PEXMX vs. PRDSX
Compare and contrast key facts about T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX).
PEXMX is managed by T. Rowe Price. It was launched on Jan 30, 1998. PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEXMX or PRDSX.
Key characteristics
| PEXMX | PRDSX | |
|---|---|---|
| YTD Return | 21.58% | 23.24% |
| 1Y Return | 45.20% | 40.48% |
| 3Y Return (Ann) | 1.16% | -3.00% |
| 5Y Return (Ann) | 11.50% | 5.13% |
| 10Y Return (Ann) | 9.87% | 6.83% |
| Sharpe Ratio | 2.36 | 2.18 |
| Sortino Ratio | 3.25 | 2.98 |
| Omega Ratio | 1.41 | 1.37 |
| Calmar Ratio | 1.50 | 1.11 |
| Martin Ratio | 13.77 | 13.66 |
| Ulcer Index | 3.14% | 2.86% |
| Daily Std Dev | 18.32% | 17.91% |
| Max Drawdown | -57.28% | -61.68% |
| Current Drawdown | 0.00% | -8.94% |
Correlation
The correlation between PEXMX and PRDSX is 0.97, 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
PEXMX vs. PRDSX - Performance Comparison
In the year-to-date period, PEXMX achieves a 21.58% return, which is significantly lower than PRDSX's 23.24% return. Over the past 10 years, PEXMX has outperformed PRDSX with an annualized return of 9.87%, while PRDSX has yielded a comparatively lower 6.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PEXMX vs. PRDSX - Expense Ratio Comparison
PEXMX has a 0.23% expense ratio, which is lower than PRDSX's 0.78% expense ratio.
Risk-Adjusted Performance
PEXMX vs. PRDSX - 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 QM U.S. Small-Cap Growth Equity Fund (PRDSX). 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
PEXMX vs. PRDSX - Dividend Comparison
PEXMX's dividend yield for the trailing twelve months is around 0.86%, while PRDSX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | 0.86% | 1.05% | 1.32% | 0.75% | 0.65% | 1.06% | 1.29% | 1.13% | 1.15% | 0.95% | 1.08% | 0.74% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PEXMX vs. PRDSX - Drawdown Comparison
The maximum PEXMX drawdown since its inception was -57.28%, smaller than the maximum PRDSX drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for PEXMX and PRDSX. For additional features, visit the drawdowns tool.
Volatility
PEXMX vs. PRDSX - Volatility Comparison
T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) have volatilities of 5.84% and 5.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.