VBR vs. PRDSX
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX).
VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBR or PRDSX.
Key characteristics
| VBR | PRDSX | |
|---|---|---|
| YTD Return | 11.23% | 13.76% |
| 1Y Return | 23.44% | 24.79% |
| 3Y Return (Ann) | 7.54% | 2.70% |
| 5Y Return (Ann) | 11.03% | 9.41% |
| 10Y Return (Ann) | 8.96% | 10.15% |
| Sharpe Ratio | 1.33 | 1.37 |
| Daily Std Dev | 17.43% | 17.94% |
| Max Drawdown | -62.01% | -58.95% |
| Current Drawdown | -0.20% | -1.58% |
Correlation
The correlation between VBR and PRDSX 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
VBR vs. PRDSX - Performance Comparison
In the year-to-date period, VBR achieves a 11.23% return, which is significantly lower than PRDSX's 13.76% return. Over the past 10 years, VBR has underperformed PRDSX with an annualized return of 8.96%, while PRDSX has yielded a comparatively higher 10.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBR vs. PRDSX - Expense Ratio Comparison
VBR has a 0.07% expense ratio, which is lower than PRDSX's 0.78% expense ratio.
Risk-Adjusted Performance
VBR vs. PRDSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX). 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
VBR vs. PRDSX - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 2.01%, less than PRDSX's 2.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 2.01% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
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% |
Drawdowns
VBR vs. PRDSX - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, which is greater than PRDSX's maximum drawdown of -58.95%. Use the drawdown chart below to compare losses from any high point for VBR and PRDSX. For additional features, visit the drawdowns tool.
Volatility
VBR vs. PRDSX - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 4.93%, while T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a volatility of 5.70%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than PRDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.