PRDSX vs. SLYG

In the year-to-date period, PRDSX achieves a 22.80% return, which is significantly higher than SLYG's 19.39% return. Over the past 10 years, PRDSX has underperformed SLYG with an annualized return of 6.65%, while SLYG has yielded a comparatively higher 10.59% annualized return.

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PRDSX has a 0.78% expense ratio, which is higher than SLYG's 0.15% 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 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.

The current PRDSX Sharpe Ratio is 1.81, which is comparable to the SLYG Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PRDSX and SLYG, 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 SLYG's dividend yield for the trailing twelve months is around 1.01%.

The maximum PRDSX drawdown since its inception was -61.68%, roughly equal to the maximum SLYG drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for PRDSX and SLYG. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) is 6.23%, while SPDR S&P 600 Small Cap Growth ETF (SLYG) has a volatility of 7.56%. This indicates that PRDSX experiences smaller price fluctuations and is considered to be less risky than SLYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.