PRNHX vs. AVUV
Compare and contrast key facts about T. Rowe Price New Horizons Fund (PRNHX) and Avantis U.S. Small Cap Value ETF (AVUV).
PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRNHX or AVUV.
Performance
PRNHX vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, PRNHX achieves a 8.54% return, which is significantly lower than AVUV's 13.81% return.
PRNHX
8.54%
4.36%
8.83%
21.75%
8.07%
12.03%
AVUV
13.81%
4.94%
10.37%
29.33%
16.23%
N/A
Key characteristics
| PRNHX | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.24 | 1.31 |
| Sortino Ratio | 1.78 | 2.01 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 0.54 | 2.53 |
| Martin Ratio | 3.97 | 6.63 |
| Ulcer Index | 5.30% | 4.19% |
| Daily Std Dev | 16.96% | 21.10% |
| Max Drawdown | -55.79% | -49.42% |
| Current Drawdown | -25.58% | -3.72% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRNHX vs. AVUV - Expense Ratio Comparison
PRNHX has a 0.75% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between PRNHX and AVUV is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PRNHX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and Avantis U.S. Small Cap Value ETF (AVUV). 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
PRNHX vs. AVUV - Dividend Comparison
PRNHX has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.55%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRNHX T. Rowe Price New Horizons Fund | 0.00% | 0.00% | 4.72% | 17.09% | 13.58% | 11.73% | 13.94% | 8.27% | 5.77% | 7.72% | 11.65% | 6.61% |
AVUV Avantis U.S. Small Cap Value ETF | 1.55% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRNHX vs. AVUV - Drawdown Comparison
The maximum PRNHX drawdown since its inception was -55.79%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for PRNHX and AVUV. For additional features, visit the drawdowns tool.
Volatility
PRNHX vs. AVUV - Volatility Comparison
The current volatility for T. Rowe Price New Horizons Fund (PRNHX) is 6.18%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.43%. This indicates that PRNHX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.