PRDMX vs. RPMGX

In the year-to-date period, PRDMX achieves a -4.89% return, which is significantly higher than RPMGX's -8.59% return. Over the past 10 years, PRDMX has outperformed RPMGX with an annualized return of 6.01%, while RPMGX has yielded a comparatively lower 1.22% annualized return.

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PRDMX has a 0.79% expense ratio, which is higher than RPMGX's 0.72% 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 Mid-Cap Growth Fund (RPMGX). 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 0.11, which is higher than the RPMGX Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of PRDMX and RPMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PRDMX nor RPMGX has paid dividends to shareholders.

The maximum PRDMX drawdown since its inception was -59.84%, roughly equal to the maximum RPMGX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for PRDMX and RPMGX. For additional features, visit the drawdowns tool.

T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a higher volatility of 16.32% compared to T. Rowe Price Mid-Cap Growth Fund (RPMGX) at 13.52%. This indicates that PRDMX's price experiences larger fluctuations and is considered to be riskier than RPMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.