PRDSX vs. SWPPX

In the year-to-date period, PRDSX achieves a 6.07% return, which is significantly lower than SWPPX's 25.40% return. Over the past 10 years, PRDSX has underperformed SWPPX with an annualized return of 5.35%, while SWPPX has yielded a comparatively higher 12.96% annualized return.

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PRDSX has a 0.78% expense ratio, which is higher than SWPPX's 0.02% 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 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.

The current PRDSX Sharpe Ratio is 0.38, which is lower than the SWPPX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of PRDSX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PRDSX nor SWPPX has paid dividends to shareholders.

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.

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 8.19% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.00%. 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.