PortfoliosLab logo
PMEGX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PMEGX and PRWAX is 0.80, 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.


Performance

PMEGX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

PMEGX:

24.77%

PRWAX:

8.70%

Max Drawdown

PMEGX:

-60.81%

PRWAX:

-0.49%

Current Drawdown

PMEGX:

-33.93%

PRWAX:

-0.44%

Returns By Period


PMEGX

YTD

-5.23%

1M

8.24%

6M

-19.73%

1Y

-13.15%

5Y*

3.26%

10Y*

3.06%

PRWAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PMEGX vs. PRWAX - Expense Ratio Comparison

PMEGX has a 0.61% expense ratio, which is lower than PRWAX's 0.76% expense ratio.


Risk-Adjusted Performance

PMEGX vs. PRWAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PMEGX
The Risk-Adjusted Performance Rank of PMEGX is 44
Overall Rank
The Sharpe Ratio Rank of PMEGX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of PMEGX is 44
Sortino Ratio Rank
The Omega Ratio Rank of PMEGX is 33
Omega Ratio Rank
The Calmar Ratio Rank of PMEGX is 55
Calmar Ratio Rank
The Martin Ratio Rank of PMEGX is 44
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 2222
Overall Rank
The Sharpe Ratio Rank of PRWAX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PMEGX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.



Loading data...

Dividends

PMEGX vs. PRWAX - Dividend Comparison

PMEGX's dividend yield for the trailing twelve months is around 0.05%, less than PRWAX's 0.07% yield.


TTM202420232022202120202019201820172016
PMEGX
T. Rowe Price Institutional Mid Cap Equity Growth Fund
0.05%0.05%0.17%0.00%0.00%8.94%0.31%0.27%0.13%0.20%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PMEGX vs. PRWAX - Drawdown Comparison

The maximum PMEGX drawdown since its inception was -60.81%, which is greater than PRWAX's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for PMEGX and PRWAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PMEGX vs. PRWAX - Volatility Comparison


Loading data...