PRDSX vs. VBR
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Vanguard Small-Cap Value ETF (VBR).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
PRDSX vs. VBR - Performance Comparison
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PRDSX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 3.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, PRDSX achieves a -4.64% return, which is significantly lower than VBR's 3.17% return. Over the past 10 years, PRDSX has outperformed VBR with an annualized return of 10.82%, while VBR has yielded a comparatively lower 10.10% 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%
VBR
- 1D
- 2.34%
- 1M
- -4.96%
- YTD
- 3.17%
- 6M
- 5.21%
- 1Y
- 18.95%
- 3Y*
- 13.42%
- 5Y*
- 7.55%
- 10Y*
- 10.10%
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PRDSX vs. VBR - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
PRDSX vs. VBR — Risk / Return Rank
PRDSX
VBR
PRDSX vs. VBR - 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 Value ETF (VBR). 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.
| PRDSX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.92 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.42 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.37 | +0.07 |
Martin ratioReturn relative to average drawdown | 5.56 | 5.64 | -0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRDSX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.92 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.38 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.47 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.40 | -0.05 |
Correlation
The correlation between PRDSX and VBR 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.
Dividends
PRDSX vs. VBR - Dividend Comparison
PRDSX's dividend yield for the trailing twelve months is around 13.31%, more than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
PRDSX vs. VBR - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -58.95%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for PRDSX and VBR.
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Drawdown Indicators
| PRDSX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.95% | -61.98% | +3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -14.18% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -33.17% | -24.19% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -45.28% | +7.67% |
Current DrawdownCurrent decline from peak | -12.08% | -6.13% | -5.95% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -8.32% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.44% | -0.02% |
Volatility
PRDSX vs. VBR - Volatility Comparison
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 7.45% compared to Vanguard Small-Cap Value ETF (VBR) at 5.50%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDSX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 5.50% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 11.28% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 20.64% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.36% | 19.85% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 21.73% | -0.27% |