PRDMX vs. TRMCX
Compare and contrast key facts about T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and T. Rowe Price Mid-Cap Value Fund (TRMCX).
PRDMX is managed by T. Rowe Price. It was launched on Dec 31, 2003. TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDMX or TRMCX.
Key characteristics
| PRDMX | TRMCX | |
|---|---|---|
| YTD Return | 27.78% | 21.15% |
| 1Y Return | 36.41% | 41.86% |
| 3Y Return (Ann) | -2.63% | 11.27% |
| 5Y Return (Ann) | 7.48% | 14.58% |
| 10Y Return (Ann) | 8.00% | 10.62% |
| Sharpe Ratio | 2.06 | 2.30 |
| Sortino Ratio | 2.64 | 3.25 |
| Omega Ratio | 1.38 | 1.47 |
| Calmar Ratio | 1.08 | 3.73 |
| Martin Ratio | 10.17 | 17.28 |
| Ulcer Index | 3.43% | 2.36% |
| Daily Std Dev | 16.95% | 17.75% |
| Max Drawdown | -59.84% | -55.28% |
| Current Drawdown | -7.82% | -0.21% |
Correlation
The correlation between PRDMX and TRMCX is 0.85, 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.
Performance
PRDMX vs. TRMCX - Performance Comparison
In the year-to-date period, PRDMX achieves a 27.78% return, which is significantly higher than TRMCX's 21.15% return. Over the past 10 years, PRDMX has underperformed TRMCX with an annualized return of 8.00%, while TRMCX has yielded a comparatively higher 10.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRDMX vs. TRMCX - Expense Ratio Comparison
PRDMX has a 0.79% expense ratio, which is higher than TRMCX's 0.77% expense ratio.
Risk-Adjusted Performance
PRDMX vs. TRMCX - 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 T. Rowe Price Mid-Cap Value Fund (TRMCX). 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.
Dividends
PRDMX vs. TRMCX - Dividend Comparison
PRDMX has not paid dividends to shareholders, while TRMCX's dividend yield for the trailing twelve months is around 0.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRMCX T. Rowe Price Mid-Cap Value Fund | 0.94% | 1.14% | 0.89% | 1.01% | 1.01% | 1.47% | 1.23% | 1.09% | 0.93% | 1.36% | 1.08% | 0.73% |
Drawdowns
PRDMX vs. TRMCX - Drawdown Comparison
The maximum PRDMX drawdown since its inception was -59.84%, which is greater than TRMCX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for PRDMX and TRMCX. For additional features, visit the drawdowns tool.
Volatility
PRDMX vs. TRMCX - Volatility Comparison
T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a higher volatility of 5.38% compared to T. Rowe Price Mid-Cap Value Fund (TRMCX) at 3.87%. This indicates that PRDMX's price experiences larger fluctuations and is considered to be riskier than TRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.