PRNHX vs. PEOPX
Compare and contrast key facts about T. Rowe Price New Horizons Fund (PRNHX) and BNY Mellon S&P 500 Index Fund (PEOPX).
PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960. PEOPX is a passively managed fund by BNY Mellon that tracks the performance of the S&P 500 Index. It was launched on Jan 2, 1990.
Performance
PRNHX vs. PEOPX - Performance Comparison
Loading graphics...
PRNHX vs. PEOPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRNHX T. Rowe Price New Horizons Fund | -5.34% | 3.27% | 8.80% | 21.35% | -36.96% | 9.96% | 58.05% | 56.50% | 3.79% | 31.59% |
PEOPX BNY Mellon S&P 500 Index Fund | -7.16% | 17.33% | 24.50% | 25.78% | -18.67% | 28.25% | 17.83% | 30.96% | -6.01% | 21.26% |
Returns By Period
In the year-to-date period, PRNHX achieves a -5.34% return, which is significantly higher than PEOPX's -7.16% return. Both investments have delivered pretty close results over the past 10 years, with PRNHX having a 12.93% annualized return and PEOPX not far ahead at 13.08%.
PRNHX
- 1D
- -1.77%
- 1M
- -10.89%
- YTD
- -5.34%
- 6M
- -3.56%
- 1Y
- 10.01%
- 3Y*
- 6.27%
- 5Y*
- -1.84%
- 10Y*
- 12.93%
PEOPX
- 1D
- -0.40%
- 1M
- -7.72%
- YTD
- -7.16%
- 6M
- -4.79%
- 1Y
- 13.93%
- 3Y*
- 16.69%
- 5Y*
- 10.90%
- 10Y*
- 13.08%
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. PEOPX - Expense Ratio Comparison
PRNHX has a 0.75% expense ratio, which is higher than PEOPX's 0.50% expense ratio.
Return for Risk
PRNHX vs. PEOPX — Risk / Return Rank
PRNHX
PEOPX
PRNHX vs. PEOPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and BNY Mellon S&P 500 Index Fund (PEOPX). 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.
| PRNHX | PEOPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.81 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.26 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.19 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.02 | -0.56 |
Martin ratioReturn relative to average drawdown | 1.71 | 4.91 | -3.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRNHX | PEOPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.81 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.65 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.73 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.01 |
Correlation
The correlation between PRNHX and PEOPX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PRNHX vs. PEOPX - Dividend Comparison
PRNHX's dividend yield for the trailing twelve months is around 12.52%, more than PEOPX's 11.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRNHX T. Rowe Price New Horizons Fund | 12.52% | 11.85% | 9.82% | 0.00% | 4.72% | 17.09% | 13.67% | 23.46% | 13.94% | 8.27% | 5.77% | 7.72% |
PEOPX BNY Mellon S&P 500 Index Fund | 11.15% | 10.35% | 10.38% | 7.35% | 11.78% | 12.89% | 11.94% | 14.37% | 14.75% | 9.21% | 10.90% | 7.81% |
Drawdowns
PRNHX vs. PEOPX - Drawdown Comparison
The maximum PRNHX drawdown since its inception was -70.96%, which is greater than PEOPX's maximum drawdown of -57.45%. Use the drawdown chart below to compare losses from any high point for PRNHX and PEOPX.
Loading graphics...
Drawdown Indicators
| PRNHX | PEOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.96% | -57.45% | -13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -12.13% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -48.37% | -24.79% | -23.58% |
Max Drawdown (10Y)Largest decline over 10 years | -48.37% | -33.85% | -14.52% |
Current DrawdownCurrent decline from peak | -27.08% | -8.97% | -18.11% |
Average DrawdownAverage peak-to-trough decline | -18.39% | -10.56% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.51% | +1.16% |
Volatility
PRNHX vs. PEOPX - Volatility Comparison
T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 7.88% compared to BNY Mellon S&P 500 Index Fund (PEOPX) at 4.24%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than PEOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRNHX | PEOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 4.24% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 9.08% | +5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.87% | 18.13% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.41% | 16.88% | +7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 17.93% | +4.74% |