PEOPX vs. PRNHX
Compare and contrast key facts about BNY Mellon S&P 500 Index Fund (PEOPX) and T. Rowe Price New Horizons Fund (PRNHX).
PEOPX is managed by BNY Mellon. It was launched on Jan 2, 1990. PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEOPX or PRNHX.
Performance
PEOPX vs. PRNHX - Performance Comparison
Returns By Period
In the year-to-date period, PEOPX achieves a 25.70% return, which is significantly higher than PRNHX's 10.57% return. Over the past 10 years, PEOPX has underperformed PRNHX with an annualized return of 2.92%, while PRNHX has yielded a comparatively higher 12.10% annualized return.
PEOPX
25.70%
1.74%
13.39%
24.04%
4.28%
2.92%
PRNHX
10.57%
6.90%
12.57%
23.48%
8.47%
12.10%
Key characteristics
| PEOPX | PRNHX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.41 |
| Sortino Ratio | 2.37 | 1.99 |
| Omega Ratio | 1.36 | 1.25 |
| Calmar Ratio | 1.09 | 0.62 |
| Martin Ratio | 9.45 | 4.53 |
| Ulcer Index | 2.60% | 5.30% |
| Daily Std Dev | 13.28% | 17.04% |
| Max Drawdown | -55.51% | -55.79% |
| Current Drawdown | -0.92% | -24.19% |
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PEOPX vs. PRNHX - Expense Ratio Comparison
PEOPX has a 0.50% expense ratio, which is lower than PRNHX's 0.75% expense ratio.
Correlation
The correlation between PEOPX and PRNHX is 0.80, 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.
Risk-Adjusted Performance
PEOPX vs. PRNHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon S&P 500 Index Fund (PEOPX) and T. Rowe Price New Horizons Fund (PRNHX). 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.
Dividends
PEOPX vs. PRNHX - Dividend Comparison
PEOPX's dividend yield for the trailing twelve months is around 0.93%, while PRNHX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEOPX BNY Mellon S&P 500 Index Fund | 0.93% | 1.17% | 1.42% | 0.97% | 1.42% | 1.68% | 1.92% | 1.60% | 1.86% | 1.79% | 1.61% | 1.51% |
PRNHX T. Rowe Price New Horizons Fund | 0.00% | 0.00% | 4.72% | 17.09% | 13.58% | 11.73% | 13.94% | 8.27% | 5.77% | 7.72% | 11.65% | 6.61% |
Drawdowns
PEOPX vs. PRNHX - Drawdown Comparison
The maximum PEOPX drawdown since its inception was -55.51%, roughly equal to the maximum PRNHX drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for PEOPX and PRNHX. For additional features, visit the drawdowns tool.
Volatility
PEOPX vs. PRNHX - Volatility Comparison
The current volatility for BNY Mellon S&P 500 Index Fund (PEOPX) is 3.95%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 6.27%. This indicates that PEOPX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.