PRDGX vs. SSSYX
Compare and contrast key facts about T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and State Street Equity 500 Index Fund Class K (SSSYX).
PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
PRDGX vs. SSSYX - Performance Comparison
Loading graphics...
PRDGX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, PRDGX achieves a -2.47% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, PRDGX has underperformed SSSYX with an annualized return of 12.09%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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. SSSYX - Expense Ratio Comparison
PRDGX has a 0.62% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PRDGX vs. SSSYX — Risk / Return Rank
PRDGX
SSSYX
PRDGX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| PRDGX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.84 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.30 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.06 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.83 | 5.13 | -1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRDGX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.84 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.11 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.11 | +0.54 |
Correlation
The correlation between PRDGX and SSSYX 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. SSSYX - Dividend Comparison
PRDGX's dividend yield for the trailing twelve months is around 8.30%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
PRDGX vs. SSSYX - Drawdown Comparison
The maximum PRDGX drawdown since its inception was -49.79%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PRDGX and SSSYX.
Loading graphics...
Drawdown Indicators
| PRDGX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -91.48% | +41.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -12.10% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -24.49% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -91.48% | +58.30% |
Current DrawdownCurrent decline from peak | -7.32% | -8.88% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -4.20% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.49% | -0.15% |
Volatility
PRDGX vs. SSSYX - Volatility Comparison
The current volatility for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) is 3.43%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that PRDGX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRDGX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.24% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 9.08% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 18.10% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 16.85% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 124.43% | -108.57% |