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PRDGX vs. VPMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRDGX vs. VPMAX - Performance Comparison

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

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PRDGX vs. VPMAX - 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%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
-5.86%54.11%13.30%28.25%-15.16%21.72%17.23%27.88%-1.93%28.28%

Returns By Period

In the year-to-date period, PRDGX achieves a -2.47% return, which is significantly higher than VPMAX's -5.86% return. Over the past 10 years, PRDGX has underperformed VPMAX with an annualized return of 12.09%, while VPMAX has yielded a comparatively higher 16.53% 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%

VPMAX

1D
-1.19%
1M
-10.43%
YTD
-5.86%
6M
22.85%
1Y
46.58%
3Y*
25.38%
5Y*
14.62%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRDGX vs. VPMAX - Expense Ratio Comparison

PRDGX has a 0.62% expense ratio, which is higher than VPMAX's 0.31% expense ratio.


Return for Risk

PRDGX vs. VPMAX — 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

VPMAX
VPMAX Risk / Return Rank: 9393
Overall Rank
VPMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VPMAX Omega Ratio Rank: 9393
Omega Ratio Rank
VPMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VPMAX Martin Ratio Rank: 9696
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. VPMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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.


PRDGXVPMAXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.64

-0.93

Sortino ratio

Return per unit of downside risk

1.08

3.07

-1.99

Omega ratio

Gain probability vs. loss probability

1.16

1.44

-0.28

Calmar ratio

Return relative to maximum drawdown

0.80

3.21

-2.42

Martin ratio

Return relative to average drawdown

3.83

14.01

-10.17

PRDGX vs. VPMAX - Sharpe Ratio Comparison

The current PRDGX Sharpe Ratio is 0.71, which is lower than the VPMAX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of PRDGX and VPMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRDGXVPMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.64

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.73

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.83

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.61

+0.03

Correlation

The correlation between PRDGX and VPMAX is 0.91, 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. VPMAX - Dividend Comparison

PRDGX's dividend yield for the trailing twelve months is around 8.30%, less than VPMAX's 33.83% 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%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
33.83%31.85%6.71%7.24%9.94%10.18%9.82%7.23%8.43%4.52%5.13%5.99%

Drawdowns

PRDGX vs. VPMAX - Drawdown Comparison

The maximum PRDGX drawdown since its inception was -49.79%, roughly equal to the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for PRDGX and VPMAX.


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Drawdown Indicators


PRDGXVPMAXDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-48.32%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-13.75%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-25.21%

+5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-32.65%

-0.53%

Current Drawdown

Current decline from peak

-7.32%

-11.72%

+4.40%

Average Drawdown

Average peak-to-trough decline

-5.44%

-6.61%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

3.15%

-0.81%

Volatility

PRDGX vs. VPMAX - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) is 3.43%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that PRDGX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRDGXVPMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

5.57%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

21.87%

-14.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

28.87%

-13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

20.12%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

20.09%

-4.23%