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PRDSX vs. RFIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRDSX vs. RFIMX - 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 Ranger Micro Cap Fund (RFIMX). The values are adjusted to include any dividend payments, if applicable.

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PRDSX vs. RFIMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
-4.64%17.44%12.97%21.15%-22.49%11.15%23.85%32.75%-1.33%
RFIMX
Ranger Micro Cap Fund
0.96%1.99%11.52%9.14%-24.26%30.58%44.44%24.94%-0.56%

Returns By Period

In the year-to-date period, PRDSX achieves a -4.64% return, which is significantly lower than RFIMX's 0.96% return.


PRDSX

1D
-2.18%
1M
-10.24%
YTD
-4.64%
6M
3.04%
1Y
21.87%
3Y*
12.67%
5Y*
4.85%
10Y*
10.82%

RFIMX

1D
-1.07%
1M
-6.11%
YTD
0.96%
6M
1.71%
1Y
16.08%
3Y*
5.52%
5Y*
1.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRDSX vs. RFIMX - Expense Ratio Comparison

PRDSX has a 0.78% expense ratio, which is lower than RFIMX's 1.51% expense ratio.


Return for Risk

PRDSX vs. RFIMX — Risk / Return Rank

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

PRDSX
PRDSX Risk / Return Rank: 5555
Overall Rank
PRDSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRDSX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PRDSX Omega Ratio Rank: 4747
Omega Ratio Rank
PRDSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PRDSX Martin Ratio Rank: 5858
Martin Ratio Rank

RFIMX
RFIMX Risk / Return Rank: 3333
Overall Rank
RFIMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
RFIMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RFIMX Omega Ratio Rank: 2626
Omega Ratio Rank
RFIMX Calmar Ratio Rank: 4040
Calmar Ratio Rank
RFIMX Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRDSX vs. RFIMX - Risk-Adjusted Trends 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 Ranger Micro Cap Fund (RFIMX). 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.


PRDSXRFIMXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.71

+0.22

Sortino ratio

Return per unit of downside risk

1.48

1.15

+0.33

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.44

1.05

+0.38

Martin ratio

Return relative to average drawdown

5.56

3.64

+1.92

PRDSX vs. RFIMX - Sharpe Ratio Comparison

The current PRDSX Sharpe Ratio is 0.93, which is higher than the RFIMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PRDSX and RFIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRDSXRFIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.71

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.00

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.00

+0.35

Correlation

The correlation between PRDSX and RFIMX is 0.86, 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.


Dividends

PRDSX vs. RFIMX - Dividend Comparison

PRDSX's dividend yield for the trailing twelve months is around 13.31%, more than RFIMX's 1.31% yield.


TTM20252024202320222021202020192018201720162015
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
13.31%12.70%7.96%2.43%3.72%13.97%2.91%4.12%4.53%0.10%0.02%1.83%
RFIMX
Ranger Micro Cap Fund
1.31%1.33%0.00%0.77%47.82%71.79%0.00%0.00%0.36%0.00%0.00%0.00%

Drawdowns

PRDSX vs. RFIMX - Drawdown Comparison

The maximum PRDSX drawdown since its inception was -58.95%, smaller than the maximum RFIMX drawdown of -99.41%. Use the drawdown chart below to compare losses from any high point for PRDSX and RFIMX.


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Drawdown Indicators


PRDSXRFIMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.95%

-99.41%

+40.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-11.77%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-99.41%

+66.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

Current Drawdown

Current decline from peak

-12.08%

-99.24%

+87.16%

Average Drawdown

Average peak-to-trough decline

-14.23%

-27.70%

+13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.41%

+0.01%

Volatility

PRDSX vs. RFIMX - Volatility Comparison

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 7.45% compared to Ranger Micro Cap Fund (RFIMX) at 6.22%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than RFIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRDSXRFIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

6.22%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

13.61%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

22.27%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.36%

8,947.93%

-8,926.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

7,425.82%

-7,404.36%