PRNHX vs. FAMVX
PRNHX (T. Rowe Price New Horizons Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, PRNHX returned 13.63%/yr vs 10.41%/yr for FAMVX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. PRNHX charges 0.79%/yr vs 1.19%/yr for FAMVX.
Performance
PRNHX vs. FAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, PRNHX achieves a 10.69% return, which is significantly higher than FAMVX's 8.80% return. Over the past 10 years, PRNHX has outperformed FAMVX with an annualized return of 13.63%, while FAMVX has yielded a comparatively lower 10.41% annualized return.
PRNHX
- 1D
- 2.25%
- 1M
- -4.46%
- 6M
- 5.43%
- YTD
- 10.69%
- 1Y
- 20.07%
- 3Y*
- 7.63%
- 5Y*
- -1.40%
- 10Y*
- 13.63%
- ALL TIME*
- 9.94%
FAMVX
- 1D
- -0.82%
- 1M
- 0.67%
- 6M
- 6.51%
- YTD
- 8.80%
- 1Y
- 12.03%
- 3Y*
- 11.54%
- 5Y*
- 7.10%
- 10Y*
- 10.41%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMVX FAM Value Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
PRNHX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRNHX T. Rowe Price New Horizons Fund | 10.69% | 3.27% | 8.80% | 21.35% | -36.96% | 9.96% | 58.05% | 56.50% | 3.79% | 31.59% |
FAMVX FAM Value Fund | 8.80% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between PRNHX and FAMVX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 1995 | 0.79 |
The correlation between PRNHX and FAMVX shifts across timeframes, from 0.61 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRNHX vs. FAMVX — Risk / Return Rank
PRNHX
FAMVX
PRNHX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and FAM Value Fund (FAMVX). 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.
| PRNHX | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.02 | +0.31 |
| Martin ratioReturn relative to average drawdown | 4.65 | 3.10 | +1.56 |
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Drawdowns
PRNHX vs. FAMVX - Drawdown Comparison
The maximum PRNHX drawdown since its inception was -70.96%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for PRNHX and FAMVX.
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Drawdown Indicators
| PRNHX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.96% | -51.12% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -9.47% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.65% | -16.74% | -9.91% |
Max Drawdown (5Y)Largest decline over 5 years | -48.37% | -22.77% | -25.60% |
Max Drawdown (10Y)Largest decline over 10 years | -48.37% | -37.73% | -10.64% |
Current DrawdownCurrent decline from peak | -14.73% | -1.00% | -13.73% |
Average DrawdownAverage peak-to-trough decline | -18.36% | -6.40% | -11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 3.11% | +0.62% |
Volatility
PRNHX vs. FAMVX - Volatility Comparison
T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 5.67% compared to FAM Value Fund (FAMVX) at 3.48%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRNHX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 3.48% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 10.60% | +7.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.50% | 13.94% | +7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.93% | 17.13% | +7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 18.19% | +4.77% |
PRNHX vs. FAMVX - Expense Ratio Comparison
PRNHX has a 0.79% expense ratio, which is lower than FAMVX's 1.19% expense ratio.
Dividends
PRNHX vs. FAMVX - Dividend Comparison
PRNHX's dividend yield for the trailing twelve months is around 10.71%, more than FAMVX's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.51% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
PRNHX T. Rowe Price New Horizons Fund | 10.71% | 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
PRNHX and FAMVX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRNHX has higher volatility (5.67%) compared to FAMVX (3.48%). In terms of maximum drawdown, PRNHX dropped -70.96% vs FAMVX's -51.12%.
PRNHX currently has the higher Sharpe Ratio (0.81 vs 0.69), 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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