PRDSX vs. SLYG
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and SPDR S&P 600 Small Cap Growth ETF (SLYG).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. SLYG is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 25, 2000.
Performance
PRDSX vs. SLYG - Performance Comparison
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PRDSX vs. SLYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | -0.54% | 17.44% | 12.97% | 21.15% | -22.49% | 11.15% | 23.85% | 32.75% | -6.91% | 22.12% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 3.73% | 5.20% | 9.38% | 17.27% | -21.26% | 22.42% | 19.48% | 20.97% | -4.20% | 14.62% |
Returns By Period
In the year-to-date period, PRDSX achieves a -0.54% return, which is significantly lower than SLYG's 3.73% return. Over the past 10 years, PRDSX has outperformed SLYG with an annualized return of 11.28%, while SLYG has yielded a comparatively lower 10.00% annualized return.
PRDSX
- 1D
- 4.30%
- 1M
- -7.15%
- YTD
- -0.54%
- 6M
- 7.63%
- 1Y
- 26.69%
- 3Y*
- 14.27%
- 5Y*
- 5.39%
- 10Y*
- 11.28%
SLYG
- 1D
- 0.93%
- 1M
- -4.59%
- YTD
- 3.73%
- 6M
- 3.71%
- 1Y
- 18.20%
- 3Y*
- 10.99%
- 5Y*
- 3.36%
- 10Y*
- 10.00%
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PRDSX vs. SLYG - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is higher than SLYG's 0.15% expense ratio.
Return for Risk
PRDSX vs. SLYG — Risk / Return Rank
PRDSX
SLYG
PRDSX vs. SLYG - 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 SPDR S&P 600 Small Cap Growth ETF (SLYG). 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.
| PRDSX | SLYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.82 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.31 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.31 | +0.70 |
Martin ratioReturn relative to average drawdown | 7.71 | 5.43 | +2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRDSX | SLYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.82 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.16 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.44 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.29 | +0.07 |
Correlation
The correlation between PRDSX and SLYG is 0.92, 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. SLYG - Dividend Comparison
PRDSX's dividend yield for the trailing twelve months is around 12.76%, more than SLYG's 0.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 12.76% | 12.70% | 7.96% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 0.79% | 0.86% | 1.22% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% |
Drawdowns
PRDSX vs. SLYG - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -58.95%, smaller than the maximum SLYG drawdown of -62.15%. Use the drawdown chart below to compare losses from any high point for PRDSX and SLYG.
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Drawdown Indicators
| PRDSX | SLYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.95% | -62.15% | +3.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -14.06% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -33.17% | -29.18% | -3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -41.86% | +4.25% |
Current DrawdownCurrent decline from peak | -8.30% | -5.04% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -14.64% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.40% | +0.06% |
Volatility
PRDSX vs. SLYG - Volatility Comparison
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 8.74% compared to SPDR S&P 600 Small Cap Growth ETF (SLYG) at 7.20%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than SLYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDSX | SLYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 7.20% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 13.08% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.62% | 22.19% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 21.57% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 22.71% | -1.21% |