PRSGX vs. VSMGX
Compare and contrast key facts about T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
PRSGX is managed by T. Rowe Price. It was launched on Jun 29, 1990. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Performance
PRSGX vs. VSMGX - Performance Comparison
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PRSGX vs. VSMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | -3.94% | 33.73% | 17.16% | 20.89% | -18.86% | 20.65% | 18.34% | 27.08% | -8.66% | 24.22% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | -1.04% | 16.26% | 15.03% | 15.70% | -16.01% | 10.08% | 13.59% | 19.37% | -4.91% | 13.66% |
Returns By Period
In the year-to-date period, PRSGX achieves a -3.94% return, which is significantly lower than VSMGX's -1.04% return. Over the past 10 years, PRSGX has outperformed VSMGX with an annualized return of 12.52%, while VSMGX has yielded a comparatively lower 8.13% annualized return.
PRSGX
- 1D
- 2.87%
- 1M
- -5.61%
- YTD
- -3.94%
- 6M
- 14.22%
- 1Y
- 31.40%
- 3Y*
- 19.90%
- 5Y*
- 10.54%
- 10Y*
- 12.52%
VSMGX
- 1D
- 1.81%
- 1M
- -4.25%
- YTD
- -1.04%
- 6M
- 0.93%
- 1Y
- 14.43%
- 3Y*
- 13.22%
- 5Y*
- 6.60%
- 10Y*
- 8.13%
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PRSGX vs. VSMGX - Expense Ratio Comparison
PRSGX has a 0.73% expense ratio, which is higher than VSMGX's 0.13% expense ratio.
Return for Risk
PRSGX vs. VSMGX — Risk / Return Rank
PRSGX
VSMGX
PRSGX vs. VSMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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.
| PRSGX | VSMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.45 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.66 | 2.08 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.30 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.05 | +0.23 |
Martin ratioReturn relative to average drawdown | 10.47 | 8.78 | +1.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRSGX | VSMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.45 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.66 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.79 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.67 | -0.10 |
Correlation
The correlation between PRSGX and VSMGX is 0.90, 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.
Dividends
PRSGX vs. VSMGX - Dividend Comparison
PRSGX's dividend yield for the trailing twelve months is around 30.60%, more than VSMGX's 5.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 30.60% | 29.40% | 6.66% | 4.93% | 10.33% | 6.54% | 13.48% | 9.06% | 11.25% | 6.98% | 6.39% | 11.48% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 5.30% | 5.25% | 11.49% | 4.01% | 2.66% | 3.86% | 3.46% | 2.52% | 4.11% | 1.09% | 2.26% | 3.89% |
Drawdowns
PRSGX vs. VSMGX - Drawdown Comparison
The maximum PRSGX drawdown since its inception was -56.47%, which is greater than VSMGX's maximum drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for PRSGX and VSMGX.
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Drawdown Indicators
| PRSGX | VSMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.47% | -41.13% | -15.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -7.24% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -22.29% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -22.43% | -12.09% |
Current DrawdownCurrent decline from peak | -6.27% | -4.94% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -4.86% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.69% | +1.21% |
Volatility
PRSGX vs. VSMGX - Volatility Comparison
T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) has a higher volatility of 5.51% compared to Vanguard LifeStrategy Moderate Growth Fund (VSMGX) at 4.14%. This indicates that PRSGX's price experiences larger fluctuations and is considered to be riskier than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRSGX | VSMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 4.14% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 18.36% | 6.30% | +12.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 10.24% | +14.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.78% | 10.12% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 10.32% | +7.71% |