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

Correlation

The correlation between PRNHX and VIMAX is 0.91, 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.


-0.50.00.51.00.9

Performance

PRNHX vs. VIMAX - Performance Comparison

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

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.02%
6.21%
PRNHX
VIMAX

Key characteristics

Sharpe Ratio

PRNHX:

-0.05

VIMAX:

1.38

Sortino Ratio

PRNHX:

0.05

VIMAX:

1.93

Omega Ratio

PRNHX:

1.01

VIMAX:

1.24

Calmar Ratio

PRNHX:

-0.02

VIMAX:

2.35

Martin Ratio

PRNHX:

-0.14

VIMAX:

6.24

Ulcer Index

PRNHX:

5.97%

VIMAX:

2.74%

Daily Std Dev

PRNHX:

16.97%

VIMAX:

12.43%

Max Drawdown

PRNHX:

-55.79%

VIMAX:

-58.88%

Current Drawdown

PRNHX:

-29.75%

VIMAX:

-4.52%

Returns By Period

In the year-to-date period, PRNHX achieves a -1.31% return, which is significantly lower than VIMAX's 2.48% return. Over the past 10 years, PRNHX has outperformed VIMAX with an annualized return of 10.66%, while VIMAX has yielded a comparatively lower 9.35% annualized return.


PRNHX

YTD

-1.31%

1M

-6.39%

6M

1.02%

1Y

-1.87%

5Y*

4.80%

10Y*

10.66%

VIMAX

YTD

2.48%

1M

-2.50%

6M

6.21%

1Y

15.29%

5Y*

10.32%

10Y*

9.35%

*Annualized

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. VIMAX - Expense Ratio Comparison

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


PRNHX
T. Rowe Price New Horizons Fund
Expense ratio chart for PRNHX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VIMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PRNHX vs. VIMAX — 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 77
Overall Rank
The Sharpe Ratio Rank of PRNHX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PRNHX is 66
Sortino Ratio Rank
The Omega Ratio Rank of PRNHX is 66
Omega Ratio Rank
The Calmar Ratio Rank of PRNHX is 77
Calmar Ratio Rank
The Martin Ratio Rank of PRNHX is 66
Martin Ratio Rank

VIMAX
The Risk-Adjusted Performance Rank of VIMAX is 7575
Overall Rank
The Sharpe Ratio Rank of VIMAX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VIMAX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VIMAX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VIMAX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VIMAX is 7373
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. VIMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRNHX, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00-0.051.38
The chart of Sortino ratio for PRNHX, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.000.051.93
The chart of Omega ratio for PRNHX, currently valued at 1.01, compared to the broader market1.002.003.004.001.011.24
The chart of Calmar ratio for PRNHX, currently valued at -0.02, compared to the broader market0.005.0010.0015.0020.00-0.022.35
The chart of Martin ratio for PRNHX, currently valued at -0.14, compared to the broader market0.0020.0040.0060.0080.00-0.146.24
PRNHX
VIMAX

The current PRNHX Sharpe Ratio is -0.05, which is lower than the VIMAX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PRNHX and VIMAX, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.05
1.38
PRNHX
VIMAX

Dividends

PRNHX vs. VIMAX - Dividend Comparison

PRNHX's dividend yield for the trailing twelve months is around 4.97%, more than VIMAX's 1.45% yield.


TTM20242023202220212020201920182017201620152014
PRNHX
T. Rowe Price New Horizons Fund
4.97%4.91%0.00%4.72%17.09%13.58%11.73%13.94%8.27%5.77%7.72%11.65%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.45%1.48%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%

Drawdowns

PRNHX vs. VIMAX - Drawdown Comparison

The maximum PRNHX drawdown since its inception was -55.79%, smaller than the maximum VIMAX drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for PRNHX and VIMAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.75%
-4.52%
PRNHX
VIMAX

Volatility

PRNHX vs. VIMAX - Volatility Comparison

T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 5.01% compared to Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) at 3.11%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than VIMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.01%
3.11%
PRNHX
VIMAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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