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PRGFX vs. PRFDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRGFX vs. PRFDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PRGFX achieves a 2.28% return, which is significantly lower than PRFDX's 13.61% return. Over the past 10 years, PRGFX has outperformed PRFDX with an annualized return of 16.13%, while PRFDX has yielded a comparatively lower 12.24% annualized return.


PRGFX

1D
-1.20%
1M
-1.92%
YTD
2.28%
6M
0.91%
1Y
17.22%
3Y*
22.49%
5Y*
8.29%
10Y*
16.13%

PRFDX

1D
0.14%
1M
1.48%
YTD
13.61%
6M
13.25%
1Y
24.39%
3Y*
17.01%
5Y*
10.57%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGFX vs. PRFDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGFX
T. Rowe Price Growth Stock Fund
2.28%15.64%38.36%45.33%-40.12%19.86%36.92%30.83%-1.04%33.57%
PRFDX
T. Rowe Price Equity Income Fund
13.61%14.60%11.85%9.75%-3.25%25.60%1.28%33.66%-9.29%15.46%

Correlation

The correlation between PRGFX and PRFDX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1986

0.77

Over the past year, the correlation between PRGFX and PRFDX has dropped to 0.38 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

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Return for Risk

PRGFX vs. PRFDX — Risk / Return Rank

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

PRGFX
PRGFX Risk / Return Rank: 1515
Overall Rank
PRGFX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRGFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRGFX Omega Ratio Rank: 1717
Omega Ratio Rank
PRGFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRGFX Martin Ratio Rank: 1212
Martin Ratio Rank

PRFDX
PRFDX Risk / Return Rank: 7474
Overall Rank
PRFDX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PRFDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PRFDX Omega Ratio Rank: 6868
Omega Ratio Rank
PRFDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRFDX Martin Ratio Rank: 7272
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.

PRGFX vs. PRFDX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRGFXPRFDXDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.20

1.42

-0.22

Calmar ratioReturn relative to maximum drawdown

1.02

3.46

-2.44

Martin ratioReturn relative to average drawdown

3.22

12.86

-9.64

PRGFX vs. PRFDX - Sharpe Ratio Comparison

The current PRGFX Sharpe Ratio is 1.10, which is lower than the PRFDX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of PRGFX and PRFDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRGFX vs. PRFDX - Drawdown Comparison

The maximum PRGFX drawdown since its inception was -54.01%, smaller than the maximum PRFDX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for PRGFX and PRFDX.


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Drawdown Indicators


PRGFXPRFDXDifference

Max Drawdown

Largest peak-to-trough decline

-54.01%

-58.12%

+4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-18.02%

-7.34%

-10.68%

Max Drawdown (3Y)

Largest decline over 3 years

-22.69%

-14.35%

-8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-46.44%

-18.08%

-28.36%

Max Drawdown (10Y)

Largest decline over 10 years

-46.44%

-39.71%

-6.73%

Current Drawdown

Current decline from peak

-4.81%

-0.52%

-4.29%

Average Drawdown

Average peak-to-trough decline

-10.66%

-6.25%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

1.97%

+3.76%

Volatility

PRGFX vs. PRFDX - Volatility Comparison

T. Rowe Price Growth Stock Fund (PRGFX) has a higher volatility of 6.26% compared to T. Rowe Price Equity Income Fund (PRFDX) at 3.58%. This indicates that PRGFX's price experiences larger fluctuations and is considered to be riskier than PRFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGFXPRFDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

3.58%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

8.36%

+4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

11.02%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.19%

14.92%

+8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

17.88%

+4.29%

PRGFX vs. PRFDX - Expense Ratio Comparison

Both PRGFX and PRFDX have an expense ratio of 0.63%.


Dividends

PRGFX vs. PRFDX - Dividend Comparison

PRGFX's dividend yield for the trailing twelve months is around 13.28%, more than PRFDX's 2.40% yield.


PositionTTM20252024202320222021202020192018201720162015
PRFDX
T. Rowe Price Equity Income Fund
2.40%2.76%8.91%6.19%6.61%8.78%3.55%12.53%11.43%8.97%7.75%7.48%
PRGFX
T. Rowe Price Growth Stock Fund
13.28%13.58%13.26%3.34%3.55%9.34%3.51%1.81%9.09%13.57%2.22%7.23%

Frequently Asked Questions


PRGFX and PRFDX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGFX has higher volatility (6.26%) compared to PRFDX (3.58%). In terms of maximum drawdown, PRGFX dropped -54.01% vs PRFDX's -58.12%.

PRFDX currently has the higher Sharpe Ratio (2.31 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PRGFX and PRFDX

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