PEXMX vs. PRUIX
PEXMX (T. Rowe Price Extended Equity Market Index Fund) and PRUIX (T. Rowe Price Equity Index 500 Fund - I Class) are both mutual funds - PEXMX is a Mid Cap Growth Equities fund managed by T. Rowe Price, while PRUIX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, PEXMX returned 12.22%/yr vs 15.57%/yr for PRUIX. Their correlation of 0.86 suggests significant overlap in exposure. PEXMX charges 0.23%/yr vs 0.05%/yr for PRUIX.
Performance
PEXMX vs. PRUIX - Performance Comparison
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Returns By Period
In the year-to-date period, PEXMX achieves a 14.63% return, which is significantly higher than PRUIX's 11.67% return. Over the past 10 years, PEXMX has underperformed PRUIX with an annualized return of 12.22%, while PRUIX has yielded a comparatively higher 15.57% annualized return.
PEXMX
- 1D
- 1.08%
- 1M
- 5.79%
- YTD
- 14.63%
- 6M
- 13.30%
- 1Y
- 29.74%
- 3Y*
- 19.87%
- 5Y*
- 6.84%
- 10Y*
- 12.22%
PRUIX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.67%
- 6M
- 11.71%
- 1Y
- 28.93%
- 3Y*
- 22.70%
- 5Y*
- 14.23%
- 10Y*
- 15.57%
PEXMX vs. PRUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | 14.63% | 11.17% | 16.72% | 25.32% | -26.15% | 12.09% | 30.80% | 32.57% | -9.61% | 16.63% |
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 11.67% | 17.82% | 24.95% | 26.24% | -18.14% | 28.62% | 18.31% | 31.63% | -4.44% | 21.14% |
Correlation
The correlation between PEXMX and PRUIX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.86 |
The correlation between PEXMX and PRUIX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
PEXMX vs. PRUIX — Risk / Return Rank
PEXMX
PRUIX
PEXMX vs. PRUIX - 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 Equity Index 500 Fund - I Class (PRUIX). 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 | PRUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.46 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 3.35 | -0.18 |
| Martin ratioReturn relative to average drawdown | 11.18 | 15.63 | -4.46 |
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 | PRUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.51 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.84 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.86 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.86 | -0.46 |
Drawdowns
PEXMX vs. PRUIX - Drawdown Comparison
The maximum PEXMX drawdown since its inception was -57.82%, which is greater than PRUIX's maximum drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for PEXMX and PRUIX.
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Drawdown Indicators
| PEXMX | PRUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -33.80% | -24.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -8.91% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -27.01% | -18.76% | -8.25% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -24.52% | -11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.27% | -33.80% | -7.47% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -4.23% | -9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 1.90% | +0.98% |
Volatility
PEXMX vs. PRUIX - Volatility Comparison
T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a higher volatility of 4.68% compared to T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) at 2.82%. This indicates that PEXMX's price experiences larger fluctuations and is considered to be riskier than PRUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEXMX | PRUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 2.82% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 8.97% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.49% | 11.86% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 16.99% | +5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 18.10% | +4.15% |
PEXMX vs. PRUIX - Expense Ratio Comparison
PEXMX has a 0.23% expense ratio, which is higher than PRUIX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
PEXMX vs. PRUIX - Dividend Comparison
PEXMX's dividend yield for the trailing twelve months is around 3.51%, more than PRUIX's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | 3.51% | 4.02% | 7.64% | 3.64% | 7.53% | 14.87% | 2.99% | 8.17% | 6.67% | 4.50% | 5.90% | 4.81% |
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 2.21% | 2.44% | 1.28% | 1.44% | 1.69% | 1.64% | 2.09% | 2.25% | 2.77% | 1.39% | 2.16% | 0.00% |
Frequently Asked Questions
PEXMX and PRUIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEXMX has higher volatility (4.68%) compared to PRUIX (2.82%). In terms of maximum drawdown, PEXMX dropped -57.82% vs PRUIX's -33.80%.
PRUIX currently has the higher Sharpe Ratio (2.51 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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