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PRDMX vs. TRMCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

PRDMX vs. TRMCX - 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 Mid-Cap Value Fund (TRMCX). 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%JulyAugustSeptemberOctoberNovemberDecember
8.17%
-5.88%
PRDMX
TRMCX

Key characteristics

Sharpe Ratio

PRDMX:

1.02

TRMCX:

0.19

Sortino Ratio

PRDMX:

1.38

TRMCX:

0.33

Omega Ratio

PRDMX:

1.20

TRMCX:

1.06

Calmar Ratio

PRDMX:

0.59

TRMCX:

0.18

Martin Ratio

PRDMX:

5.25

TRMCX:

0.92

Ulcer Index

PRDMX:

3.40%

TRMCX:

3.71%

Daily Std Dev

PRDMX:

17.60%

TRMCX:

18.31%

Max Drawdown

PRDMX:

-59.84%

TRMCX:

-55.28%

Current Drawdown

PRDMX:

-15.66%

TRMCX:

-17.48%

Returns By Period

In the year-to-date period, PRDMX achieves a 16.91% return, which is significantly higher than TRMCX's 2.60% return. Over the past 10 years, PRDMX has underperformed TRMCX with an annualized return of 7.43%, while TRMCX has yielded a comparatively higher 8.55% annualized return.


PRDMX

YTD

16.91%

1M

-11.10%

6M

8.17%

1Y

17.24%

5Y*

4.89%

10Y*

7.43%

TRMCX

YTD

2.60%

1M

-16.40%

6M

-5.88%

1Y

3.09%

5Y*

9.94%

10Y*

8.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRDMX vs. TRMCX - Expense Ratio Comparison

PRDMX has a 0.79% expense ratio, which is higher than TRMCX's 0.77% 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 TRMCX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

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.


Sharpe ratio
The chart of Sharpe ratio for PRDMX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.001.020.19
The chart of Sortino ratio for PRDMX, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.380.33
The chart of Omega ratio for PRDMX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.06
The chart of Calmar ratio for PRDMX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.000.590.18
The chart of Martin ratio for PRDMX, currently valued at 5.25, compared to the broader market0.0020.0040.0060.005.250.92
PRDMX
TRMCX

The current PRDMX Sharpe Ratio is 1.02, which is higher than the TRMCX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PRDMX and TRMCX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.02
0.19
PRDMX
TRMCX

Dividends

PRDMX vs. TRMCX - Dividend Comparison

Neither PRDMX nor TRMCX has paid dividends to shareholders.


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%
TRMCX
T. Rowe Price Mid-Cap Value Fund
0.00%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.66%
-17.48%
PRDMX
TRMCX

Volatility

PRDMX vs. TRMCX - Volatility Comparison

The current volatility for T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) is 9.56%, while T. Rowe Price Mid-Cap Value Fund (TRMCX) has a volatility of 13.88%. This indicates that PRDMX experiences smaller price fluctuations and is considered to be less risky than TRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.56%
13.88%
PRDMX
TRMCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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