PRDMX vs. VMFGX
PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund) and VMFGX (Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares) are both Mid Cap Growth Equities funds. Over the past 10 years, PRDMX returned 12.24%/yr vs 10.90%/yr for VMFGX. Their correlation of 0.92 means they have usually moved in the same direction. PRDMX charges 0.79%/yr vs 0.08%/yr for VMFGX.
Performance
PRDMX vs. VMFGX - Performance Comparison
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Returns By Period
In the year-to-date period, PRDMX achieves a 1.86% return, which is significantly lower than VMFGX's 15.95% return. Over the past 10 years, PRDMX has outperformed VMFGX with an annualized return of 12.24%, while VMFGX has yielded a comparatively lower 10.90% annualized return.
PRDMX
- 1D
- 2.48%
- 1M
- -3.51%
- 6M
- 2.10%
- YTD
- 1.86%
- 1Y
- 0.92%
- 3Y*
- 12.67%
- 5Y*
- 5.14%
- 10Y*
- 12.24%
- ALL TIME*
- 10.44%
VMFGX
- 1D
- 1.50%
- 1M
- -2.71%
- 6M
- 11.51%
- YTD
- 15.95%
- 1Y
- 22.97%
- 3Y*
- 13.93%
- 5Y*
- 7.56%
- 10Y*
- 10.90%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRDMX vs. VMFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 1.86% | 10.30% | 23.77% | 20.75% | -24.65% | 13.56% | 31.82% | 37.91% | -3.15% | 24.66% |
VMFGX Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares | 15.95% | 7.43% | 15.86% | 17.42% | -18.99% | 18.83% | 22.61% | 26.20% | -10.39% | 19.87% |
Correlation
The correlation between PRDMX and VMFGX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.92 |
The correlation between PRDMX and VMFGX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
PRDMX vs. VMFGX — Risk / Return Rank
PRDMX
VMFGX
PRDMX vs. VMFGX - 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 Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRDMX | VMFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.00 | -2.06 |
| Martin ratioReturn relative to average drawdown | -0.20 | 7.41 | -7.61 |
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Drawdowns
PRDMX vs. VMFGX - Drawdown Comparison
The maximum PRDMX drawdown since its inception was -57.57%, which is greater than VMFGX's maximum drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for PRDMX and VMFGX.
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Drawdown Indicators
| PRDMX | VMFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -39.15% | -18.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -9.91% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -25.06% | -25.45% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -35.69% | -29.25% | -6.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -39.15% | +3.24% |
Current DrawdownCurrent decline from peak | -5.85% | -4.61% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -5.67% | -2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 2.69% | +2.05% |
Volatility
PRDMX vs. VMFGX - Volatility Comparison
T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a higher volatility of 5.24% compared to Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) at 4.55%. This indicates that PRDMX's price experiences larger fluctuations and is considered to be riskier than VMFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDMX | VMFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 4.55% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.47% | 13.97% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 17.70% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 20.71% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 21.07% | +0.33% |
PRDMX vs. VMFGX - Expense Ratio Comparison
PRDMX has a 0.79% expense ratio, which is higher than VMFGX's 0.08% expense ratio.
Dividends
PRDMX vs. VMFGX - Dividend Comparison
PRDMX's dividend yield for the trailing twelve months is around 7.60%, more than VMFGX's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 7.60% | 7.75% | 8.59% | 6.83% | 1.22% | 10.13% | 4.80% | 2.02% | 5.23% | 3.71% | 1.23% | 3.78% |
VMFGX Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares | 0.61% | 0.70% | 0.84% | 1.21% | 1.12% | 0.53% | 0.79% | 1.22% | 1.18% | 0.93% | 1.14% | 1.14% |
Frequently Asked Questions
With a correlation of 0.90, PRDMX and VMFGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRDMX has higher volatility (5.24%) compared to VMFGX (4.55%). In terms of maximum drawdown, PRDMX dropped -57.57% vs VMFGX's -39.15%.
VMFGX currently has the higher Sharpe Ratio (1.12 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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