PRDSX vs. SWPPX
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Schwab S&P 500 Index Fund (SWPPX).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDSX or SWPPX.
Performance
PRDSX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, PRDSX achieves a 20.90% return, which is significantly lower than SWPPX's 26.21% return. Over the past 10 years, PRDSX has underperformed SWPPX with an annualized return of 6.47%, while SWPPX has yielded a comparatively higher 13.15% annualized return.
PRDSX
20.90%
4.98%
13.30%
30.07%
4.52%
6.47%
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
Key characteristics
| PRDSX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 1.74 | 2.67 |
| Sortino Ratio | 2.41 | 3.56 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 0.97 | 3.89 |
| Martin Ratio | 10.53 | 17.43 |
| Ulcer Index | 2.94% | 1.89% |
| Daily Std Dev | 17.73% | 12.31% |
| Max Drawdown | -61.68% | -55.06% |
| Current Drawdown | -10.67% | -0.82% |
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PRDSX vs. SWPPX - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between PRDSX and SWPPX is 0.85, 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. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
PRDSX has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDSX 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% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
PRDSX vs. SWPPX - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -61.68%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PRDSX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
PRDSX vs. SWPPX - Volatility Comparison
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 6.09% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.96%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.