PRDSX vs. XSMO
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Invesco S&P SmallCap Momentum ETF (XSMO).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Performance
PRDSX vs. XSMO - Performance Comparison
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PRDSX vs. XSMO - 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 | -0.54% | 17.44% | 12.97% | 21.15% | -22.49% | 11.15% | 23.85% | 32.75% | -6.91% | 22.12% |
XSMO Invesco S&P SmallCap Momentum ETF | 7.05% | 9.80% | 17.45% | 21.55% | -15.44% | 19.24% | 21.96% | 28.65% | -3.44% | 23.95% |
Returns By Period
In the year-to-date period, PRDSX achieves a -0.54% return, which is significantly lower than XSMO's 7.05% return. Over the past 10 years, PRDSX has underperformed XSMO with an annualized return of 11.28%, while XSMO has yielded a comparatively higher 13.73% annualized return.
PRDSX
- 1D
- 4.30%
- 1M
- -7.15%
- YTD
- -0.54%
- 6M
- 7.63%
- 1Y
- 26.69%
- 3Y*
- 14.27%
- 5Y*
- 5.39%
- 10Y*
- 11.28%
XSMO
- 1D
- 1.24%
- 1M
- -4.33%
- YTD
- 7.05%
- 6M
- 4.97%
- 1Y
- 23.58%
- 3Y*
- 19.37%
- 5Y*
- 8.69%
- 10Y*
- 13.73%
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PRDSX vs. XSMO - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is higher than XSMO's 0.39% expense ratio.
Return for Risk
PRDSX vs. XSMO — Risk / Return Rank
PRDSX
XSMO
PRDSX vs. XSMO - 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 Invesco S&P SmallCap Momentum ETF (XSMO). 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 | XSMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.07 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.59 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.75 | +0.27 |
Martin ratioReturn relative to average drawdown | 7.71 | 7.23 | +0.47 |
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 | XSMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.07 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.38 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.36 | 0.00 |
Correlation
The correlation between PRDSX and XSMO is 0.89, 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. XSMO - Dividend Comparison
PRDSX's dividend yield for the trailing twelve months is around 12.76%, more than XSMO's 0.60% 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 | 12.76% | 12.70% | 7.96% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.60% | 0.75% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% |
Drawdowns
PRDSX vs. XSMO - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -58.95%, roughly equal to the maximum XSMO drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for PRDSX and XSMO.
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Drawdown Indicators
| PRDSX | XSMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.95% | -58.06% | -0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -13.42% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -33.17% | -29.62% | -3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -39.39% | +1.78% |
Current DrawdownCurrent decline from peak | -8.30% | -4.59% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -11.21% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.24% | +0.22% |
Volatility
PRDSX vs. XSMO - Volatility Comparison
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 8.74% compared to Invesco S&P SmallCap Momentum ETF (XSMO) at 7.71%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDSX | XSMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 7.71% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 13.63% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.62% | 22.11% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 22.87% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 24.05% | -2.55% |