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PRFDX vs. VDIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFDX vs. VDIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Income Fund (PRFDX) and Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX). The values are adjusted to include any dividend payments, if applicable.

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PRFDX vs. VDIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRFDX
T. Rowe Price Equity Income Fund
-0.99%15.88%11.85%9.75%-3.25%25.60%1.28%33.66%-9.29%15.46%
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
-0.50%35.15%3.08%17.78%-15.35%11.45%10.26%22.06%-14.48%26.48%

Returns By Period

In the year-to-date period, PRFDX achieves a -0.99% return, which is significantly lower than VDIPX's -0.50% return. Over the past 10 years, PRFDX has outperformed VDIPX with an annualized return of 10.89%, while VDIPX has yielded a comparatively lower 9.02% annualized return.


PRFDX

1D
0.08%
1M
-6.90%
YTD
-0.99%
6M
3.99%
1Y
10.29%
3Y*
12.33%
5Y*
8.58%
10Y*
10.89%

VDIPX

1D
0.03%
1M
-11.64%
YTD
-0.50%
6M
5.21%
1Y
25.90%
3Y*
14.85%
5Y*
8.17%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRFDX vs. VDIPX - Expense Ratio Comparison

PRFDX has a 0.63% expense ratio, which is higher than VDIPX's 0.04% expense ratio.


Return for Risk

PRFDX vs. VDIPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRFDX
PRFDX Risk / Return Rank: 3232
Overall Rank
PRFDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PRFDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRFDX Omega Ratio Rank: 3434
Omega Ratio Rank
PRFDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PRFDX Martin Ratio Rank: 3232
Martin Ratio Rank

VDIPX
VDIPX Risk / Return Rank: 8181
Overall Rank
VDIPX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VDIPX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VDIPX Omega Ratio Rank: 7878
Omega Ratio Rank
VDIPX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VDIPX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRFDX vs. VDIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) and Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX). 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.


PRFDXVDIPXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.51

-0.78

Sortino ratio

Return per unit of downside risk

1.09

2.01

-0.93

Omega ratio

Gain probability vs. loss probability

1.16

1.30

-0.13

Calmar ratio

Return relative to maximum drawdown

0.78

2.01

-1.23

Martin ratio

Return relative to average drawdown

3.34

8.00

-4.66

PRFDX vs. VDIPX - Sharpe Ratio Comparison

The current PRFDX Sharpe Ratio is 0.73, which is lower than the VDIPX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of PRFDX and VDIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRFDXVDIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.51

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.53

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.55

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.47

+0.12

Correlation

The correlation between PRFDX and VDIPX is 0.77, 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

PRFDX vs. VDIPX - Dividend Comparison

PRFDX's dividend yield for the trailing twelve months is around 3.87%, more than VDIPX's 3.04% yield.


TTM20252024202320222021202020192018201720162015
PRFDX
T. Rowe Price Equity Income Fund
3.87%3.87%8.91%6.19%6.61%8.78%3.55%12.53%11.43%8.97%7.75%7.48%
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
3.04%3.23%3.37%3.16%2.92%3.17%2.05%3.05%3.36%2.79%3.08%2.95%

Drawdowns

PRFDX vs. VDIPX - Drawdown Comparison

The maximum PRFDX drawdown since its inception was -58.12%, which is greater than VDIPX's maximum drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for PRFDX and VDIPX.


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Drawdown Indicators


PRFDXVDIPXDifference

Max Drawdown

Largest peak-to-trough decline

-58.12%

-35.61%

-22.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-11.67%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-29.69%

+11.61%

Max Drawdown (10Y)

Largest decline over 10 years

-39.71%

-35.61%

-4.10%

Current Drawdown

Current decline from peak

-7.26%

-11.64%

+4.38%

Average Drawdown

Average peak-to-trough decline

-6.28%

-7.28%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.94%

-0.06%

Volatility

PRFDX vs. VDIPX - Volatility Comparison

The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.63%, while Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) has a volatility of 7.07%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than VDIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFDXVDIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

7.07%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

10.90%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

16.46%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

15.61%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

16.41%

+1.46%