PRDSX vs. OTCFX
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and T. Rowe Price Small-Cap Stock Fund (OTCFX).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDSX or OTCFX.
Performance
PRDSX vs. OTCFX - Performance Comparison
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
17.44%
-0.04%
7.74%
27.31%
3.84%
6.29%
OTCFX
14.19%
2.38%
10.64%
23.43%
4.50%
3.68%
Key characteristics
PRDSX | OTCFX | |
---|---|---|
Sharpe Ratio | 1.60 | 1.47 |
Sortino Ratio | 2.23 | 2.12 |
Omega Ratio | 1.27 | 1.25 |
Calmar Ratio | 0.89 | 0.75 |
Martin Ratio | 9.73 | 7.60 |
Ulcer Index | 2.91% | 3.23% |
Daily Std Dev | 17.70% | 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.
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.
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.