PEXMX vs. PRDSX

The year-to-date returns for both stocks are quite close, with PEXMX having a -1.71% return and PRDSX slightly lower at -1.76%. Over the past 10 years, PEXMX has underperformed PRDSX with an annualized return of 2.95%, while PRDSX has yielded a comparatively higher 4.22% annualized return.

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PEXMX has a 0.23% expense ratio, which is lower than PRDSX's 0.78% expense ratio.

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.

The current PEXMX Sharpe Ratio is 0.08, which is higher than the PRDSX Sharpe Ratio of -0.22. 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.

PEXMX's dividend yield for the trailing twelve months is around 7.78%, more than PRDSX's 0.22% yield.

The maximum PEXMX drawdown since its inception was -59.79%, roughly equal to 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.

T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a higher volatility of 6.59% compared to T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) at 5.47%. This indicates that PEXMX's price experiences larger fluctuations and is considered to be riskier than PRDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.