PEXMX vs. PRUIX
Compare and contrast key facts about T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price Equity Index 500 Fund - I Class (PRUIX).
PEXMX is managed by T. Rowe Price. It was launched on Jan 30, 1998. PRUIX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P 500 Index. It was launched on Aug 28, 2015.
Performance
PEXMX vs. PRUIX - Performance Comparison
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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 | -4.65% | 14.64% | 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 | -7.08% | 19.40% | 24.95% | 26.24% | -18.14% | 28.62% | 18.31% | 31.63% | -4.44% | 21.14% |
Returns By Period
In the year-to-date period, PEXMX achieves a -4.65% return, which is significantly higher than PRUIX's -7.08% return. Over the past 10 years, PEXMX has underperformed PRUIX with an annualized return of 10.94%, while PRUIX has yielded a comparatively higher 13.81% annualized return.
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%
PRUIX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.08%
- 6M
- -3.34%
- 1Y
- 15.92%
- 3Y*
- 17.64%
- 5Y*
- 11.66%
- 10Y*
- 13.81%
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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%.
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 | 0.87 | 0.92 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.41 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.18 | -0.23 |
Martin ratioReturn relative to average drawdown | 3.99 | 5.74 | -1.75 |
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 | 0.87 | 0.92 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.69 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.77 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.77 | -0.39 |
Correlation
The correlation between PEXMX and PRUIX is 0.85, 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. PRUIX - Dividend Comparison
PEXMX's dividend yield for the trailing twelve months is around 7.43%, more than PRUIX's 4.10% 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% |
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 4.10% | 3.78% | 1.28% | 1.44% | 1.69% | 1.64% | 2.09% | 2.25% | 2.77% | 1.39% | 2.16% | 0.00% |
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 | -14.71% | -12.12% | -2.59% |
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 | -10.30% | -8.91% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -4.28% | -9.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 2.49% | +1.59% |
Volatility
PEXMX vs. PRUIX - Volatility Comparison
T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a higher volatility of 5.98% compared to T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) at 4.24%. 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 | 5.98% | 4.24% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 9.03% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 18.09% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 16.95% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 18.06% | +4.14% |