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

Correlation

The correlation between PRDGX and VTI is 0.96, 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.


-0.50.00.51.01.0

Performance

PRDGX vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
571.03%
677.31%
PRDGX
VTI

Key characteristics

Sharpe Ratio

PRDGX:

1.13

VTI:

2.10

Sortino Ratio

PRDGX:

1.52

VTI:

2.80

Omega Ratio

PRDGX:

1.22

VTI:

1.39

Calmar Ratio

PRDGX:

1.29

VTI:

3.14

Martin Ratio

PRDGX:

6.19

VTI:

13.44

Ulcer Index

PRDGX:

1.93%

VTI:

2.00%

Daily Std Dev

PRDGX:

10.59%

VTI:

12.79%

Max Drawdown

PRDGX:

-49.79%

VTI:

-55.45%

Current Drawdown

PRDGX:

-8.42%

VTI:

-3.03%

Returns By Period

In the year-to-date period, PRDGX achieves a 9.93% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, PRDGX has underperformed VTI with an annualized return of 10.91%, while VTI has yielded a comparatively higher 12.52% annualized return.


PRDGX

YTD

9.93%

1M

-5.64%

6M

-0.39%

1Y

10.92%

5Y*

10.08%

10Y*

10.91%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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. VTI - Expense Ratio Comparison

PRDGX has a 0.62% expense ratio, which is higher than VTI's 0.03% expense ratio.


PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PRDGX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for PRDGX, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.132.10
The chart of Sortino ratio for PRDGX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.522.80
The chart of Omega ratio for PRDGX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.39
The chart of Calmar ratio for PRDGX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.0014.001.293.14
The chart of Martin ratio for PRDGX, currently valued at 6.19, compared to the broader market0.0020.0040.0060.006.1913.44
PRDGX
VTI

The current PRDGX Sharpe Ratio is 1.13, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of PRDGX and VTI, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.13
2.10
PRDGX
VTI

Dividends

PRDGX vs. VTI - Dividend Comparison

PRDGX's dividend yield for the trailing twelve months is around 0.75%, less than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
0.75%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%1.22%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

PRDGX vs. VTI - Drawdown Comparison

The maximum PRDGX drawdown since its inception was -49.79%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PRDGX and VTI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.42%
-3.03%
PRDGX
VTI

Volatility

PRDGX vs. VTI - Volatility Comparison

T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a higher volatility of 5.16% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that PRDGX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.16%
4.00%
PRDGX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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