PortfoliosLab logoPortfoliosLab logo
PRDGX vs. RPBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRDGX vs. RPBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and T. Rowe Price Balanced Fund (RPBAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRDGX vs. RPBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
-2.47%14.74%13.48%13.68%-10.22%26.03%13.92%31.76%-1.06%18.89%
RPBAX
T. Rowe Price Balanced Fund
-3.21%16.06%11.71%18.01%-17.28%13.29%14.54%20.75%-4.89%12.58%

Returns By Period

In the year-to-date period, PRDGX achieves a -2.47% return, which is significantly higher than RPBAX's -3.21% return. Over the past 10 years, PRDGX has outperformed RPBAX with an annualized return of 12.09%, while RPBAX has yielded a comparatively lower 7.99% annualized return.


PRDGX

1D
0.03%
1M
-7.31%
YTD
-2.47%
6M
-0.01%
1Y
9.42%
3Y*
12.29%
5Y*
9.25%
10Y*
12.09%

RPBAX

1D
0.07%
1M
-6.89%
YTD
-3.21%
6M
-0.84%
1Y
11.14%
3Y*
11.85%
5Y*
6.11%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PRDGX vs. RPBAX - Expense Ratio Comparison

PRDGX has a 0.62% expense ratio, which is higher than RPBAX's 0.57% expense ratio.


Return for Risk

PRDGX vs. RPBAX — Risk / Return Rank

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

PRDGX
PRDGX Risk / Return Rank: 3333
Overall Rank
PRDGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRDGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRDGX Omega Ratio Rank: 3535
Omega Ratio Rank
PRDGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRDGX Martin Ratio Rank: 3737
Martin Ratio Rank

RPBAX
RPBAX Risk / Return Rank: 5757
Overall Rank
RPBAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RPBAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
RPBAX Omega Ratio Rank: 6060
Omega Ratio Rank
RPBAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
RPBAX Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRDGX vs. RPBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and T. Rowe Price Balanced Fund (RPBAX). 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.


PRDGXRPBAXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.04

-0.33

Sortino ratio

Return per unit of downside risk

1.08

1.51

-0.43

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

0.80

1.23

-0.44

Martin ratio

Return relative to average drawdown

3.83

5.55

-1.71

PRDGX vs. RPBAX - Sharpe Ratio Comparison

The current PRDGX Sharpe Ratio is 0.71, which is lower than the RPBAX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PRDGX and RPBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRDGXRPBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.04

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.56

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.69

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.69

-0.04

Correlation

The correlation between PRDGX and RPBAX is 0.93, 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

PRDGX vs. RPBAX - Dividend Comparison

PRDGX's dividend yield for the trailing twelve months is around 8.30%, more than RPBAX's 7.64% yield.


TTM20252024202320222021202020192018201720162015
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
8.30%8.02%4.66%2.78%3.81%2.00%1.03%2.33%3.67%1.82%3.07%7.57%
RPBAX
T. Rowe Price Balanced Fund
7.64%7.30%7.28%3.80%5.03%9.33%4.59%3.41%8.42%1.69%2.96%7.32%

Drawdowns

PRDGX vs. RPBAX - Drawdown Comparison

The maximum PRDGX drawdown since its inception was -49.79%, which is greater than RPBAX's maximum drawdown of -40.79%. Use the drawdown chart below to compare losses from any high point for PRDGX and RPBAX.


Loading graphics...

Drawdown Indicators


PRDGXRPBAXDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-40.79%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-8.19%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-23.45%

+4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-25.49%

-7.69%

Current Drawdown

Current decline from peak

-7.32%

-7.08%

-0.24%

Average Drawdown

Average peak-to-trough decline

-5.44%

-4.16%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.84%

+0.50%

Volatility

PRDGX vs. RPBAX - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) is 3.43%, while T. Rowe Price Balanced Fund (RPBAX) has a volatility of 3.65%. This indicates that PRDGX experiences smaller price fluctuations and is considered to be less risky than RPBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRDGXRPBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.65%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

6.11%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

11.01%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

10.90%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

11.58%

+4.28%