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PRNHX vs. BSMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRNHX vs. BSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Horizons Fund (PRNHX) and iShares Russell Small/Mid-Cap Index Fund (BSMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRNHX achieves a 15.06% return, which is significantly lower than BSMIX's 19.06% return. Over the past 10 years, PRNHX has outperformed BSMIX with an annualized return of 14.70%, while BSMIX has yielded a comparatively lower 11.77% annualized return.


PRNHX

1D
1.21%
1M
5.05%
YTD
15.06%
6M
12.99%
1Y
27.38%
3Y*
11.94%
5Y*
1.80%
10Y*
14.70%

BSMIX

1D
0.93%
1M
5.13%
YTD
19.06%
6M
18.96%
1Y
36.89%
3Y*
18.79%
5Y*
7.82%
10Y*
11.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRNHX vs. BSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRNHX
T. Rowe Price New Horizons Fund
15.06%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%
BSMIX
iShares Russell Small/Mid-Cap Index Fund
19.06%11.92%12.04%17.15%-18.39%18.00%20.28%27.62%-10.22%16.75%

Correlation

The correlation between PRNHX and BSMIX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.90

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

0.87

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.84

The correlation between PRNHX and BSMIX shifts across timeframes, from 0.84 (10 years) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRNHX vs. BSMIX — Risk / Return Rank

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

PRNHX
PRNHX Risk / Return Rank: 3030
Overall Rank
PRNHX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 2525
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 4040
Martin Ratio Rank

BSMIX
BSMIX Risk / Return Rank: 6767
Overall Rank
BSMIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSMIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BSMIX Omega Ratio Rank: 4949
Omega Ratio Rank
BSMIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BSMIX Martin Ratio Rank: 8383
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.

PRNHX vs. BSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and iShares Russell Small/Mid-Cap Index Fund (BSMIX). 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.


PRNHXBSMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.26

1.38

-0.12

Calmar ratioReturn relative to maximum drawdown

2.22

4.15

-1.93

Martin ratioReturn relative to average drawdown

8.57

15.76

-7.20

PRNHX vs. BSMIX - Sharpe Ratio Comparison

The current PRNHX Sharpe Ratio is 1.49, which is lower than the BSMIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of PRNHX and BSMIX, 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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Sharpe Ratios by Period


PRNHXBSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.26

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.37

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.54

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.56

-0.07

Drawdowns

PRNHX vs. BSMIX - Drawdown Comparison

The maximum PRNHX drawdown since its inception was -70.96%, which is greater than BSMIX's maximum drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for PRNHX and BSMIX.


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Drawdown Indicators


PRNHXBSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.96%

-41.32%

-29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.39%

-3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-26.65%

-25.49%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-48.37%

-28.33%

-20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-48.37%

-41.32%

-7.05%

Current Drawdown

Current decline from peak

-11.36%

0.00%

-11.36%

Average Drawdown

Average peak-to-trough decline

-18.38%

-7.41%

-10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

2.47%

+0.92%

Volatility

PRNHX vs. BSMIX - Volatility Comparison

T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 6.75% compared to iShares Russell Small/Mid-Cap Index Fund (BSMIX) at 5.13%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than BSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRNHXBSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

5.13%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

12.67%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

17.21%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

21.18%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.83%

21.71%

+1.12%

PRNHX vs. BSMIX - Expense Ratio Comparison

PRNHX has a 0.75% expense ratio, which is higher than BSMIX's 0.12% expense ratio.


Dividends

PRNHX vs. BSMIX - Dividend Comparison

PRNHX's dividend yield for the trailing twelve months is around 10.30%, more than BSMIX's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
BSMIX
iShares Russell Small/Mid-Cap Index Fund
2.43%2.90%2.04%1.37%4.94%4.77%4.42%2.83%4.33%2.83%1.45%0.00%
PRNHX
T. Rowe Price New Horizons Fund
10.30%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Frequently Asked Questions


With a correlation of 0.95, PRNHX and BSMIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PRNHX has higher volatility (6.75%) compared to BSMIX (5.13%). In terms of maximum drawdown, PRNHX dropped -70.96% vs BSMIX's -41.32%.

BSMIX currently has the higher Sharpe Ratio (2.26 vs 1.49), 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.

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