PREIX vs. PRSGX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund (PREIX) and T. Rowe Price Spectrum Diversified Equity Fund (PRSGX).
PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990. PRSGX is managed by T. Rowe Price. It was launched on Jun 29, 1990.
Performance
PREIX vs. PRSGX - Performance Comparison
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PREIX vs. PRSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PREIX T. Rowe Price Equity Index 500 Fund | -4.39% | 19.24% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 31.47% | -4.59% | 21.01% |
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | -3.94% | 33.73% | 17.16% | 20.89% | -18.86% | 20.65% | 18.34% | 27.08% | -8.66% | 24.22% |
Returns By Period
In the year-to-date period, PREIX achieves a -4.39% return, which is significantly lower than PRSGX's -3.94% return. Over the past 10 years, PREIX has outperformed PRSGX with an annualized return of 13.98%, while PRSGX has yielded a comparatively lower 12.52% annualized return.
PREIX
- 1D
- 2.92%
- 1M
- -5.05%
- YTD
- -4.39%
- 6M
- -0.92%
- 1Y
- 18.69%
- 3Y*
- 18.61%
- 5Y*
- 11.89%
- 10Y*
- 13.98%
PRSGX
- 1D
- 2.87%
- 1M
- -5.61%
- YTD
- -3.94%
- 6M
- 14.22%
- 1Y
- 31.40%
- 3Y*
- 19.90%
- 5Y*
- 10.54%
- 10Y*
- 12.52%
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PREIX vs. PRSGX - Expense Ratio Comparison
PREIX has a 0.15% expense ratio, which is lower than PRSGX's 0.73% expense ratio.
Return for Risk
PREIX vs. PRSGX — Risk / Return Rank
PREIX
PRSGX
PREIX vs. PRSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Index 500 Fund (PREIX) and T. Rowe Price Spectrum Diversified Equity Fund (PRSGX). 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.
| PREIX | PRSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.33 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.66 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.27 | -0.64 |
Martin ratioReturn relative to average drawdown | 7.85 | 10.47 | -2.62 |
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
| PREIX | PRSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.33 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.70 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.57 | +0.02 |
Correlation
The correlation between PREIX and PRSGX is 0.93, 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
PREIX vs. PRSGX - Dividend Comparison
PREIX's dividend yield for the trailing twelve months is around 3.85%, less than PRSGX's 30.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREIX T. Rowe Price Equity Index 500 Fund | 3.85% | 3.66% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 30.60% | 29.40% | 6.66% | 4.93% | 10.33% | 6.54% | 13.48% | 9.06% | 11.25% | 6.98% | 6.39% | 11.48% |
Drawdowns
PREIX vs. PRSGX - Drawdown Comparison
The maximum PREIX drawdown since its inception was -55.32%, roughly equal to the maximum PRSGX drawdown of -56.47%. Use the drawdown chart below to compare losses from any high point for PREIX and PRSGX.
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Drawdown Indicators
| PREIX | PRSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.32% | -56.47% | +1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.99% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -26.86% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | -34.52% | +0.71% |
Current DrawdownCurrent decline from peak | -6.27% | -6.27% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -7.49% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.90% | -0.38% |
Volatility
PREIX vs. PRSGX - Volatility Comparison
T. Rowe Price Equity Index 500 Fund (PREIX) and T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) have volatilities of 5.35% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PREIX | PRSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.51% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 18.36% | -8.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 24.75% | -6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 17.78% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 18.03% | +0.05% |