PREFX vs. SWPPX

In the year-to-date period, PREFX achieves a -5.23% return, which is significantly lower than SWPPX's -3.30% return. Both investments have delivered pretty close results over the past 10 years, with PREFX having a 12.21% annualized return and SWPPX not far behind at 12.18%.

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PREFX has a 0.76% expense ratio, which is higher than SWPPX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Tax-Efficient Equity Fund (PREFX) and Schwab S&P 500 Index Fund (SWPPX). 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.

The current PREFX Sharpe Ratio is 0.44, which is comparable to the SWPPX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PREFX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PREFX has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.27%.

The maximum PREFX drawdown since its inception was -56.70%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PREFX and SWPPX. For additional features, visit the drawdowns tool.

T. Rowe Price Tax-Efficient Equity Fund (PREFX) has a higher volatility of 8.05% compared to Schwab S&P 500 Index Fund (SWPPX) at 6.81%. This indicates that PREFX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.