that PDGIX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PDGIX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 0.00% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 0.00% | +7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.94% | 0.00% | +9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 0.00% | +14.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 0.00% | +15.88% |
Frequently Asked Questions
PDGIX has higher volatility (2.85%) compared to USD=X (0.00%). In terms of maximum drawdown, PDGIX dropped -33.17% vs USD=X's 0.00%.
Find the right allocation for PDGIX and USD=X
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer