PRDMX vs. PEXMX

In the year-to-date period, PRDMX achieves a 31.52% return, which is significantly higher than PEXMX's 24.73% return. Over the past 10 years, PRDMX has underperformed PEXMX with an annualized return of 8.11%, while PEXMX has yielded a comparatively higher 10.01% annualized return.

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PRDMX has a 0.79% expense ratio, which is higher than PEXMX's 0.23% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and T. Rowe Price Extended Equity Market Index Fund (PEXMX). 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.

The current PRDMX Sharpe Ratio is 1.92, which is comparable to the PEXMX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PRDMX and PEXMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRDMX has not paid dividends to shareholders, while PEXMX's dividend yield for the trailing twelve months is around 0.84%.

The maximum PRDMX drawdown since its inception was -59.84%, roughly equal to the maximum PEXMX drawdown of -57.28%. Use the drawdown chart below to compare losses from any high point for PRDMX and PEXMX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) is 5.72%, while T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a volatility of 6.36%. This indicates that PRDMX experiences smaller price fluctuations and is considered to be less risky than PEXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.