PRDMX vs. PEXMX

In the year-to-date period, PRDMX achieves a -4.43% return, which is significantly higher than PEXMX's -9.88% return. Over the past 10 years, PRDMX has outperformed PEXMX with an annualized return of 6.16%, while PEXMX has yielded a comparatively lower 2.26% 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 0.13, which is higher than the PEXMX Sharpe Ratio of -0.09. 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 1.23%.

The maximum PRDMX drawdown since its inception was -59.84%, roughly equal to the maximum PEXMX drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for PRDMX and PEXMX. For additional features, visit the drawdowns tool.

T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and T. Rowe Price Extended Equity Market Index Fund (PEXMX) have volatilities of 16.26% and 15.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.