PRNHX vs. VTI
Compare and contrast key facts about T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Total Stock Market ETF (VTI).
PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRNHX or VTI.
Performance
PRNHX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, PRNHX achieves a 10.57% return, which is significantly lower than VTI's 25.64% return. Both investments have delivered pretty close results over the past 10 years, with PRNHX having a 12.10% annualized return and VTI not far ahead at 12.67%.
PRNHX
10.57%
6.90%
12.57%
23.48%
8.47%
12.10%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| PRNHX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.41 | 2.68 |
| Sortino Ratio | 1.99 | 3.57 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 0.62 | 3.91 |
| Martin Ratio | 4.53 | 17.13 |
| Ulcer Index | 5.30% | 1.96% |
| Daily Std Dev | 17.04% | 12.51% |
| Max Drawdown | -55.79% | -55.45% |
| Current Drawdown | -24.19% | -0.84% |
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PRNHX vs. VTI - Expense Ratio Comparison
PRNHX has a 0.75% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between PRNHX and VTI 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.
Risk-Adjusted Performance
PRNHX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
PRNHX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PRNHX vs. VTI - Drawdown Comparison
The maximum PRNHX drawdown since its inception was -55.79%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PRNHX and VTI. For additional features, visit the drawdowns tool.
Volatility
PRNHX vs. VTI - Volatility Comparison
T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 6.27% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.