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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.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-1.09%
-3.33%
PRDSX
OTCFX

Key characteristics

Sharpe Ratio

PRDSX:

0.38

OTCFX:

-0.08

Sortino Ratio

PRDSX:

0.63

OTCFX:

0.04

Omega Ratio

PRDSX:

1.08

OTCFX:

1.01

Calmar Ratio

PRDSX:

0.25

OTCFX:

-0.05

Martin Ratio

PRDSX:

1.98

OTCFX:

-0.37

Ulcer Index

PRDSX:

3.61%

OTCFX:

4.53%

Daily Std Dev

PRDSX:

18.74%

OTCFX:

21.89%

Max Drawdown

PRDSX:

-61.68%

OTCFX:

-62.09%

Current Drawdown

PRDSX:

-21.63%

OTCFX:

-29.43%

Returns By Period

In the year-to-date period, PRDSX achieves a 6.07% return, which is significantly higher than OTCFX's -2.90% return. Over the past 10 years, PRDSX has outperformed OTCFX with an annualized return of 5.35%, while OTCFX has yielded a comparatively lower 2.41% annualized return.


PRDSX

YTD

6.07%

1M

-13.62%

6M

-1.09%

1Y

6.00%

5Y*

1.75%

10Y*

5.35%

OTCFX

YTD

-2.90%

1M

-18.52%

6M

-3.33%

1Y

-2.71%

5Y*

1.51%

10Y*

2.41%

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 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 0.38, compared to the broader market-1.000.001.002.003.004.000.38-0.08
The chart of Sortino ratio for PRDSX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.000.630.04
The chart of Omega ratio for PRDSX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.01
The chart of Calmar ratio for PRDSX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.000.25-0.05
The chart of Martin ratio for PRDSX, currently valued at 1.98, compared to the broader market0.0020.0040.0060.001.98-0.37
PRDSX
OTCFX

The current PRDSX Sharpe Ratio is 0.38, which is higher than the OTCFX Sharpe Ratio of -0.08. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.38
-0.08
PRDSX
OTCFX

Dividends

PRDSX vs. OTCFX - Dividend Comparison

Neither PRDSX nor OTCFX has paid dividends to shareholders.


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
0.00%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.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.63%
-29.43%
PRDSX
OTCFX

Volatility

PRDSX vs. OTCFX - Volatility Comparison

The current volatility for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) is 8.19%, while T. Rowe Price Small-Cap Stock Fund (OTCFX) has a volatility of 15.66%. This indicates that PRDSX experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
8.19%
15.66%
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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