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PRDSX vs. VISGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRDSX vs. VISGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Vanguard Small Cap Growth Index Fund (VISGX). The values are adjusted to include any dividend payments, if applicable.

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PRDSX vs. VISGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
-4.64%17.44%12.97%21.15%-22.49%11.15%23.85%32.75%-6.91%22.12%
VISGX
Vanguard Small Cap Growth Index Fund
-3.94%8.18%14.80%22.91%-28.50%5.58%35.11%32.60%-5.81%21.78%

Returns By Period

In the year-to-date period, PRDSX achieves a -4.64% return, which is significantly lower than VISGX's -3.94% return. Over the past 10 years, PRDSX has outperformed VISGX with an annualized return of 10.82%, while VISGX has yielded a comparatively lower 9.84% annualized return.


PRDSX

1D
-2.18%
1M
-10.24%
YTD
-4.64%
6M
3.04%
1Y
21.87%
3Y*
12.67%
5Y*
4.85%
10Y*
10.82%

VISGX

1D
-1.75%
1M
-9.44%
YTD
-3.94%
6M
-2.52%
1Y
15.53%
3Y*
10.67%
5Y*
1.54%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRDSX vs. VISGX - Expense Ratio Comparison

PRDSX has a 0.78% expense ratio, which is higher than VISGX's 0.19% expense ratio.


Return for Risk

PRDSX vs. VISGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRDSX
PRDSX Risk / Return Rank: 5555
Overall Rank
PRDSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRDSX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PRDSX Omega Ratio Rank: 4747
Omega Ratio Rank
PRDSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PRDSX Martin Ratio Rank: 5858
Martin Ratio Rank

VISGX
VISGX Risk / Return Rank: 2929
Overall Rank
VISGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VISGX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VISGX Omega Ratio Rank: 2525
Omega Ratio Rank
VISGX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VISGX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRDSX vs. VISGX - 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 Vanguard Small Cap Growth Index Fund (VISGX). 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.


PRDSXVISGXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.62

+0.30

Sortino ratio

Return per unit of downside risk

1.48

1.03

+0.44

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.44

0.86

+0.58

Martin ratio

Return relative to average drawdown

5.56

3.47

+2.09

PRDSX vs. VISGX - Sharpe Ratio Comparison

The current PRDSX Sharpe Ratio is 0.93, which is higher than the VISGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PRDSX and VISGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRDSXVISGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.62

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.07

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.43

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.36

0.00

Correlation

The correlation between PRDSX and VISGX is 0.97, 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. VISGX - Dividend Comparison

PRDSX's dividend yield for the trailing twelve months is around 13.31%, more than VISGX's 0.42% yield.


TTM20252024202320222021202020192018201720162015
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
13.31%12.70%7.96%2.43%3.72%13.97%2.91%4.12%4.53%0.10%0.02%1.83%
VISGX
Vanguard Small Cap Growth Index Fund
0.42%0.33%0.42%0.56%0.46%0.23%0.35%0.47%0.65%0.71%0.97%0.84%

Drawdowns

PRDSX vs. VISGX - Drawdown Comparison

The maximum PRDSX drawdown since its inception was -58.95%, roughly equal to the maximum VISGX drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for PRDSX and VISGX.


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Drawdown Indicators


PRDSXVISGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.95%

-58.74%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-14.49%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-38.41%

+5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

-38.70%

+1.09%

Current Drawdown

Current decline from peak

-12.08%

-11.39%

-0.69%

Average Drawdown

Average peak-to-trough decline

-14.23%

-11.67%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.60%

-0.18%

Volatility

PRDSX vs. VISGX - Volatility Comparison

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Vanguard Small Cap Growth Index Fund (VISGX) have volatilities of 7.45% and 7.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRDSXVISGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

7.59%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

15.11%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

24.20%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.36%

23.49%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

22.88%

-1.42%