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PRGFX vs. ACFOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRGFXACFOX
YTD Return29.17%41.46%
1Y Return32.32%57.17%
3Y Return (Ann)-3.28%3.09%
5Y Return (Ann)9.67%18.54%
10Y Return (Ann)6.98%15.87%
Sharpe Ratio2.083.00
Sortino Ratio2.743.68
Omega Ratio1.381.53
Calmar Ratio1.031.91
Martin Ratio10.2316.21
Ulcer Index3.39%3.69%
Daily Std Dev16.62%19.92%
Max Drawdown-57.19%-59.40%
Current Drawdown-11.97%0.00%

Correlation

-0.50.00.51.00.9

The correlation between PRGFX and ACFOX is 0.91, 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

PRGFX vs. ACFOX - Performance Comparison

In the year-to-date period, PRGFX achieves a 29.17% return, which is significantly lower than ACFOX's 41.46% return. Over the past 10 years, PRGFX has underperformed ACFOX with an annualized return of 6.98%, while ACFOX has yielded a comparatively higher 15.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.07%
24.13%
PRGFX
ACFOX

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PRGFX vs. ACFOX - Expense Ratio Comparison

PRGFX has a 0.63% expense ratio, which is lower than ACFOX's 0.85% expense ratio.


ACFOX
American Century Investments Focused Dynamic Growth Fund
Expense ratio chart for ACFOX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for PRGFX: 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%

Risk-Adjusted Performance

PRGFX vs. ACFOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock Fund (PRGFX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). 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.


PRGFX
Sharpe ratio
The chart of Sharpe ratio for PRGFX, currently valued at 2.08, compared to the broader market0.002.004.002.08
Sortino ratio
The chart of Sortino ratio for PRGFX, currently valued at 2.74, compared to the broader market0.005.0010.002.74
Omega ratio
The chart of Omega ratio for PRGFX, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for PRGFX, currently valued at 1.03, compared to the broader market0.005.0010.0015.0020.0025.001.03
Martin ratio
The chart of Martin ratio for PRGFX, currently valued at 10.23, compared to the broader market0.0020.0040.0060.0080.00100.0010.23
ACFOX
Sharpe ratio
The chart of Sharpe ratio for ACFOX, currently valued at 3.00, compared to the broader market0.002.004.003.00
Sortino ratio
The chart of Sortino ratio for ACFOX, currently valued at 3.68, compared to the broader market0.005.0010.003.68
Omega ratio
The chart of Omega ratio for ACFOX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for ACFOX, currently valued at 1.91, compared to the broader market0.005.0010.0015.0020.0025.001.91
Martin ratio
The chart of Martin ratio for ACFOX, currently valued at 16.21, compared to the broader market0.0020.0040.0060.0080.00100.0016.21

PRGFX vs. ACFOX - Sharpe Ratio Comparison

The current PRGFX Sharpe Ratio is 2.08, which is lower than the ACFOX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of PRGFX and ACFOX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.08
3.00
PRGFX
ACFOX

Dividends

PRGFX vs. ACFOX - Dividend Comparison

Neither PRGFX nor ACFOX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRGFX
T. Rowe Price Growth Stock Fund
0.00%0.00%0.00%0.00%0.00%0.19%0.19%0.26%0.08%0.00%0.00%0.04%
ACFOX
American Century Investments Focused Dynamic Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.14%1.33%1.32%0.96%

Drawdowns

PRGFX vs. ACFOX - Drawdown Comparison

The maximum PRGFX drawdown since its inception was -57.19%, roughly equal to the maximum ACFOX drawdown of -59.40%. Use the drawdown chart below to compare losses from any high point for PRGFX and ACFOX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.97%
0
PRGFX
ACFOX

Volatility

PRGFX vs. ACFOX - Volatility Comparison

The current volatility for T. Rowe Price Growth Stock Fund (PRGFX) is 4.89%, while American Century Investments Focused Dynamic Growth Fund (ACFOX) has a volatility of 6.42%. This indicates that PRGFX experiences smaller price fluctuations and is considered to be less risky than ACFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.89%
6.42%
PRGFX
ACFOX