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PRDSX vs. OTCFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRDSX and OTCFX is 0.95, 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.


-0.50.00.51.01.0

Performance

PRDSX vs. OTCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and T. Rowe Price Small-Cap Stock Fund (OTCFX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.60%
-6.83%
PRDSX
OTCFX

Key characteristics

Sharpe Ratio

PRDSX:

0.55

OTCFX:

0.01

Sortino Ratio

PRDSX:

0.84

OTCFX:

0.15

Omega Ratio

PRDSX:

1.11

OTCFX:

1.02

Calmar Ratio

PRDSX:

0.37

OTCFX:

0.01

Martin Ratio

PRDSX:

1.95

OTCFX:

0.03

Ulcer Index

PRDSX:

5.22%

OTCFX:

6.83%

Daily Std Dev

PRDSX:

18.69%

OTCFX:

21.69%

Max Drawdown

PRDSX:

-61.68%

OTCFX:

-65.12%

Current Drawdown

PRDSX:

-19.67%

OTCFX:

-27.91%

Returns By Period

In the year-to-date period, PRDSX achieves a 3.30% return, which is significantly higher than OTCFX's 1.94% return. Over the past 10 years, PRDSX has outperformed OTCFX with an annualized return of 5.79%, while OTCFX has yielded a comparatively lower 3.01% annualized return.


PRDSX

YTD

3.30%

1M

2.35%

6M

-3.60%

1Y

9.66%

5Y*

2.15%

10Y*

5.79%

OTCFX

YTD

1.94%

1M

1.58%

6M

-6.83%

1Y

0.16%

5Y*

1.90%

10Y*

3.01%

*Annualized

Compare stocks, funds, or ETFs

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


PRDSX vs. OTCFX - Expense Ratio Comparison

PRDSX has a 0.78% expense ratio, which is lower than OTCFX's 0.85% expense ratio.


OTCFX
T. Rowe Price Small-Cap Stock Fund
Expense ratio chart for OTCFX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for PRDSX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%

Risk-Adjusted Performance

PRDSX vs. OTCFX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRDSX
The Risk-Adjusted Performance Rank of PRDSX is 2222
Overall Rank
The Sharpe Ratio Rank of PRDSX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDSX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of PRDSX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PRDSX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PRDSX is 2424
Martin Ratio Rank

OTCFX
The Risk-Adjusted Performance Rank of OTCFX is 55
Overall Rank
The Sharpe Ratio Rank of OTCFX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of OTCFX is 55
Sortino Ratio Rank
The Omega Ratio Rank of OTCFX is 66
Omega Ratio Rank
The Calmar Ratio Rank of OTCFX is 55
Calmar Ratio Rank
The Martin Ratio Rank of OTCFX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRDSX vs. OTCFX - Risk-Adjusted Performance 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 T. Rowe Price Small-Cap Stock Fund (OTCFX). 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 PRDSX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.000.550.04
The chart of Sortino ratio for PRDSX, currently valued at 0.84, compared to the broader market0.005.0010.000.840.18
The chart of Omega ratio for PRDSX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.03
The chart of Calmar ratio for PRDSX, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.000.370.03
The chart of Martin ratio for PRDSX, currently valued at 1.95, compared to the broader market0.0020.0040.0060.0080.001.950.12
PRDSX
OTCFX

The current PRDSX Sharpe Ratio is 0.55, which is higher than the OTCFX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of PRDSX and OTCFX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.55
0.04
PRDSX
OTCFX

Dividends

PRDSX vs. OTCFX - Dividend Comparison

PRDSX's dividend yield for the trailing twelve months is around 0.21%, less than OTCFX's 0.49% yield.


TTM20242023202220212020201920182017201620152014
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
0.21%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OTCFX
T. Rowe Price Small-Cap Stock Fund
0.49%0.50%0.22%0.00%0.00%0.00%0.00%0.00%0.04%0.13%0.13%0.11%

Drawdowns

PRDSX vs. OTCFX - Drawdown Comparison

The maximum PRDSX drawdown since its inception was -61.68%, smaller than the maximum OTCFX drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for PRDSX and OTCFX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-19.67%
-27.91%
PRDSX
OTCFX

Volatility

PRDSX vs. OTCFX - Volatility Comparison

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 4.51% compared to T. Rowe Price Small-Cap Stock Fund (OTCFX) at 4.19%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than OTCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
4.51%
4.19%
PRDSX
OTCFX
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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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