PRNHX vs. VTI
PRNHX (T. Rowe Price New Horizons Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - PRNHX is a Mid Cap Growth Equities fund managed by T. Rowe Price, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, PRNHX returned 13.63%/yr vs 14.63%/yr for VTI. Their correlation of 0.88 means they have usually moved in the same direction. PRNHX charges 0.79%/yr vs 0.03%/yr for VTI.
Performance
PRNHX vs. VTI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PRNHX having a 10.69% return and VTI slightly lower at 10.49%. Over the past 10 years, PRNHX has underperformed VTI with an annualized return of 13.63%, while VTI has yielded a comparatively higher 14.63% annualized return.
PRNHX
- 1D
- 2.25%
- 1M
- -4.46%
- 6M
- 5.43%
- YTD
- 10.69%
- 1Y
- 20.07%
- 3Y*
- 7.63%
- 5Y*
- -1.40%
- 10Y*
- 13.63%
- ALL TIME*
- 9.94%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.06B | $1.16B | $1.24B |
PRNHX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRNHX T. Rowe Price New Horizons Fund | 10.69% | 3.27% | 8.80% | 21.35% | -36.96% | 9.96% | 58.05% | 56.50% | 3.79% | 31.59% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between PRNHX and VTI is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.88 |
The correlation between PRNHX and VTI has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
PRNHX vs. VTI — Risk / Return Rank
PRNHX
VTI
PRNHX vs. VTI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRNHX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.27 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.23 | -0.91 |
| Martin ratioReturn relative to average drawdown | 4.65 | 9.62 | -4.97 |
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Drawdowns
PRNHX vs. VTI - Drawdown Comparison
The maximum PRNHX drawdown since its inception was -70.96%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PRNHX and VTI.
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Drawdown Indicators
| PRNHX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.96% | -55.45% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -8.92% | -4.20% |
Max Drawdown (3Y)Largest decline over 3 years | -26.65% | -19.30% | -7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -48.37% | -25.36% | -23.01% |
Max Drawdown (10Y)Largest decline over 10 years | -48.37% | -35.00% | -13.37% |
Current DrawdownCurrent decline from peak | -14.73% | -1.36% | -13.37% |
Average DrawdownAverage peak-to-trough decline | -18.36% | -7.99% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 2.07% | +1.66% |
Volatility
PRNHX vs. VTI - Volatility Comparison
T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 5.67% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. 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.
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Volatility by Period
| PRNHX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 3.46% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 10.24% | +7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.50% | 13.10% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.93% | 17.51% | +7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 18.30% | +4.66% |
PRNHX vs. VTI - Expense Ratio Comparison
PRNHX has a 0.79% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
PRNHX vs. VTI - Dividend Comparison
PRNHX's dividend yield for the trailing twelve months is around 10.71%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRNHX T. Rowe Price New Horizons Fund | 10.71% | 11.85% | 9.82% | 0.00% | 4.72% | 17.09% | 13.67% | 23.46% | 13.94% | 8.27% | 5.77% | 7.72% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
PRNHX and VTI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRNHX has higher volatility (5.67%) compared to VTI (3.46%). In terms of maximum drawdown, PRNHX dropped -70.96% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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