PRDMX vs. VWNFX
Compare and contrast key facts about T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) and Vanguard Windsor II Fund Investor Shares (VWNFX).
PRDMX is managed by T. Rowe Price. It was launched on Dec 31, 2003. VWNFX is managed by Vanguard. It was launched on Jun 24, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDMX or VWNFX.
Performance
PRDMX vs. VWNFX - Performance Comparison
Returns By Period
In the year-to-date period, PRDMX achieves a 31.52% return, which is significantly higher than VWNFX's 17.85% return. Over the past 10 years, PRDMX has underperformed VWNFX with an annualized return of 8.11%, while VWNFX has yielded a comparatively higher 10.79% annualized return.
PRDMX
31.52%
11.87%
20.93%
32.35%
7.72%
8.11%
VWNFX
17.85%
1.83%
8.17%
25.10%
13.47%
10.79%
Key characteristics
| PRDMX | VWNFX | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.33 |
| Sortino Ratio | 2.46 | 3.14 |
| Omega Ratio | 1.35 | 1.43 |
| Calmar Ratio | 1.07 | 3.69 |
| Martin Ratio | 9.38 | 15.45 |
| Ulcer Index | 3.45% | 1.62% |
| Daily Std Dev | 16.88% | 10.78% |
| Max Drawdown | -59.84% | -57.57% |
| Current Drawdown | -5.12% | -0.71% |
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PRDMX vs. VWNFX - Expense Ratio Comparison
PRDMX has a 0.79% expense ratio, which is higher than VWNFX's 0.34% expense ratio.
Correlation
The correlation between PRDMX and VWNFX is 0.87, 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.
Risk-Adjusted Performance
PRDMX vs. VWNFX - 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 Vanguard Windsor II Fund Investor Shares (VWNFX). 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. VWNFX - Dividend Comparison
PRDMX has not paid dividends to shareholders, while VWNFX's dividend yield for the trailing twelve months is around 1.53%.
| 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% |
VWNFX Vanguard Windsor II Fund Investor Shares | 1.53% | 1.64% | 1.61% | 1.18% | 1.30% | 2.12% | 2.61% | 2.00% | 9.46% | 2.41% | 2.33% | 2.00% |
Drawdowns
PRDMX vs. VWNFX - Drawdown Comparison
The maximum PRDMX drawdown since its inception was -59.84%, roughly equal to the maximum VWNFX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for PRDMX and VWNFX. For additional features, visit the drawdowns tool.
Volatility
PRDMX vs. VWNFX - Volatility Comparison
T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a higher volatility of 5.72% compared to Vanguard Windsor II Fund Investor Shares (VWNFX) at 3.52%. This indicates that PRDMX's price experiences larger fluctuations and is considered to be riskier than VWNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.