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PRDMX vs. FMIMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRDMX and FMIMX is 0.84, 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.


-0.50.00.51.00.8

Performance

PRDMX vs. FMIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and FMI Common Stock Fund (FMIMX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.17%
2.68%
PRDMX
FMIMX

Key characteristics

Sharpe Ratio

PRDMX:

1.02

FMIMX:

0.56

Sortino Ratio

PRDMX:

1.38

FMIMX:

0.90

Omega Ratio

PRDMX:

1.20

FMIMX:

1.11

Calmar Ratio

PRDMX:

0.59

FMIMX:

0.97

Martin Ratio

PRDMX:

5.25

FMIMX:

2.86

Ulcer Index

PRDMX:

3.40%

FMIMX:

3.19%

Daily Std Dev

PRDMX:

17.60%

FMIMX:

16.46%

Max Drawdown

PRDMX:

-59.84%

FMIMX:

-59.12%

Current Drawdown

PRDMX:

-15.66%

FMIMX:

-8.96%

Returns By Period

In the year-to-date period, PRDMX achieves a 16.91% return, which is significantly higher than FMIMX's 9.00% return. Over the past 10 years, PRDMX has outperformed FMIMX with an annualized return of 7.43%, while FMIMX has yielded a comparatively lower 3.34% annualized return.


PRDMX

YTD

16.91%

1M

-11.10%

6M

8.17%

1Y

17.24%

5Y*

4.89%

10Y*

7.43%

FMIMX

YTD

9.00%

1M

-7.14%

6M

2.68%

1Y

8.84%

5Y*

7.48%

10Y*

3.34%

Compare stocks, funds, or ETFs

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


PRDMX vs. FMIMX - Expense Ratio Comparison

PRDMX has a 0.79% expense ratio, which is lower than FMIMX's 1.01% expense ratio.


FMIMX
FMI Common Stock Fund
Expense ratio chart for FMIMX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for PRDMX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

PRDMX vs. FMIMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and FMI Common Stock Fund (FMIMX). 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 PRDMX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.001.020.56
The chart of Sortino ratio for PRDMX, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.380.90
The chart of Omega ratio for PRDMX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.11
The chart of Calmar ratio for PRDMX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.000.590.97
The chart of Martin ratio for PRDMX, currently valued at 5.25, compared to the broader market0.0020.0040.0060.005.252.86
PRDMX
FMIMX

The current PRDMX Sharpe Ratio is 1.02, which is higher than the FMIMX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of PRDMX and FMIMX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.02
0.56
PRDMX
FMIMX

Dividends

PRDMX vs. FMIMX - Dividend Comparison

Neither PRDMX nor FMIMX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.03%0.14%0.33%3.16%0.20%0.04%0.00%0.07%
FMIMX
FMI Common Stock Fund
0.00%0.27%0.14%0.33%0.76%0.43%0.44%0.02%0.00%0.00%12.38%0.45%

Drawdowns

PRDMX vs. FMIMX - Drawdown Comparison

The maximum PRDMX drawdown since its inception was -59.84%, roughly equal to the maximum FMIMX drawdown of -59.12%. Use the drawdown chart below to compare losses from any high point for PRDMX and FMIMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.66%
-8.96%
PRDMX
FMIMX

Volatility

PRDMX vs. FMIMX - Volatility Comparison

T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a higher volatility of 9.56% compared to FMI Common Stock Fund (FMIMX) at 5.02%. This indicates that PRDMX's price experiences larger fluctuations and is considered to be riskier than FMIMX 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%JulyAugustSeptemberOctoberNovemberDecember
9.56%
5.02%
PRDMX
FMIMX
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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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