PRNHX vs. VSEQX

In the year-to-date period, PRNHX achieves a -11.88% return, which is significantly lower than VSEQX's -8.72% return. Over the past 10 years, PRNHX has outperformed VSEQX with an annualized return of 9.27%, while VSEQX has yielded a comparatively lower 1.10% annualized return.

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PRNHX has a 0.75% expense ratio, which is higher than VSEQX's 0.17% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Strategic Equity Fund (VSEQX). 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 -0.32, which is comparable to the VSEQX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PRNHX and VSEQX, 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's dividend yield for the trailing twelve months is around 5.57%, more than VSEQX's 1.40% yield.

The maximum PRNHX drawdown since its inception was -55.79%, smaller than the maximum VSEQX drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for PRNHX and VSEQX. For additional features, visit the drawdowns tool.

T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 15.81% compared to Vanguard Strategic Equity Fund (VSEQX) at 14.72%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.