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PRDGX vs. RGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRDGX and RGI is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

PRDGX vs. RGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Invesco S&P 500® Equal Weight Industrials ETF (RGI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
460.96%
63.05%
PRDGX
RGI

Key characteristics

Sharpe Ratio

PRDGX:

0.29

RGI:

0.24

Sortino Ratio

PRDGX:

0.51

RGI:

0.49

Omega Ratio

PRDGX:

1.08

RGI:

1.06

Calmar Ratio

PRDGX:

0.28

RGI:

0.11

Martin Ratio

PRDGX:

0.98

RGI:

0.79

Ulcer Index

PRDGX:

4.72%

RGI:

5.98%

Daily Std Dev

PRDGX:

15.99%

RGI:

19.92%

Max Drawdown

PRDGX:

-52.60%

RGI:

-82.66%

Current Drawdown

PRDGX:

-9.18%

RGI:

-37.83%

Returns By Period

In the year-to-date period, PRDGX achieves a -0.56% return, which is significantly higher than RGI's -6.40% return. Over the past 10 years, PRDGX has underperformed RGI with an annualized return of 8.91%, while RGI has yielded a comparatively higher 11.40% annualized return.


PRDGX

YTD

-0.56%

1M

-3.37%

6M

-6.16%

1Y

3.46%

5Y*

11.63%

10Y*

8.91%

RGI

YTD

-6.40%

1M

-6.58%

6M

-8.10%

1Y

3.30%

5Y*

19.11%

10Y*

11.40%

*Annualized

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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.


Expense ratio chart for PRDGX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRDGX: 0.62%
Expense ratio chart for RGI: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RGI: 0.40%

Risk-Adjusted Performance

PRDGX vs. RGI — Risk-Adjusted Performance Rank

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

PRDGX
The Risk-Adjusted Performance Rank of PRDGX is 4444
Overall Rank
The Sharpe Ratio Rank of PRDGX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of PRDGX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of PRDGX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PRDGX is 4343
Martin Ratio Rank

RGI
The Risk-Adjusted Performance Rank of RGI is 3939
Overall Rank
The Sharpe Ratio Rank of RGI is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of RGI is 4141
Sortino Ratio Rank
The Omega Ratio Rank of RGI is 4040
Omega Ratio Rank
The Calmar Ratio Rank of RGI is 3333
Calmar Ratio Rank
The Martin Ratio Rank of RGI is 4040
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.

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.


The chart of Sharpe ratio for PRDGX, currently valued at 0.29, compared to the broader market-1.000.001.002.003.00
PRDGX: 0.29
RGI: 0.19
The chart of Sortino ratio for PRDGX, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.00
PRDGX: 0.51
RGI: 0.42
The chart of Omega ratio for PRDGX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
PRDGX: 1.08
RGI: 1.06
The chart of Calmar ratio for PRDGX, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.00
PRDGX: 0.28
RGI: 0.09
The chart of Martin ratio for PRDGX, currently valued at 0.98, compared to the broader market0.0010.0020.0030.0040.0050.00
PRDGX: 0.98
RGI: 0.63

The current PRDGX Sharpe Ratio is 0.29, which is comparable to the RGI Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of PRDGX and RGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.29
0.19
PRDGX
RGI

Dividends

PRDGX vs. RGI - Dividend Comparison

PRDGX's dividend yield for the trailing twelve months is around 1.04%, which matches RGI's 1.05% yield.


TTM20242023202220212020201920182017201620152014
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
1.04%1.02%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%
RGI
Invesco S&P 500® Equal Weight Industrials ETF
1.05%0.98%1.06%1.09%0.70%0.96%1.33%1.49%1.12%1.31%1.51%1.28%

Drawdowns

PRDGX vs. RGI - Drawdown Comparison

The maximum PRDGX drawdown since its inception was -52.60%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.18%
-37.83%
PRDGX
RGI

Volatility

PRDGX vs. RGI - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) is 11.84%, while Invesco S&P 500® Equal Weight Industrials ETF (RGI) has a volatility of 13.66%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.84%
13.66%
PRDGX
RGI