PRDSX vs. NESGX
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Needham Small Cap Growth Fund (NESGX).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. NESGX is managed by Needham. It was launched on May 22, 2002.
Performance
PRDSX vs. NESGX - Performance Comparison
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PRDSX vs. NESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | -4.64% | 17.44% | 12.97% | 21.15% | -22.49% | 11.15% | 23.85% | 32.75% | -6.91% | 22.12% |
NESGX Needham Small Cap Growth Fund | 9.51% | 10.50% | 12.76% | 5.68% | -30.21% | 10.59% | 71.90% | 54.42% | -5.43% | 11.96% |
Returns By Period
In the year-to-date period, PRDSX achieves a -4.64% return, which is significantly lower than NESGX's 9.51% return. Over the past 10 years, PRDSX has underperformed NESGX with an annualized return of 10.82%, while NESGX has yielded a comparatively higher 14.30% annualized return.
PRDSX
- 1D
- -2.18%
- 1M
- -10.24%
- YTD
- -4.64%
- 6M
- 3.04%
- 1Y
- 21.87%
- 3Y*
- 12.67%
- 5Y*
- 4.85%
- 10Y*
- 10.82%
NESGX
- 1D
- -4.45%
- 1M
- -7.07%
- YTD
- 9.51%
- 6M
- 12.14%
- 1Y
- 47.82%
- 3Y*
- 10.96%
- 5Y*
- 0.71%
- 10Y*
- 14.30%
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PRDSX vs. NESGX - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is lower than NESGX's 1.85% expense ratio.
Return for Risk
PRDSX vs. NESGX — Risk / Return Rank
PRDSX
NESGX
PRDSX vs. NESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Needham Small Cap Growth Fund (NESGX). 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.
| PRDSX | NESGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.32 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.88 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.38 | -0.95 |
Martin ratioReturn relative to average drawdown | 5.56 | 8.02 | -2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRDSX | NESGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.32 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.02 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.56 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.16 |
Correlation
The correlation between PRDSX and NESGX 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.
Dividends
PRDSX vs. NESGX - Dividend Comparison
PRDSX's dividend yield for the trailing twelve months is around 13.31%, while NESGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 13.31% | 12.70% | 7.96% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% |
NESGX Needham Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 4.16% | 25.09% | 13.69% | 8.43% | 22.26% | 8.94% | 6.67% | 2.52% |
Drawdowns
PRDSX vs. NESGX - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -58.95%, which is greater than NESGX's maximum drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for PRDSX and NESGX.
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Drawdown Indicators
| PRDSX | NESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.95% | -50.29% | -8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -17.27% | +4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -33.17% | -50.05% | +16.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -50.29% | +12.68% |
Current DrawdownCurrent decline from peak | -12.08% | -9.15% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -11.74% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 5.13% | -1.71% |
Volatility
PRDSX vs. NESGX - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) is 7.45%, while Needham Small Cap Growth Fund (NESGX) has a volatility of 10.96%. This indicates that PRDSX experiences smaller price fluctuations and is considered to be less risky than NESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDSX | NESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 10.96% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 22.87% | -7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 35.07% | -11.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.36% | 29.08% | -7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 25.51% | -4.05% |