PRNHX vs. VSEQX
Compare and contrast key facts about T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Strategic Equity Fund (VSEQX).
PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960. VSEQX is managed by Vanguard. It was launched on Aug 14, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRNHX or VSEQX.
Performance
PRNHX vs. VSEQX - Performance Comparison
Returns By Period
In the year-to-date period, PRNHX achieves a 8.54% return, which is significantly lower than VSEQX's 21.45% return. Over the past 10 years, PRNHX has outperformed VSEQX with an annualized return of 12.03%, while VSEQX has yielded a comparatively lower 10.68% annualized return.
PRNHX
8.54%
4.36%
8.83%
21.75%
8.07%
12.03%
VSEQX
21.45%
3.16%
13.24%
36.09%
13.88%
10.68%
Key characteristics
| PRNHX | VSEQX | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.17 |
| Sortino Ratio | 1.78 | 3.02 |
| Omega Ratio | 1.22 | 1.38 |
| Calmar Ratio | 0.54 | 4.22 |
| Martin Ratio | 3.97 | 12.49 |
| Ulcer Index | 5.30% | 2.80% |
| Daily Std Dev | 16.96% | 16.12% |
| Max Drawdown | -55.79% | -63.55% |
| Current Drawdown | -25.58% | -2.45% |
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PRNHX vs. VSEQX - Expense Ratio Comparison
PRNHX has a 0.75% expense ratio, which is higher than VSEQX's 0.17% expense ratio.
Correlation
The correlation between PRNHX and VSEQX is 0.89, 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.
Risk-Adjusted Performance
PRNHX vs. VSEQX - Risk-Adjusted Performance Comparison
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.
Dividends
PRNHX vs. VSEQX - Dividend Comparison
PRNHX has not paid dividends to shareholders, while VSEQX's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRNHX T. Rowe Price New Horizons Fund | 0.00% | 0.00% | 4.72% | 17.09% | 13.58% | 11.73% | 13.94% | 8.27% | 5.77% | 7.72% | 11.65% | 6.61% |
VSEQX Vanguard Strategic Equity Fund | 1.24% | 1.51% | 1.49% | 1.36% | 1.32% | 1.33% | 1.45% | 1.35% | 1.57% | 1.79% | 1.10% | 1.20% |
Drawdowns
PRNHX vs. VSEQX - Drawdown Comparison
The maximum PRNHX drawdown since its inception was -55.79%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for PRNHX and VSEQX. For additional features, visit the drawdowns tool.
Volatility
PRNHX vs. VSEQX - Volatility Comparison
T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 6.18% compared to Vanguard Strategic Equity Fund (VSEQX) at 5.38%. 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.