PEXMX vs. PRDSX

In the year-to-date period, PEXMX achieves a 9.96% return, which is significantly higher than PRDSX's 6.07% return. Over the past 10 years, PEXMX has outperformed PRDSX with an annualized return of 8.51%, while PRDSX has yielded a comparatively lower 5.35% 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 0.55, which is higher than the PRDSX Sharpe Ratio of 0.38. 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.

Neither PEXMX nor PRDSX has paid dividends to shareholders.

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.

T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a higher volatility of 8.60% compared to T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) at 8.19%. 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.