PRFDX vs. VSGAX
Compare and contrast key facts about T. Rowe Price Equity Income Fund (PRFDX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX).
PRFDX is managed by T. Rowe Price. It was launched on Oct 31, 1985. VSGAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRFDX or VSGAX.
Key characteristics
| PRFDX | VSGAX | |
|---|---|---|
| YTD Return | 17.93% | 22.19% |
| 1Y Return | 30.41% | 44.45% |
| 3Y Return (Ann) | 8.11% | -0.27% |
| 5Y Return (Ann) | 10.56% | 9.86% |
| 10Y Return (Ann) | 9.13% | 9.79% |
| Sharpe Ratio | 2.98 | 2.42 |
| Sortino Ratio | 4.19 | 3.27 |
| Omega Ratio | 1.55 | 1.41 |
| Calmar Ratio | 3.79 | 1.43 |
| Martin Ratio | 20.66 | 12.74 |
| Ulcer Index | 1.53% | 3.62% |
| Daily Std Dev | 10.60% | 19.03% |
| Max Drawdown | -58.12% | -38.70% |
| Current Drawdown | 0.00% | -1.99% |
Correlation
The correlation between PRFDX and VSGAX is 0.79, 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.
Performance
PRFDX vs. VSGAX - Performance Comparison
In the year-to-date period, PRFDX achieves a 17.93% return, which is significantly lower than VSGAX's 22.19% return. Over the past 10 years, PRFDX has underperformed VSGAX with an annualized return of 9.13%, while VSGAX has yielded a comparatively higher 9.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRFDX vs. VSGAX - Expense Ratio Comparison
PRFDX has a 0.63% expense ratio, which is higher than VSGAX's 0.07% expense ratio.
Risk-Adjusted Performance
PRFDX vs. VSGAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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.
Dividends
PRFDX vs. VSGAX - Dividend Comparison
PRFDX's dividend yield for the trailing twelve months is around 1.84%, more than VSGAX's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRFDX T. Rowe Price Equity Income Fund | 1.84% | 2.09% | 2.13% | 1.75% | 2.18% | 2.37% | 2.67% | 2.01% | 2.32% | 2.28% | 2.01% | 1.64% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.59% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% | 1.01% | 0.65% |
Drawdowns
PRFDX vs. VSGAX - Drawdown Comparison
The maximum PRFDX drawdown since its inception was -58.12%, which is greater than VSGAX's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for PRFDX and VSGAX. For additional features, visit the drawdowns tool.
Volatility
PRFDX vs. VSGAX - Volatility Comparison
The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.18%, while Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a volatility of 5.15%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than VSGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.