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PRDMX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRDMX vs. TRBCX - 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 T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

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PRDMX vs. TRBCX - 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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

In the year-to-date period, PRDMX achieves a -9.37% return, which is significantly higher than TRBCX's -14.57% return. Over the past 10 years, PRDMX has underperformed TRBCX with an annualized return of 12.52%, while TRBCX has yielded a comparatively higher 15.42% annualized return.


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%

TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRDMX vs. TRBCX - Expense Ratio Comparison

PRDMX has a 0.79% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Return for Risk

PRDMX vs. TRBCX — 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

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
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. TRBCX - 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 T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


PRDMXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.51

+0.17

Sortino ratio

Return per unit of downside risk

1.17

0.89

+0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.03

Calmar ratio

Return relative to maximum drawdown

1.05

0.49

+0.56

Martin ratio

Return relative to average drawdown

3.79

1.72

+2.07

PRDMX vs. TRBCX - Sharpe Ratio Comparison

The current PRDMX Sharpe Ratio is 0.69, which is higher than the TRBCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of PRDMX and TRBCX, 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


PRDMXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.51

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.42

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.68

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.57

-0.08

Correlation

The correlation between PRDMX and TRBCX 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. TRBCX - Dividend Comparison

PRDMX's dividend yield for the trailing twelve months is around 17.09%, more than TRBCX's 6.14% 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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

PRDMX vs. TRBCX - Drawdown Comparison

The maximum PRDMX drawdown since its inception was -57.57%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PRDMX and TRBCX.


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Drawdown Indicators


PRDMXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-57.57%

-54.56%

-3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-17.01%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-35.69%

-43.63%

+7.94%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

-43.63%

+7.72%

Current Drawdown

Current decline from peak

-12.73%

-17.01%

+4.28%

Average Drawdown

Average peak-to-trough decline

-8.44%

-11.35%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

4.86%

-1.16%

Volatility

PRDMX vs. TRBCX - Volatility Comparison

T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a higher volatility of 5.96% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.58%. This indicates that PRDMX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRDMXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

5.58%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

13.15%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.07%

23.22%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.09%

24.00%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

22.73%

-1.30%