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PRNHX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRNHX and VIGAX is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

PRNHX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
856.46%
678.00%
PRNHX
VIGAX

Key characteristics

Sharpe Ratio

PRNHX:

-0.32

VIGAX:

0.57

Sortino Ratio

PRNHX:

-0.31

VIGAX:

0.95

Omega Ratio

PRNHX:

0.96

VIGAX:

1.13

Calmar Ratio

PRNHX:

-0.17

VIGAX:

0.62

Martin Ratio

PRNHX:

-0.85

VIGAX:

2.23

Ulcer Index

PRNHX:

8.97%

VIGAX:

6.42%

Daily Std Dev

PRNHX:

23.55%

VIGAX:

25.26%

Max Drawdown

PRNHX:

-55.79%

VIGAX:

-50.66%

Current Drawdown

PRNHX:

-37.27%

VIGAX:

-11.79%

Returns By Period

In the year-to-date period, PRNHX achieves a -11.88% return, which is significantly lower than VIGAX's -8.10% return. Over the past 10 years, PRNHX has underperformed VIGAX with an annualized return of 9.48%, while VIGAX has yielded a comparatively higher 14.44% annualized return.


PRNHX

YTD

-11.88%

1M

-1.88%

6M

-11.51%

1Y

-6.84%

5Y*

3.89%

10Y*

9.48%

VIGAX

YTD

-8.10%

1M

1.67%

6M

-3.80%

1Y

12.88%

5Y*

17.37%

10Y*

14.44%

*Annualized

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PRNHX vs. VIGAX - Expense Ratio Comparison

PRNHX has a 0.75% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Expense ratio chart for PRNHX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRNHX: 0.75%
Expense ratio chart for VIGAX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGAX: 0.05%

Risk-Adjusted Performance

PRNHX vs. VIGAX — Risk-Adjusted Performance Rank

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

PRNHX
The Risk-Adjusted Performance Rank of PRNHX is 99
Overall Rank
The Sharpe Ratio Rank of PRNHX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PRNHX is 99
Sortino Ratio Rank
The Omega Ratio Rank of PRNHX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PRNHX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PRNHX is 77
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 6565
Overall Rank
The Sharpe Ratio Rank of VIGAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRNHX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 chart of Sharpe ratio for PRNHX, currently valued at -0.32, compared to the broader market-1.000.001.002.003.00
PRNHX: -0.32
VIGAX: 0.57
The chart of Sortino ratio for PRNHX, currently valued at -0.31, compared to the broader market-2.000.002.004.006.008.00
PRNHX: -0.31
VIGAX: 0.95
The chart of Omega ratio for PRNHX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.00
PRNHX: 0.96
VIGAX: 1.13
The chart of Calmar ratio for PRNHX, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.00
PRNHX: -0.17
VIGAX: 0.62
The chart of Martin ratio for PRNHX, currently valued at -0.84, compared to the broader market0.0010.0020.0030.0040.00
PRNHX: -0.85
VIGAX: 2.23

The current PRNHX Sharpe Ratio is -0.32, which is lower than the VIGAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PRNHX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.32
0.57
PRNHX
VIGAX

Dividends

PRNHX vs. VIGAX - Dividend Comparison

PRNHX's dividend yield for the trailing twelve months is around 5.57%, more than VIGAX's 0.51% yield.


TTM20242023202220212020201920182017201620152014
PRNHX
T. Rowe Price New Horizons Fund
5.57%4.91%0.00%4.72%17.09%13.58%11.73%13.94%8.27%5.77%7.72%11.65%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.51%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

PRNHX vs. VIGAX - Drawdown Comparison

The maximum PRNHX drawdown since its inception was -55.79%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for PRNHX and VIGAX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.27%
-11.79%
PRNHX
VIGAX

Volatility

PRNHX vs. VIGAX - Volatility Comparison

The current volatility for T. Rowe Price New Horizons Fund (PRNHX) is 15.81%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 17.11%. This indicates that PRNHX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.81%
17.11%
PRNHX
VIGAX