PRDMX vs. FMIMX
Compare and contrast key facts about T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and FMI Common Stock Fund (FMIMX).
PRDMX is managed by T. Rowe Price. It was launched on Dec 31, 2003. FMIMX is managed by FMI Funds. It was launched on Dec 18, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDMX or FMIMX.
Performance
PRDMX vs. FMIMX - Performance Comparison
Returns By Period
In the year-to-date period, PRDMX achieves a 31.52% return, which is significantly higher than FMIMX's 17.37% return. Over the past 10 years, PRDMX has outperformed FMIMX with an annualized return of 8.11%, while FMIMX has yielded a comparatively lower 4.18% annualized return.
PRDMX
31.52%
11.87%
20.93%
32.35%
7.72%
8.11%
FMIMX
17.37%
5.17%
7.28%
23.97%
8.84%
4.18%
Key characteristics
PRDMX | FMIMX | |
---|---|---|
Sharpe Ratio | 1.92 | 1.44 |
Sortino Ratio | 2.46 | 2.08 |
Omega Ratio | 1.35 | 1.25 |
Calmar Ratio | 1.07 | 2.21 |
Martin Ratio | 9.38 | 7.45 |
Ulcer Index | 3.45% | 3.22% |
Daily Std Dev | 16.88% | 16.60% |
Max Drawdown | -59.84% | -59.12% |
Current Drawdown | -5.12% | 0.00% |
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PRDMX vs. FMIMX - Expense Ratio Comparison
PRDMX has a 0.79% expense ratio, which is lower than FMIMX's 1.01% expense ratio.
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.
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.
Dividends
PRDMX vs. FMIMX - Dividend Comparison
PRDMX has not paid dividends to shareholders, while FMIMX's dividend yield for the trailing twelve months is around 0.23%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FMI Common Stock Fund | 0.23% | 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.
Volatility
PRDMX vs. FMIMX - Volatility Comparison
The current volatility for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) is 5.72%, while FMI Common Stock Fund (FMIMX) has a volatility of 6.17%. This indicates that PRDMX experiences smaller price fluctuations and is considered to be less risky than FMIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.