PREFX vs. VOOG
Compare and contrast key facts about T. Rowe Price Tax-Efficient Equity Fund (PREFX) and Vanguard S&P 500 Growth ETF (VOOG).
PREFX is managed by T. Rowe Price. It was launched on Dec 29, 2000. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
PREFX vs. VOOG - Performance Comparison
Loading graphics...
PREFX vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PREFX T. Rowe Price Tax-Efficient Equity Fund | -9.48% | 16.30% | 32.37% | 36.98% | -30.52% | 22.19% | 35.32% | 36.59% | -0.46% | 28.80% |
VOOG Vanguard S&P 500 Growth ETF | -6.97% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
In the year-to-date period, PREFX achieves a -9.48% return, which is significantly lower than VOOG's -6.97% return. Over the past 10 years, PREFX has underperformed VOOG with an annualized return of 14.98%, while VOOG has yielded a comparatively higher 15.86% annualized return.
PREFX
- 1D
- 3.81%
- 1M
- -5.76%
- YTD
- -9.48%
- 6M
- -9.30%
- 1Y
- 15.23%
- 3Y*
- 19.43%
- 5Y*
- 9.56%
- 10Y*
- 14.98%
VOOG
- 1D
- 1.30%
- 1M
- -4.28%
- YTD
- -6.97%
- 6M
- -5.29%
- 1Y
- 23.21%
- 3Y*
- 22.32%
- 5Y*
- 12.46%
- 10Y*
- 15.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PREFX vs. VOOG - Expense Ratio Comparison
PREFX has a 0.76% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
PREFX vs. VOOG — Risk / Return Rank
PREFX
VOOG
PREFX vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Tax-Efficient Equity Fund (PREFX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
| PREFX | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.05 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.62 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.76 | -0.91 |
Martin ratioReturn relative to average drawdown | 2.76 | 6.81 | -4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PREFX | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.05 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.59 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.77 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.84 | -0.39 |
Correlation
The correlation between PREFX and VOOG is 0.95, 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
PREFX vs. VOOG - Dividend Comparison
PREFX has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.53%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREFX T. Rowe Price Tax-Efficient Equity Fund | 0.00% | 0.00% | 0.85% | 0.61% | 0.88% | 2.09% | 1.98% | 0.94% | 1.36% | 2.82% | 0.22% | 0.55% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
PREFX vs. VOOG - Drawdown Comparison
The maximum PREFX drawdown since its inception was -56.70%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for PREFX and VOOG.
Loading graphics...
Drawdown Indicators
| PREFX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.70% | -32.73% | -23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -13.71% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -35.95% | -32.73% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -32.73% | -3.22% |
Current DrawdownCurrent decline from peak | -12.99% | -9.07% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -5.01% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 3.54% | +1.41% |
Volatility
PREFX vs. VOOG - Volatility Comparison
The current volatility for T. Rowe Price Tax-Efficient Equity Fund (PREFX) is 6.84%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that PREFX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PREFX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 7.28% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 12.68% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 22.28% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 21.16% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 20.65% | +0.56% |