PRDMX vs. MXMGX
PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund) and MXMGX (Great-West T. Rowe Price Mid Cap Growth Fund) are both Mid Cap Growth Equities funds from T. Rowe Price. Over the past 10 years, PRDMX returned 12.24%/yr vs 8.68%/yr for MXMGX. Their correlation of 0.94 means they have usually moved in the same direction. PRDMX charges 0.79%/yr vs 1.02%/yr for MXMGX.
Performance
PRDMX vs. MXMGX - Performance Comparison
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Returns By Period
In the year-to-date period, PRDMX achieves a 1.86% return, which is significantly lower than MXMGX's 2.39% return. Over the past 10 years, PRDMX has outperformed MXMGX with an annualized return of 12.24%, while MXMGX has yielded a comparatively lower 8.68% annualized return.
PRDMX
- 1D
- 2.48%
- 1M
- -3.51%
- 6M
- 2.10%
- YTD
- 1.86%
- 1Y
- 0.92%
- 3Y*
- 12.67%
- 5Y*
- 5.14%
- 10Y*
- 12.24%
- ALL TIME*
- 10.44%
MXMGX
- 1D
- 0.49%
- 1M
- -1.74%
- 6M
- 2.12%
- YTD
- 2.39%
- 1Y
- 3.95%
- 3Y*
- 5.58%
- 5Y*
- 1.73%
- 10Y*
- 8.68%
- ALL TIME*
- 5.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRDMX vs. MXMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 1.86% | 10.30% | 23.77% | 20.75% | -24.65% | 13.56% | 31.82% | 37.91% | -3.15% | 24.66% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 2.39% | 2.99% | 9.02% | 19.61% | -22.82% | 15.25% | 23.65% | 31.28% | -2.80% | 23.89% |
Correlation
The correlation between PRDMX and MXMGX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | 0.94 |
The correlation between PRDMX and MXMGX shifts across timeframes, from 0.81 (3 years) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRDMX vs. MXMGX — Risk / Return Rank
PRDMX
MXMGX
PRDMX vs. MXMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRDMX | MXMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.05 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 0.32 | -0.39 |
| Martin ratioReturn relative to average drawdown | -0.20 | 1.07 | -1.27 |
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Drawdowns
PRDMX vs. MXMGX - Drawdown Comparison
The maximum PRDMX drawdown since its inception was -57.57%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for PRDMX and MXMGX.
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Drawdown Indicators
| PRDMX | MXMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -60.97% | +3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -10.29% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -25.06% | -23.17% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -35.69% | -32.33% | -3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -35.88% | -0.03% |
Current DrawdownCurrent decline from peak | -5.85% | -2.15% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -11.74% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 3.09% | +1.65% |
Volatility
PRDMX vs. MXMGX - Volatility Comparison
T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a higher volatility of 5.24% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 2.53%. This indicates that PRDMX's price experiences larger fluctuations and is considered to be riskier than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDMX | MXMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 2.53% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.47% | 10.53% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 13.59% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 19.05% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 18.89% | +2.51% |
PRDMX vs. MXMGX - Expense Ratio Comparison
PRDMX has a 0.79% expense ratio, which is lower than MXMGX's 1.02% expense ratio.
Dividends
PRDMX vs. MXMGX - Dividend Comparison
PRDMX's dividend yield for the trailing twelve months is around 7.60%, more than MXMGX's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 1.64% | 1.68% | 3.66% | 2.39% | 2.66% | 4.92% | 2.74% | 2.19% | 6.13% | 4.53% | 0.00% | 0.00% |
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 7.60% | 7.75% | 8.59% | 6.83% | 1.22% | 10.13% | 4.80% | 2.02% | 5.23% | 3.71% | 1.23% | 3.78% |
Frequently Asked Questions
PRDMX and MXMGX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRDMX has higher volatility (5.24%) compared to MXMGX (2.53%). In terms of maximum drawdown, PRDMX dropped -57.57% vs MXMGX's -60.97%.
MXMGX currently has the higher Sharpe Ratio (0.25 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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