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PRDMX vs. POAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PRDMX vs. POAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
-9.37%19.47%23.77%20.75%-24.65%13.56%31.82%37.91%-3.15%24.66%
POAGX
PrimeCap Odyssey Aggressive Growth Fund
-10.63%28.68%12.56%25.02%-24.25%4.02%29.17%23.52%-7.10%33.60%

Returns By Period

In the year-to-date period, PRDMX achieves a -9.37% return, which is significantly higher than POAGX's -10.63% return. Both investments have delivered pretty close results over the past 10 years, with PRDMX having a 12.52% annualized return and POAGX not far behind at 12.22%.


PRDMX

1D
-1.14%
1M
-9.93%
YTD
-9.37%
6M
-4.92%
1Y
16.61%
3Y*
14.54%
5Y*
6.81%
10Y*
12.52%

POAGX

1D
-1.95%
1M
-12.33%
YTD
-10.63%
6M
-3.52%
1Y
24.47%
3Y*
13.50%
5Y*
3.72%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRDMX vs. POAGX - Expense Ratio Comparison

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


Return for Risk

PRDMX vs. POAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRDMX
PRDMX Risk / Return Rank: 3535
Overall Rank
PRDMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PRDMX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRDMX Omega Ratio Rank: 3131
Omega Ratio Rank
PRDMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
PRDMX Martin Ratio Rank: 3636
Martin Ratio Rank

POAGX
POAGX Risk / Return Rank: 5454
Overall Rank
POAGX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
POAGX Sortino Ratio Rank: 5858
Sortino Ratio Rank
POAGX Omega Ratio Rank: 5353
Omega Ratio Rank
POAGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
POAGX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRDMX vs. POAGX - 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 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.


PRDMXPOAGXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.00

-0.31

Sortino ratio

Return per unit of downside risk

1.17

1.49

-0.31

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.05

1.24

-0.19

Martin ratio

Return relative to average drawdown

3.79

5.18

-1.39

PRDMX vs. POAGX - Sharpe Ratio Comparison

The current PRDMX Sharpe Ratio is 0.69, which is lower than the POAGX Sharpe Ratio of 1.00. 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.


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Sharpe Ratios by Period


PRDMXPOAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.00

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.17

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.54

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.57

-0.08

Correlation

The correlation between PRDMX and POAGX is 0.90, 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.


Dividends

PRDMX vs. POAGX - Dividend Comparison

PRDMX's dividend yield for the trailing twelve months is around 17.09%, more than POAGX's 14.83% yield.


TTM20252024202320222021202020192018201720162015
PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
17.09%15.49%8.59%6.83%1.22%10.13%4.80%2.02%5.23%3.71%1.23%3.78%
POAGX
PrimeCap Odyssey Aggressive Growth Fund
14.83%13.25%9.90%5.54%10.78%5.93%7.84%5.33%7.82%0.86%16.63%12.52%

Drawdowns

PRDMX vs. POAGX - Drawdown Comparison

The maximum PRDMX drawdown since its inception was -57.57%, roughly equal to the maximum POAGX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for PRDMX and POAGX.


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Drawdown Indicators


PRDMXPOAGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.57%

-55.77%

-1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-16.87%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-35.69%

-38.80%

+3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

-38.80%

+2.89%

Current Drawdown

Current decline from peak

-12.73%

-16.87%

+4.14%

Average Drawdown

Average peak-to-trough decline

-8.44%

-9.58%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

4.05%

-0.35%

Volatility

PRDMX vs. POAGX - Volatility Comparison

The current volatility for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) is 5.96%, while PrimeCap Odyssey Aggressive Growth Fund (POAGX) has a volatility of 7.00%. This indicates that PRDMX experiences smaller price fluctuations and is considered to be less risky than POAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRDMXPOAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

7.00%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

15.07%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

24.07%

23.78%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.09%

22.58%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

22.70%

-1.27%