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PEOPX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEOPX vs. PRNHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon S&P 500 Index Fund (PEOPX) and T. Rowe Price New Horizons Fund (PRNHX). The values are adjusted to include any dividend payments, if applicable.

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PEOPX vs. PRNHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEOPX
BNY Mellon S&P 500 Index Fund
-7.16%17.33%24.50%25.78%-18.67%28.25%17.83%30.96%-6.01%21.26%
PRNHX
T. Rowe Price New Horizons Fund
-5.34%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%

Returns By Period

In the year-to-date period, PEOPX achieves a -7.16% return, which is significantly lower than PRNHX's -5.34% return. Both investments have delivered pretty close results over the past 10 years, with PEOPX having a 13.08% annualized return and PRNHX not far behind at 12.93%.


PEOPX

1D
-0.40%
1M
-7.72%
YTD
-7.16%
6M
-4.79%
1Y
13.93%
3Y*
16.69%
5Y*
10.90%
10Y*
13.08%

PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

PEOPX vs. PRNHX — Risk / Return Rank

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

PEOPX
PEOPX Risk / Return Rank: 4343
Overall Rank
PEOPX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PEOPX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PEOPX Omega Ratio Rank: 4646
Omega Ratio Rank
PEOPX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PEOPX Martin Ratio Rank: 5050
Martin Ratio Rank

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 1717
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.

PEOPX vs. PRNHX - Risk-Adjusted Trends 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.


PEOPXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.37

+0.44

Sortino ratio

Return per unit of downside risk

1.26

0.70

+0.56

Omega ratio

Gain probability vs. loss probability

1.19

1.09

+0.10

Calmar ratio

Return relative to maximum drawdown

1.02

0.46

+0.56

Martin ratio

Return relative to average drawdown

4.91

1.71

+3.20

PEOPX vs. PRNHX - Sharpe Ratio Comparison

The current PEOPX Sharpe Ratio is 0.81, which is higher than the PRNHX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PEOPX and PRNHX, 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


PEOPXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.37

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.08

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.57

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.01

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.


Dividends

PEOPX vs. PRNHX - Dividend Comparison

PEOPX's dividend yield for the trailing twelve months is around 11.15%, less than PRNHX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
PEOPX
BNY Mellon S&P 500 Index Fund
11.15%10.35%10.38%7.35%11.78%12.89%11.94%14.37%14.75%9.21%10.90%7.81%
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

PEOPX vs. PRNHX - Drawdown Comparison

The maximum PEOPX drawdown since its inception was -57.45%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for PEOPX and PRNHX.


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Drawdown Indicators


PEOPXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-57.45%

-70.96%

+13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-13.70%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.79%

-48.37%

+23.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-48.37%

+14.52%

Current Drawdown

Current decline from peak

-8.97%

-27.08%

+18.11%

Average Drawdown

Average peak-to-trough decline

-10.56%

-18.39%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.67%

-1.16%

Volatility

PEOPX vs. PRNHX - Volatility Comparison

The current volatility for BNY Mellon S&P 500 Index Fund (PEOPX) is 4.24%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.88%. 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.


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Volatility by Period


PEOPXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

7.88%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

14.48%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

23.87%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

24.41%

-7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

22.67%

-4.74%