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PRFDX vs. PRDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRFDX and PRDGX 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.


-0.50.00.51.00.9

Performance

PRFDX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.75%
-0.53%
PRFDX
PRDGX

Key characteristics

Sharpe Ratio

PRFDX:

1.27

PRDGX:

1.06

Sortino Ratio

PRFDX:

1.82

PRDGX:

1.43

Omega Ratio

PRFDX:

1.23

PRDGX:

1.20

Calmar Ratio

PRFDX:

1.23

PRDGX:

1.20

Martin Ratio

PRFDX:

6.93

PRDGX:

5.60

Ulcer Index

PRFDX:

1.90%

PRDGX:

2.00%

Daily Std Dev

PRFDX:

10.43%

PRDGX:

10.57%

Max Drawdown

PRFDX:

-61.32%

PRDGX:

-49.79%

Current Drawdown

PRFDX:

-6.18%

PRDGX:

-8.19%

Returns By Period

In the year-to-date period, PRFDX achieves a 12.17% return, which is significantly higher than PRDGX's 10.20% return. Over the past 10 years, PRFDX has underperformed PRDGX with an annualized return of 3.30%, while PRDGX has yielded a comparatively higher 10.94% annualized return.


PRFDX

YTD

12.17%

1M

-5.41%

6M

2.75%

1Y

12.84%

5Y*

5.13%

10Y*

3.30%

PRDGX

YTD

10.20%

1M

-6.97%

6M

-0.53%

1Y

10.87%

5Y*

10.14%

10Y*

10.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRFDX vs. PRDGX - Expense Ratio Comparison

PRFDX has a 0.63% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


PRFDX
T. Rowe Price Equity Income Fund
Expense ratio chart for PRFDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

PRFDX vs. PRDGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRFDX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.001.271.06
The chart of Sortino ratio for PRFDX, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.001.821.43
The chart of Omega ratio for PRFDX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.20
The chart of Calmar ratio for PRFDX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.231.20
The chart of Martin ratio for PRFDX, currently valued at 6.93, compared to the broader market0.0020.0040.0060.006.935.60
PRFDX
PRDGX

The current PRFDX Sharpe Ratio is 1.27, which is comparable to the PRDGX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PRFDX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.27
1.06
PRFDX
PRDGX

Dividends

PRFDX vs. PRDGX - Dividend Comparison

PRFDX's dividend yield for the trailing twelve months is around 8.89%, more than PRDGX's 0.75% yield.


TTM20232022202120202019201820172016201520142013
PRFDX
T. Rowe Price Equity Income Fund
8.89%2.09%2.13%1.75%2.18%2.37%2.67%2.01%2.32%2.28%2.01%1.64%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
0.75%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%1.22%

Drawdowns

PRFDX vs. PRDGX - Drawdown Comparison

The maximum PRFDX drawdown since its inception was -61.32%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PRFDX and PRDGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.18%
-8.19%
PRFDX
PRDGX

Volatility

PRFDX vs. PRDGX - Volatility Comparison

The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.18%, while T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a volatility of 5.02%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.18%
5.02%
PRFDX
PRDGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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