PMEGX vs. VTSNX
Compare and contrast key facts about T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
PMEGX is managed by T. Rowe Price. It was launched on Jul 31, 1996. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
PMEGX vs. VTSNX - Performance Comparison
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PMEGX vs. VTSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMEGX T. Rowe Price Institutional Mid Cap Equity Growth Fund | -4.03% | 3.73% | 9.15% | 20.69% | -23.19% | 15.50% | 23.95% | 33.08% | -2.23% | 26.02% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 1.74% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Returns By Period
In the year-to-date period, PMEGX achieves a -4.03% return, which is significantly lower than VTSNX's 1.74% return. Over the past 10 years, PMEGX has outperformed VTSNX with an annualized return of 9.68%, while VTSNX has yielded a comparatively lower 8.85% annualized return.
PMEGX
- 1D
- 2.77%
- 1M
- -6.49%
- YTD
- -4.03%
- 6M
- -3.03%
- 1Y
- 7.08%
- 3Y*
- 6.88%
- 5Y*
- 2.14%
- 10Y*
- 9.68%
VTSNX
- 1D
- 2.80%
- 1M
- -7.28%
- YTD
- 1.74%
- 6M
- 5.73%
- 1Y
- 27.11%
- 3Y*
- 15.29%
- 5Y*
- 7.23%
- 10Y*
- 8.85%
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PMEGX vs. VTSNX - Expense Ratio Comparison
PMEGX has a 0.61% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Return for Risk
PMEGX vs. VTSNX — Risk / Return Rank
PMEGX
VTSNX
PMEGX vs. VTSNX - 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 Total International Stock Index Fund Institutional Shares (VTSNX). 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.
| PMEGX | VTSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 1.76 | -1.38 |
Sortino ratioReturn per unit of downside risk | 0.69 | 2.32 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 2.35 | -1.78 |
Martin ratioReturn relative to average drawdown | 2.27 | 9.23 | -6.95 |
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
| PMEGX | VTSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 1.76 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.49 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.37 | +0.14 |
Correlation
The correlation between PMEGX and VTSNX is 0.76, 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
PMEGX vs. VTSNX - Dividend Comparison
PMEGX's dividend yield for the trailing twelve months is around 21.98%, more than VTSNX's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMEGX T. Rowe Price Institutional Mid Cap Equity Growth Fund | 21.98% | 21.10% | 14.15% | 7.07% | 1.65% | 12.80% | 4.44% | 5.11% | 10.42% | 6.30% | 1.04% | 6.18% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Drawdowns
PMEGX vs. VTSNX - Drawdown Comparison
The maximum PMEGX drawdown since its inception was -55.88%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for PMEGX and VTSNX.
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Drawdown Indicators
| PMEGX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.88% | -35.72% | -20.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -11.29% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -32.87% | -29.55% | -3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -35.72% | -1.44% |
Current DrawdownCurrent decline from peak | -12.63% | -8.81% | -3.82% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -8.16% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.88% | +0.30% |
Volatility
PMEGX vs. VTSNX - Volatility Comparison
The current volatility for T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) is 5.71%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 7.48%. This indicates that PMEGX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMEGX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 7.48% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 10.82% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 15.73% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 14.84% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.79% | 15.85% | +3.94% |