PRGFX vs. VUG

The year-to-date returns for both investments are quite close, with PRGFX having a -9.98% return and VUG slightly higher at -9.51%. Over the past 10 years, PRGFX has underperformed VUG with an annualized return of 5.41%, while VUG has yielded a comparatively higher 14.03% annualized return.

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PRGFX has a 0.63% expense ratio, which is higher than VUG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock Fund (PRGFX) and Vanguard Growth ETF (VUG). 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 0.14, which is lower than the VUG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PRGFX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRGFX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.52%.

The maximum PRGFX drawdown since its inception was -57.19%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PRGFX and VUG. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Growth Stock Fund (PRGFX) is 15.84%, while Vanguard Growth ETF (VUG) has a volatility of 16.82%. This indicates that PRGFX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.