PRDSX vs. PEXMX

In the year-to-date period, PRDSX achieves a 22.80% return, which is significantly lower than PEXMX's 24.73% return. Over the past 10 years, PRDSX has underperformed PEXMX with an annualized return of 6.65%, while PEXMX has yielded a comparatively higher 10.01% annualized return.

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PRDSX has a 0.78% expense ratio, which is higher than PEXMX's 0.23% expense ratio.

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 Extended Equity Market Index Fund (PEXMX). 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.

The current PRDSX Sharpe Ratio is 1.81, which is comparable to the PEXMX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PRDSX and PEXMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRDSX has not paid dividends to shareholders, while PEXMX's dividend yield for the trailing twelve months is around 0.84%.

The maximum PRDSX drawdown since its inception was -61.68%, which is greater than PEXMX's maximum drawdown of -57.28%. Use the drawdown chart below to compare losses from any high point for PRDSX and PEXMX. For additional features, visit the drawdowns tool.

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and T. Rowe Price Extended Equity Market Index Fund (PEXMX) have volatilities of 6.23% and 6.36%, 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.