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

Correlation

The correlation between PRNHX and VSEQX is 0.88, 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. VSEQX - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,621.73%
478.83%
PRNHX
VSEQX

Key characteristics

Sharpe Ratio

PRNHX:

-0.98

VSEQX:

-0.75

Sortino Ratio

PRNHX:

-1.24

VSEQX:

-0.84

Omega Ratio

PRNHX:

0.84

VSEQX:

0.87

Calmar Ratio

PRNHX:

-0.46

VSEQX:

-0.51

Martin Ratio

PRNHX:

-2.64

VSEQX:

-1.81

Ulcer Index

PRNHX:

7.51%

VSEQX:

9.40%

Daily Std Dev

PRNHX:

20.22%

VSEQX:

22.57%

Max Drawdown

PRNHX:

-55.79%

VSEQX:

-67.44%

Current Drawdown

PRNHX:

-43.04%

VSEQX:

-33.32%

Returns By Period

In the year-to-date period, PRNHX achieves a -19.98% return, which is significantly lower than VSEQX's -15.66% return. Over the past 10 years, PRNHX has outperformed VSEQX with an annualized return of 8.25%, while VSEQX has yielded a comparatively lower 0.28% annualized return.


PRNHX

YTD

-19.98%

1M

-15.54%

6M

-18.87%

1Y

-18.80%

5Y*

5.97%

10Y*

8.25%

VSEQX

YTD

-15.66%

1M

-12.99%

6M

-22.71%

1Y

-16.06%

5Y*

9.11%

10Y*

0.28%

*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. VSEQX - Expense Ratio Comparison

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


PRNHX
T. Rowe Price New Horizons Fund
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 VSEQX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSEQX: 0.17%

Risk-Adjusted Performance

PRNHX vs. VSEQX — 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 22
Overall Rank
The Sharpe Ratio Rank of PRNHX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of PRNHX is 11
Sortino Ratio Rank
The Omega Ratio Rank of PRNHX is 22
Omega Ratio Rank
The Calmar Ratio Rank of PRNHX is 77
Calmar Ratio Rank
The Martin Ratio Rank of PRNHX is 00
Martin Ratio Rank

VSEQX
The Risk-Adjusted Performance Rank of VSEQX is 44
Overall Rank
The Sharpe Ratio Rank of VSEQX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VSEQX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VSEQX is 44
Omega Ratio Rank
The Calmar Ratio Rank of VSEQX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VSEQX is 33
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. 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.


Sharpe ratio
The chart of Sharpe ratio for PRNHX, currently valued at -0.98, compared to the broader market-1.000.001.002.003.00
PRNHX: -0.98
VSEQX: -0.75
The chart of Sortino ratio for PRNHX, currently valued at -1.24, compared to the broader market-2.000.002.004.006.008.0010.00
PRNHX: -1.24
VSEQX: -0.84
The chart of Omega ratio for PRNHX, currently valued at 0.84, compared to the broader market0.501.001.502.002.503.003.50
PRNHX: 0.84
VSEQX: 0.87
The chart of Calmar ratio for PRNHX, currently valued at -0.46, compared to the broader market0.005.0010.0015.00
PRNHX: -0.46
VSEQX: -0.51
The chart of Martin ratio for PRNHX, currently valued at -2.64, compared to the broader market0.0020.0040.0060.00
PRNHX: -2.64
VSEQX: -1.81

The current PRNHX Sharpe Ratio is -0.98, which is comparable to the VSEQX Sharpe Ratio of -0.75. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.98
-0.75
PRNHX
VSEQX

Dividends

PRNHX vs. VSEQX - Dividend Comparison

PRNHX's dividend yield for the trailing twelve months is around 6.13%, more than VSEQX's 1.52% yield.


TTM20242023202220212020201920182017201620152014
PRNHX
T. Rowe Price New Horizons Fund
6.13%4.91%0.00%4.72%17.09%13.58%11.73%13.94%8.27%5.77%7.72%11.65%
VSEQX
Vanguard Strategic Equity Fund
1.52%1.28%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%

Drawdowns

PRNHX vs. VSEQX - Drawdown Comparison

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.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-43.04%
-33.32%
PRNHX
VSEQX

Volatility

PRNHX vs. VSEQX - Volatility Comparison

T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Strategic Equity Fund (VSEQX) have volatilities of 10.92% and 10.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.92%
10.60%
PRNHX
VSEQX
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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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