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PMEGX vs. VO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMEGX vs. VO - 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 Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMEGX achieves a 3.03% return, which is significantly lower than VO's 12.35% return. Over the past 10 years, PMEGX has underperformed VO with an annualized return of 9.78%, while VO has yielded a comparatively higher 11.50% annualized return.


PMEGX

1D
0.47%
1M
-1.53%
6M
2.67%
YTD
3.03%
1Y
6.19%
3Y*
6.28%
5Y*
2.15%
10Y*
9.78%
ALL TIME*
10.81%

VO

1D
-0.05%
1M
0.55%
6M
10.12%
YTD
12.35%
1Y
16.51%
3Y*
14.32%
5Y*
7.77%
10Y*
11.50%
ALL TIME*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$194.51M$293.72M$235.90M

PMEGX vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMEGX
T. Rowe Price Institutional Mid Cap Equity Growth Fund
3.03%3.73%9.15%20.69%-23.19%15.50%23.95%33.08%-2.23%26.02%
VO
Vanguard Mid-Cap ETF
12.35%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Correlation

The correlation between PMEGX and VO is 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.95

The correlation between PMEGX and VO has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

PMEGX vs. VO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PMEGX
PMEGX Risk / Return Rank: 1010
Overall Rank
PMEGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PMEGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PMEGX Omega Ratio Rank: 99
Omega Ratio Rank
PMEGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PMEGX Martin Ratio Rank: 1111
Martin Ratio Rank

VO
VO Risk / Return Rank: 5151
Overall Rank
VO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4949
Sortino Ratio Rank
VO Omega Ratio Rank: 4646
Omega Ratio Rank
VO Calmar Ratio Rank: 5252
Calmar Ratio Rank
VO Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PMEGX vs. VO - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PMEGXVODifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.06

1.21

-0.15

Calmar ratioReturn relative to maximum drawdown

0.41

1.83

-1.41

Martin ratioReturn relative to average drawdown

1.39

6.99

-5.60

PMEGX vs. VO - Sharpe Ratio Comparison

The current PMEGX Sharpe Ratio is 0.31, which is lower than the VO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PMEGX and VO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PMEGX vs. VO - Drawdown Comparison

The maximum PMEGX drawdown since its inception was -55.88%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for PMEGX and VO.


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Drawdown Indicators


PMEGXVODifference

Max Drawdown

Largest peak-to-trough decline

-55.88%

-58.87%

+2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-8.17%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-27.99%

-19.02%

-8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.87%

-27.57%

-5.30%

Max Drawdown (10Y)

Largest decline over 10 years

-37.16%

-39.37%

+2.21%

Current Drawdown

Current decline from peak

-6.20%

-0.49%

-5.71%

Average Drawdown

Average peak-to-trough decline

-8.99%

-7.81%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.13%

+0.91%

Volatility

PMEGX vs. VO - Volatility Comparison

T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) has a higher volatility of 2.50% compared to Vanguard Mid-Cap ETF (VO) at 2.09%. This indicates that PMEGX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMEGXVODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.09%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

9.44%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

12.61%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.11%

17.59%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

18.86%

+0.89%

PMEGX vs. VO - Expense Ratio Comparison

PMEGX has a 0.61% expense ratio, which is higher than VO's 0.03% expense ratio.


Dividends

PMEGX vs. VO - Dividend Comparison

PMEGX's dividend yield for the trailing twelve months is around 20.48%, more than VO's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
PMEGX
T. Rowe Price Institutional Mid Cap Equity Growth Fund
20.48%21.10%14.15%7.07%1.65%12.80%4.44%5.11%10.42%6.30%1.04%6.18%
VO
Vanguard Mid-Cap ETF
1.32%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


PMEGX and VO have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PMEGX has higher volatility (2.50%) compared to VO (2.09%). In terms of maximum drawdown, PMEGX dropped -55.88% vs VO's -58.87%.

VO currently has the higher Sharpe Ratio (1.18 vs 0.31), 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.

Portfolio Optimizer

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