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PRDMX vs. POAGX
Performance
Risk-Adjusted Performance
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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
20.93%
8.77%
PRDMX
POAGX

Returns By Period

In the year-to-date period, PRDMX achieves a 31.52% return, which is significantly higher than POAGX's 14.47% return. Over the past 10 years, PRDMX has outperformed POAGX with an annualized return of 8.11%, while POAGX has yielded a comparatively lower 3.68% annualized return.


PRDMX

YTD

31.52%

1M

11.87%

6M

20.93%

1Y

32.35%

5Y (annualized)

7.72%

10Y (annualized)

8.11%

POAGX

YTD

14.47%

1M

4.91%

6M

8.77%

1Y

18.21%

5Y (annualized)

1.50%

10Y (annualized)

3.68%

Key characteristics


PRDMXPOAGX
Sharpe Ratio1.921.00
Sortino Ratio2.461.41
Omega Ratio1.351.19
Calmar Ratio1.070.53
Martin Ratio9.383.99
Ulcer Index3.45%4.56%
Daily Std Dev16.88%18.27%
Max Drawdown-59.84%-56.06%
Current Drawdown-5.12%-21.72%

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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.


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%

Correlation

-0.50.00.51.00.9

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.

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 1.92, compared to the broader market-1.000.001.002.003.004.005.001.921.00
The chart of Sortino ratio for PRDMX, currently valued at 2.46, compared to the broader market0.005.0010.002.461.41
The chart of Omega ratio for PRDMX, currently valued at 1.35, compared to the broader market1.002.003.004.001.351.19
The chart of Calmar ratio for PRDMX, currently valued at 1.07, compared to the broader market0.005.0010.0015.0020.001.070.53
The chart of Martin ratio for PRDMX, currently valued at 9.38, compared to the broader market0.0020.0040.0060.0080.00100.009.383.99
PRDMX
POAGX

The current PRDMX Sharpe Ratio is 1.92, which is higher 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.92
1.00
PRDMX
POAGX

Dividends

PRDMX vs. POAGX - Dividend Comparison

PRDMX has not paid dividends to shareholders, while POAGX's dividend yield for the trailing twelve months is around 0.02%.


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
0.02%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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.12%
-21.72%
PRDMX
POAGX

Volatility

PRDMX vs. POAGX - Volatility Comparison

The current volatility for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) is 5.72%, while PrimeCap Odyssey Aggressive Growth Fund (POAGX) has a volatility of 6.06%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.72%
6.06%
PRDMX
POAGX