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.
Performance
PEXMX vs. PRDSX - Performance Comparison
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PEXMX vs. PRDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | -4.65% | 14.64% | 16.72% | 25.32% | -26.15% | 12.09% | 30.80% | 32.57% | -9.61% | 16.63% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | -4.64% | 17.44% | 12.97% | 21.15% | -22.49% | 11.15% | 23.85% | 32.75% | -6.91% | 22.12% |
Returns By Period
The year-to-date returns for both investments are quite close, with PEXMX having a -4.65% return and PRDSX slightly higher at -4.64%. Both investments have delivered pretty close results over the past 10 years, with PEXMX having a 10.94% annualized return and PRDSX not far behind at 10.82%.
PEXMX
- 1D
- -1.01%
- 1M
- -7.83%
- YTD
- -4.65%
- 6M
- -1.56%
- 1Y
- 20.04%
- 3Y*
- 14.72%
- 5Y*
- 4.22%
- 10Y*
- 10.94%
PRDSX
- 1D
- -2.18%
- 1M
- -10.24%
- YTD
- -4.64%
- 6M
- 3.04%
- 1Y
- 21.87%
- 3Y*
- 12.67%
- 5Y*
- 4.85%
- 10Y*
- 10.82%
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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.
Return for Risk
PEXMX vs. PRDSX — Risk / Return Rank
PEXMX
PRDSX
PEXMX vs. PRDSX - Risk-Adjusted Trends 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.
| PEXMX | PRDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.93 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.48 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.44 | -0.49 |
Martin ratioReturn relative to average drawdown | 3.99 | 5.56 | -1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PEXMX | PRDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.93 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.23 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.51 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.36 | +0.02 |
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.
Dividends
PEXMX vs. PRDSX - Dividend Comparison
PEXMX's dividend yield for the trailing twelve months is around 7.43%, less than PRDSX's 13.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | 7.43% | 7.08% | 7.64% | 3.64% | 7.53% | 14.87% | 2.99% | 8.17% | 6.67% | 4.50% | 5.90% | 4.81% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 13.31% | 12.70% | 7.96% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% |
Drawdowns
PEXMX vs. PRDSX - Drawdown Comparison
The maximum PEXMX drawdown since its inception was -57.82%, roughly equal to the maximum PRDSX drawdown of -58.95%. Use the drawdown chart below to compare losses from any high point for PEXMX and PRDSX.
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Drawdown Indicators
| PEXMX | PRDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -58.95% | +1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -13.24% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -33.17% | -3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.27% | -37.61% | -3.66% |
Current DrawdownCurrent decline from peak | -10.30% | -12.08% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -14.23% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 3.42% | +0.66% |
Volatility
PEXMX vs. PRDSX - Volatility Comparison
The current volatility for T. Rowe Price Extended Equity Market Index Fund (PEXMX) is 5.98%, while T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a volatility of 7.45%. This indicates that PEXMX experiences smaller price fluctuations and is considered to be less risky than PRDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEXMX | PRDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 7.45% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 15.20% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 23.29% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 21.36% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 21.46% | +0.74% |