PRDGX vs. RGI
Compare and contrast key facts about T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Invesco S&P 500® Equal Weight Industrials ETF (RGI).
PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992. RGI is a passively managed fund by Invesco that tracks the performance of the S&P Equal Weight Index Industrials. It was launched on Nov 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDGX or RGI.
Performance
PRDGX vs. RGI - Performance Comparison
Returns By Period
In the year-to-date period, PRDGX achieves a 17.66% return, which is significantly lower than RGI's 25.84% return. Both investments have delivered pretty close results over the past 10 years, with PRDGX having a 11.84% annualized return and RGI not far ahead at 12.29%.
PRDGX
17.66%
0.69%
8.55%
22.83%
12.33%
11.84%
RGI
25.84%
3.90%
16.34%
36.40%
16.32%
12.29%
Key characteristics
| PRDGX | RGI | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.62 |
| Sortino Ratio | 3.40 | 3.69 |
| Omega Ratio | 1.44 | 1.45 |
| Calmar Ratio | 4.63 | 0.73 |
| Martin Ratio | 16.38 | 15.38 |
| Ulcer Index | 1.43% | 2.39% |
| Daily Std Dev | 9.62% | 13.97% |
| Max Drawdown | -49.79% | -82.66% |
| Current Drawdown | -0.57% | -31.85% |
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PRDGX vs. RGI - Expense Ratio Comparison
PRDGX has a 0.62% expense ratio, which is higher than RGI's 0.40% expense ratio.
Correlation
The correlation between PRDGX and RGI is 0.81, 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.
Risk-Adjusted Performance
PRDGX vs. RGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Invesco S&P 500® Equal Weight Industrials ETF (RGI). 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.
Dividends
PRDGX vs. RGI - Dividend Comparison
PRDGX's dividend yield for the trailing twelve months is around 0.98%, more than RGI's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.98% | 1.16% | 1.14% | 0.78% | 1.03% | 1.24% | 1.76% | 1.22% | 1.53% | 1.78% | 1.30% | 1.22% |
RGI Invesco S&P 500® Equal Weight Industrials ETF | 0.87% | 1.06% | 1.09% | 0.70% | 0.96% | 1.33% | 0.30% | 0.00% | 0.00% | 0.00% | 1.28% | 0.90% |
Drawdowns
PRDGX vs. RGI - Drawdown Comparison
The maximum PRDGX drawdown since its inception was -49.79%, smaller than the maximum RGI drawdown of -82.66%. Use the drawdown chart below to compare losses from any high point for PRDGX and RGI. For additional features, visit the drawdowns tool.
Volatility
PRDGX vs. RGI - Volatility Comparison
The current volatility for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) is 3.17%, while Invesco S&P 500® Equal Weight Industrials ETF (RGI) has a volatility of 5.27%. This indicates that PRDGX experiences smaller price fluctuations and is considered to be less risky than RGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.