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PEOPX vs. PRNHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PEOPX and PRNHX is 0.81, 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.


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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Key characteristics

Sharpe Ratio

PEOPX:

0.16

PRNHX:

-0.08

Sortino Ratio

PEOPX:

0.40

PRNHX:

0.06

Omega Ratio

PEOPX:

1.06

PRNHX:

1.01

Calmar Ratio

PEOPX:

0.16

PRNHX:

-0.04

Martin Ratio

PEOPX:

0.47

PRNHX:

-0.19

Ulcer Index

PEOPX:

8.64%

PRNHX:

9.76%

Daily Std Dev

PEOPX:

21.24%

PRNHX:

24.03%

Max Drawdown

PEOPX:

-55.51%

PRNHX:

-55.79%

Current Drawdown

PEOPX:

-11.87%

PRNHX:

-33.32%

Returns By Period

In the year-to-date period, PEOPX achieves a -0.36% return, which is significantly higher than PRNHX's -6.33% return. Over the past 10 years, PEOPX has underperformed PRNHX with an annualized return of 2.07%, while PRNHX has yielded a comparatively higher 9.89% annualized return.


PEOPX

YTD

-0.36%

1M

9.00%

6M

-10.48%

1Y

3.30%

5Y*

6.58%

10Y*

2.07%

PRNHX

YTD

-6.33%

1M

11.42%

6M

-14.02%

1Y

-1.95%

5Y*

4.17%

10Y*

9.89%

*Annualized

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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.


Risk-Adjusted Performance

PEOPX vs. PRNHX — Risk-Adjusted Performance Rank

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

PEOPX
The Risk-Adjusted Performance Rank of PEOPX is 3030
Overall Rank
The Sharpe Ratio Rank of PEOPX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of PEOPX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PEOPX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of PEOPX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of PEOPX is 2727
Martin Ratio Rank

PRNHX
The Risk-Adjusted Performance Rank of PRNHX is 1414
Overall Rank
The Sharpe Ratio Rank of PRNHX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of PRNHX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of PRNHX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of PRNHX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PRNHX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PEOPX Sharpe Ratio is 0.16, which is higher than the PRNHX Sharpe Ratio of -0.08. 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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Dividends

PEOPX vs. PRNHX - Dividend Comparison

PEOPX's dividend yield for the trailing twelve months is around 0.98%, less than PRNHX's 5.24% yield.


TTM20242023202220212020201920182017201620152014
PEOPX
BNY Mellon S&P 500 Index Fund
0.98%0.98%1.17%1.42%0.97%1.42%1.68%1.92%1.60%1.86%1.79%1.61%
PRNHX
T. Rowe Price New Horizons Fund
5.24%4.91%0.00%4.72%17.09%13.58%11.73%13.94%8.27%5.77%7.72%11.65%

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.


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Volatility

PEOPX vs. PRNHX - Volatility Comparison

The current volatility for BNY Mellon S&P 500 Index Fund (PEOPX) is 6.30%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.43%. 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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