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VBR vs. PRDSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

VBR vs. PRDSX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.52%
-0.09%
VBR
PRDSX

Key characteristics

Sharpe Ratio

VBR:

0.81

PRDSX:

0.37

Sortino Ratio

VBR:

1.22

PRDSX:

0.61

Omega Ratio

VBR:

1.15

PRDSX:

1.08

Calmar Ratio

VBR:

1.45

PRDSX:

0.24

Martin Ratio

VBR:

4.08

PRDSX:

1.84

Ulcer Index

VBR:

3.23%

PRDSX:

3.72%

Daily Std Dev

VBR:

16.40%

PRDSX:

18.72%

Max Drawdown

VBR:

-62.01%

PRDSX:

-61.68%

Current Drawdown

VBR:

-8.04%

PRDSX:

-20.99%

Returns By Period

In the year-to-date period, VBR achieves a 12.72% return, which is significantly higher than PRDSX's 6.93% return. Over the past 10 years, VBR has outperformed PRDSX with an annualized return of 8.64%, while PRDSX has yielded a comparatively lower 5.43% annualized return.


VBR

YTD

12.72%

1M

-6.63%

6M

9.33%

1Y

12.49%

5Y*

10.00%

10Y*

8.64%

PRDSX

YTD

6.93%

1M

-12.93%

6M

-0.09%

1Y

6.85%

5Y*

1.91%

10Y*

5.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VBR vs. PRDSX - Expense Ratio Comparison

VBR has a 0.07% expense ratio, which is lower than PRDSX's 0.78% expense ratio.


PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
Expense ratio chart for PRDSX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Sharpe ratio
The chart of Sharpe ratio for VBR, currently valued at 0.76, compared to the broader market0.002.004.000.760.37
The chart of Sortino ratio for VBR, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.170.61
The chart of Omega ratio for VBR, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.08
The chart of Calmar ratio for VBR, currently valued at 1.37, compared to the broader market0.005.0010.0015.001.370.24
The chart of Martin ratio for VBR, currently valued at 3.82, compared to the broader market0.0020.0040.0060.0080.00100.003.821.84
VBR
PRDSX

The current VBR Sharpe Ratio is 0.81, which is higher than the PRDSX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VBR and PRDSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.76
0.37
VBR
PRDSX

Dividends

VBR vs. PRDSX - Dividend Comparison

VBR's dividend yield for the trailing twelve months is around 1.97%, while PRDSX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VBR
Vanguard Small-Cap Value ETF
1.97%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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VBR vs. PRDSX - Drawdown Comparison

The maximum VBR drawdown since its inception was -62.01%, roughly equal to the maximum PRDSX drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for VBR and PRDSX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.04%
-20.99%
VBR
PRDSX

Volatility

VBR vs. PRDSX - Volatility Comparison

The current volatility for Vanguard Small-Cap Value ETF (VBR) is 4.63%, while T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a volatility of 8.01%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.63%
8.01%
VBR
PRDSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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