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

Performance

PEXMX vs. PRDSX - 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 QM U.S. Small-Cap Growth Equity Fund (PRDSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.52%
8.96%
PEXMX
PRDSX

Returns By Period

In the year-to-date period, PEXMX achieves a 20.12% return, which is significantly higher than PRDSX's 18.34% return. Over the past 10 years, PEXMX has outperformed PRDSX with an annualized return of 9.69%, while PRDSX has yielded a comparatively lower 6.37% annualized return.


PEXMX

YTD

20.12%

1M

4.12%

6M

13.52%

1Y

34.69%

5Y (annualized)

11.17%

10Y (annualized)

9.69%

PRDSX

YTD

18.34%

1M

0.73%

6M

8.96%

1Y

27.52%

5Y (annualized)

4.11%

10Y (annualized)

6.37%

Key characteristics


PEXMXPRDSX
Sharpe Ratio1.991.60
Sortino Ratio2.752.23
Omega Ratio1.341.27
Calmar Ratio1.430.89
Martin Ratio11.219.68
Ulcer Index3.17%2.92%
Daily Std Dev17.90%17.68%
Max Drawdown-57.28%-61.68%
Current Drawdown-2.74%-12.56%

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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.


PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
Expense ratio chart for PRDSX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
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%

Correlation

-0.50.00.51.01.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for PEXMX, currently valued at 1.99, compared to the broader market0.002.004.001.991.60
The chart of Sortino ratio for PEXMX, currently valued at 2.75, compared to the broader market0.005.0010.002.752.23
The chart of Omega ratio for PEXMX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.27
The chart of Calmar ratio for PEXMX, currently valued at 1.43, compared to the broader market0.005.0010.0015.0020.0025.001.430.89
The chart of Martin ratio for PEXMX, currently valued at 11.21, compared to the broader market0.0020.0040.0060.0080.00100.0011.219.68
PEXMX
PRDSX

The current PEXMX Sharpe Ratio is 1.99, which is comparable to the PRDSX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of PEXMX and PRDSX, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.99
1.60
PEXMX
PRDSX

Dividends

PEXMX vs. PRDSX - Dividend Comparison

PEXMX's dividend yield for the trailing twelve months is around 0.87%, while PRDSX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PEXMX
T. Rowe Price Extended Equity Market Index Fund
0.87%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.74%
-12.56%
PEXMX
PRDSX

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 6.23% and 6.04%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.23%
6.04%
PEXMX
PRDSX