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

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.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.13%
10.99%
PRDSX
OTCFX

Returns By Period

In the year-to-date period, PRDSX achieves a 17.44% return, which is significantly higher than OTCFX's 14.19% return. Over the past 10 years, PRDSX has outperformed OTCFX with an annualized return of 6.29%, while OTCFX has yielded a comparatively lower 3.68% annualized return.


PRDSX

YTD

17.44%

1M

-0.04%

6M

7.74%

1Y

27.31%

5Y (annualized)

3.84%

10Y (annualized)

6.29%

OTCFX

YTD

14.19%

1M

2.38%

6M

10.64%

1Y

23.43%

5Y (annualized)

4.50%

10Y (annualized)

3.68%

Key characteristics


PRDSXOTCFX
Sharpe Ratio1.601.47
Sortino Ratio2.232.12
Omega Ratio1.271.25
Calmar Ratio0.890.75
Martin Ratio9.737.60
Ulcer Index2.91%3.23%
Daily Std Dev17.70%16.74%
Max Drawdown-61.68%-62.09%
Current Drawdown-13.23%-17.01%

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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%

Correlation

-0.50.00.51.01.0

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.

Risk-Adjusted Performance

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 1.60, compared to the broader market0.002.004.001.601.47
The chart of Sortino ratio for PRDSX, currently valued at 2.23, compared to the broader market0.005.0010.002.232.12
The chart of Omega ratio for PRDSX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.25
The chart of Calmar ratio for PRDSX, currently valued at 0.89, compared to the broader market0.005.0010.0015.0020.0025.000.890.75
The chart of Martin ratio for PRDSX, currently valued at 9.73, compared to the broader market0.0020.0040.0060.0080.00100.009.737.60
PRDSX
OTCFX

The current PRDSX Sharpe Ratio is 1.60, which is comparable to the OTCFX Sharpe Ratio of 1.47. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.60
1.47
PRDSX
OTCFX

Dividends

PRDSX vs. OTCFX - Dividend Comparison

PRDSX has not paid dividends to shareholders, while OTCFX's dividend yield for the trailing twelve months is around 0.19%.


TTM2023202220212020201920182017201620152014
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
0.00%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
0.19%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%, roughly equal to the maximum OTCFX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for PRDSX and OTCFX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-13.23%
-17.01%
PRDSX
OTCFX

Volatility

PRDSX vs. OTCFX - Volatility Comparison

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and T. Rowe Price Small-Cap Stock Fund (OTCFX) have volatilities of 6.12% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.12%
6.07%
PRDSX
OTCFX