PRNHX vs. FBGRX

In the year-to-date period, PRNHX achieves a 10.57% return, which is significantly lower than FBGRX's 36.05% return. Over the past 10 years, PRNHX has underperformed FBGRX with an annualized return of 12.10%, while FBGRX has yielded a comparatively higher 13.86% annualized return.

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PRNHX has a 0.75% expense ratio, which is lower than FBGRX's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and Fidelity Blue Chip Growth Fund (FBGRX). 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 PRNHX Sharpe Ratio is 1.41, which is lower than the FBGRX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of PRNHX and FBGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRNHX has not paid dividends to shareholders, while FBGRX's dividend yield for the trailing twelve months is around 0.20%.

The maximum PRNHX drawdown since its inception was -55.79%, roughly equal to the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for PRNHX and FBGRX. For additional features, visit the drawdowns tool.

T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 6.27% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 5.55%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.