PRDSX vs. VIOG
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDSX or VIOG.
Key characteristics
| PRDSX | VIOG | |
|---|---|---|
| YTD Return | 13.76% | 10.01% |
| 1Y Return | 24.79% | 22.86% |
| 3Y Return (Ann) | 2.70% | 2.20% |
| 5Y Return (Ann) | 9.41% | 9.48% |
| 10Y Return (Ann) | 10.15% | 10.08% |
| Sharpe Ratio | 1.37 | 1.14 |
| Daily Std Dev | 17.94% | 19.65% |
| Max Drawdown | -58.95% | -41.73% |
| Current Drawdown | -1.58% | -3.04% |
Correlation
The correlation between PRDSX and VIOG is 0.91, 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.
Performance
PRDSX vs. VIOG - Performance Comparison
In the year-to-date period, PRDSX achieves a 13.76% return, which is significantly higher than VIOG's 10.01% return. Both investments have delivered pretty close results over the past 10 years, with PRDSX having a 10.15% annualized return and VIOG not far behind at 10.08%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRDSX vs. VIOG - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Risk-Adjusted Performance
PRDSX vs. VIOG - 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 Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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. VIOG - Dividend Comparison
PRDSX's dividend yield for the trailing twelve months is around 2.13%, more than VIOG's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 2.13% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% | 3.79% | 0.60% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.08% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
PRDSX vs. VIOG - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -58.95%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for PRDSX and VIOG. For additional features, visit the drawdowns tool.
Volatility
PRDSX vs. VIOG - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) is 5.70%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 6.16%. This indicates that PRDSX experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.