PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRDMX vs. POAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRDMX and POAGX is 0.91, 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.


-0.50.00.51.00.9

Performance

PRDMX vs. POAGX - 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 PrimeCap Odyssey Aggressive Growth Fund (POAGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.17%
-1.17%
PRDMX
POAGX

Key characteristics

Sharpe Ratio

PRDMX:

1.02

POAGX:

0.26

Sortino Ratio

PRDMX:

1.38

POAGX:

0.46

Omega Ratio

PRDMX:

1.20

POAGX:

1.06

Calmar Ratio

PRDMX:

0.59

POAGX:

0.15

Martin Ratio

PRDMX:

5.25

POAGX:

1.15

Ulcer Index

PRDMX:

3.40%

POAGX:

4.43%

Daily Std Dev

PRDMX:

17.60%

POAGX:

19.38%

Max Drawdown

PRDMX:

-59.84%

POAGX:

-56.06%

Current Drawdown

PRDMX:

-15.66%

POAGX:

-28.52%

Returns By Period

In the year-to-date period, PRDMX achieves a 16.91% return, which is significantly higher than POAGX's 4.52% return. Over the past 10 years, PRDMX has outperformed POAGX with an annualized return of 7.43%, while POAGX has yielded a comparatively lower 3.06% annualized return.


PRDMX

YTD

16.91%

1M

-11.10%

6M

8.17%

1Y

17.24%

5Y*

4.89%

10Y*

7.43%

POAGX

YTD

4.52%

1M

-8.69%

6M

-1.17%

1Y

4.77%

5Y*

-0.34%

10Y*

3.06%

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. POAGX - Expense Ratio Comparison

PRDMX has a 0.79% expense ratio, which is higher than POAGX's 0.65% expense ratio.


PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
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%
Expense ratio chart for POAGX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

PRDMX vs. POAGX - 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 PrimeCap Odyssey Aggressive Growth Fund (POAGX). 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-1.000.001.002.003.004.001.020.26
The chart of Sortino ratio for PRDMX, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.380.46
The chart of Omega ratio for PRDMX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.06
The chart of Calmar ratio for PRDMX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.000.590.15
The chart of Martin ratio for PRDMX, currently valued at 5.25, compared to the broader market0.0020.0040.0060.005.251.15
PRDMX
POAGX

The current PRDMX Sharpe Ratio is 1.02, which is higher than the POAGX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of PRDMX and POAGX, 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
0.26
PRDMX
POAGX

Dividends

PRDMX vs. POAGX - Dividend Comparison

Neither PRDMX nor POAGX 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%
POAGX
PrimeCap Odyssey Aggressive Growth Fund
0.00%0.02%0.00%0.00%0.00%0.00%0.07%0.00%0.00%0.01%0.17%0.00%

Drawdowns

PRDMX vs. POAGX - Drawdown Comparison

The maximum PRDMX drawdown since its inception was -59.84%, which is greater than POAGX's maximum drawdown of -56.06%. Use the drawdown chart below to compare losses from any high point for PRDMX and POAGX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.66%
-28.52%
PRDMX
POAGX

Volatility

PRDMX vs. POAGX - Volatility Comparison

T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and PrimeCap Odyssey Aggressive Growth Fund (POAGX) have volatilities of 9.56% and 9.86%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.56%
9.86%
PRDMX
POAGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab