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PEXMX vs. PRDMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PEXMX and PRDMX is 0.94, 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.


-0.50.00.51.00.9

Performance

PEXMX vs. PRDMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.01%
8.17%
PEXMX
PRDMX

Key characteristics

Sharpe Ratio

PEXMX:

0.55

PRDMX:

1.02

Sortino Ratio

PEXMX:

0.85

PRDMX:

1.38

Omega Ratio

PEXMX:

1.11

PRDMX:

1.20

Calmar Ratio

PEXMX:

0.57

PRDMX:

0.59

Martin Ratio

PEXMX:

2.83

PRDMX:

5.25

Ulcer Index

PEXMX:

3.73%

PRDMX:

3.40%

Daily Std Dev

PEXMX:

19.14%

PRDMX:

17.60%

Max Drawdown

PEXMX:

-57.28%

PRDMX:

-59.84%

Current Drawdown

PEXMX:

-13.43%

PRDMX:

-15.66%

Returns By Period

In the year-to-date period, PEXMX achieves a 9.96% return, which is significantly lower than PRDMX's 16.91% return. Over the past 10 years, PEXMX has outperformed PRDMX with an annualized return of 8.51%, while PRDMX has yielded a comparatively lower 7.43% annualized return.


PEXMX

YTD

9.96%

1M

-11.84%

6M

7.01%

1Y

9.89%

5Y*

8.30%

10Y*

8.51%

PRDMX

YTD

16.91%

1M

-11.10%

6M

8.17%

1Y

17.24%

5Y*

4.89%

10Y*

7.43%

Compare stocks, funds, or ETFs

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


PEXMX vs. PRDMX - Expense Ratio Comparison

PEXMX has a 0.23% expense ratio, which is lower than PRDMX's 0.79% expense ratio.


PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
Expense ratio chart for PRDMX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for PEXMX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

PEXMX vs. PRDMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). 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.


Sharpe ratio
The chart of Sharpe ratio for PEXMX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.000.551.02
The chart of Sortino ratio for PEXMX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.000.851.38
The chart of Omega ratio for PEXMX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.20
The chart of Calmar ratio for PEXMX, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.000.570.59
The chart of Martin ratio for PEXMX, currently valued at 2.83, compared to the broader market0.0020.0040.0060.002.835.25
PEXMX
PRDMX

The current PEXMX Sharpe Ratio is 0.55, which is lower than the PRDMX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PEXMX and PRDMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.55
1.02
PEXMX
PRDMX

Dividends

PEXMX vs. PRDMX - Dividend Comparison

Neither PEXMX nor PRDMX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PEXMX
T. Rowe Price Extended Equity Market Index Fund
0.00%1.05%1.32%0.75%0.65%1.06%1.29%1.13%1.15%0.95%1.08%0.74%
PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.03%0.14%0.33%3.16%0.20%0.04%0.00%0.07%

Drawdowns

PEXMX vs. PRDMX - Drawdown Comparison

The maximum PEXMX drawdown since its inception was -57.28%, roughly equal to the maximum PRDMX drawdown of -59.84%. Use the drawdown chart below to compare losses from any high point for PEXMX and PRDMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.43%
-15.66%
PEXMX
PRDMX

Volatility

PEXMX vs. PRDMX - Volatility Comparison

The current volatility for T. Rowe Price Extended Equity Market Index Fund (PEXMX) is 8.60%, while T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a volatility of 9.56%. This indicates that PEXMX experiences smaller price fluctuations and is considered to be less risky than PRDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.60%
9.56%
PEXMX
PRDMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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