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PRNHX vs. FAMVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRNHX vs. FAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Horizons Fund (PRNHX) and FAM Value Fund (FAMVX). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PRNHX vs. FAMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

PRNHX
PRNHX Risk / Return Rank: 2727
Overall Rank
PRNHX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 2525
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 2424
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 3131
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 3333
Martin Ratio Rank

FAMVX
FAMVX Risk / Return Rank: 2020
Overall Rank
FAMVX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FAMVX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FAMVX Omega Ratio Rank: 1818
Omega Ratio Rank
FAMVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FAMVX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


PRNHXFAMVXDifference
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

PRNHX vs. FAMVX - Sharpe Ratio Comparison

The current PRNHX Sharpe Ratio is 0.81, which is comparable to the FAMVX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PRNHX and FAMVX, 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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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


PRNHXFAMVXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.73%

-1.00%

-13.73%

Average Drawdown

Average peak-to-trough decline

-18.36%

-6.40%

-11.96%

Ulcer Index

Depth 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


PRNHXFAMVXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for PRNHX and FAMVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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