PRGFX vs. SSSFX

In the year-to-date period, PRGFX achieves a 2.82% return, which is significantly higher than SSSFX's 2.60% return. Over the past 10 years, PRGFX has outperformed SSSFX with an annualized return of 7.74%, while SSSFX has yielded a comparatively lower 0.58% annualized return.

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PRGFX has a 0.63% expense ratio, which is lower than SSSFX's 1.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock Fund (PRGFX) and SouthernSun Small Cap (SSSFX). 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.

The current PRGFX Sharpe Ratio is 1.05, which is higher than the SSSFX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of PRGFX and SSSFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PRGFX nor SSSFX has paid dividends to shareholders.

The maximum PRGFX drawdown since its inception was -57.19%, smaller than the maximum SSSFX drawdown of -66.47%. Use the drawdown chart below to compare losses from any high point for PRGFX and SSSFX. For additional features, visit the drawdowns tool.

T. Rowe Price Growth Stock Fund (PRGFX) has a higher volatility of 6.31% compared to SouthernSun Small Cap (SSSFX) at 4.05%. This indicates that PRGFX's price experiences larger fluctuations and is considered to be riskier than SSSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.