PRUFX vs. IMANX

Last updated Jun 4, 2026

PRUFX (T. Rowe Price Growth Stock I) and IMANX (Iman Fund) are both Large Cap Growth Equities funds. Over the past 10 years, PRUFX returned 16.29%/yr vs 14.46%/yr for IMANX. Their correlation of 0.91 suggests significant overlap in exposure. PRUFX charges 0.52%/yr vs 1.28%/yr for IMANX.

Performance

PRUFX vs. IMANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth Stock I (PRUFX) and Iman Fund (IMANX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRUFX achieves a 7.04% return, which is significantly lower than IMANX's 21.99% return. Over the past 10 years, PRUFX has outperformed IMANX with an annualized return of 16.29%, while IMANX has yielded a comparatively lower 14.46% annualized return.

PRUFX

• 1D: -0.44%
• 1M: 6.84%
• YTD: 7.04%
• 6M: 6.28%
• 1Y: 23.26%
• 3Y*: 24.99%
• 5Y*: 10.95%
• 10Y*: 16.29%

IMANX

• 1D: 0.83%
• 1M: 8.64%
• YTD: 21.99%
• 6M: 21.76%
• 1Y: 45.11%
• 3Y*: 23.89%
• 5Y*: 12.84%
• 10Y*: 14.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRUFX vs. IMANX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRUFX T. Rowe Price Growth Stock I	7.04%	15.79%	38.50%	45.49%	-40.03%	20.01%	37.08%	31.83%	-0.90%	33.79%
IMANX Iman Fund	21.99%	17.91%	20.60%	29.36%	-29.79%	17.07%	19.88%	34.69%	-6.17%	28.52%

Correlation

The correlation between PRUFX and IMANX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.91

The correlation between PRUFX and IMANX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

Return for Risk

PRUFX vs. IMANX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRUFX

PRUFX Risk / Return Rank: 22
PRUFX Sharpe Ratio Rank: 28
PRUFX Sortino Ratio Rank: 25
PRUFX Omega Ratio Rank: 26
PRUFX Calmar Ratio Rank: 15
PRUFX Martin Ratio Rank: 15

IMANX

IMANX Risk / Return Rank: 88
IMANX Sharpe Ratio Rank: 92
IMANX Sortino Ratio Rank: 86
IMANX Omega Ratio Rank: 80
IMANX Calmar Ratio Rank: 88
IMANX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRUFX vs. IMANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock I (PRUFX) and Iman Fund (IMANX). 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.

	PRUFX	IMANX	Difference
Sharpe ratio: Return per unit of total volatility	1.51	3.08	-1.57
Sortino ratio: Return per unit of downside risk	2.09	4.08	-1.99
Omega ratio: Gain probability vs. loss probability	1.26	1.53	-0.26
Calmar ratio: Return relative to maximum drawdown	1.33	4.39	-3.06
Martin ratio: Return relative to average drawdown	4.26	19.32	-15.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRUFX vs. IMANX - Sharpe Ratio Comparison

The current PRUFX Sharpe Ratio is 1.51, which is lower than the IMANX Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of PRUFX and IMANX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRUFX	IMANX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	3.08	-1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.63	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.70	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.32	+0.38

Drawdowns

PRUFX vs. IMANX - Drawdown Comparison

The maximum PRUFX drawdown since its inception was -46.35%, smaller than the maximum IMANX drawdown of -56.64%. Use the drawdown chart below to compare losses from any high point for PRUFX and IMANX.

Drawdown Indicators

	PRUFX	IMANX	Difference
Max Drawdown Largest peak-to-trough decline	-46.35%	-56.64%	+10.29%
Max Drawdown (1Y) Largest decline over 1 year	-17.97%	-10.58%	-7.39%
Max Drawdown (3Y) Largest decline over 3 years	-22.66%	-21.54%	-1.12%
Max Drawdown (5Y) Largest decline over 5 years	-46.35%	-36.32%	-10.03%
Max Drawdown (10Y) Largest decline over 10 years	-46.35%	-36.32%	-10.03%
Current Drawdown Current decline from peak	-0.44%	0.00%	-0.44%
Average Drawdown Average peak-to-trough decline	-9.57%	-16.71%	+7.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.61%	2.40%	+3.21%

Volatility

PRUFX vs. IMANX - Volatility Comparison

The current volatility for T. Rowe Price Growth Stock I (PRUFX) is 3.60%, while Iman Fund (IMANX) has a volatility of 4.40%. This indicates that PRUFX experiences smaller price fluctuations and is considered to be less risky than IMANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRUFX	IMANX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	4.40%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	11.68%	+0.22%
Volatility (1Y) Calculated over the trailing 1-year period	15.81%	15.06%	+0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.09%	20.41%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.09%	20.74%	+1.35%

PRUFX vs. IMANX - Expense Ratio Comparison

PRUFX has a 0.52% expense ratio, which is lower than IMANX's 1.28% expense ratio.

Dividends

PRUFX vs. IMANX - Dividend Comparison

PRUFX's dividend yield for the trailing twelve months is around 12.61%, more than IMANX's 0.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMANX Iman Fund	0.10%	0.12%	0.00%	0.00%	1.43%	20.20%	2.72%	12.50%	12.25%	8.71%	7.93%	4.32%
PRUFX T. Rowe Price Growth Stock I	12.61%	13.50%	13.20%	3.33%	3.54%	9.50%	3.64%	2.52%	9.26%	13.72%	2.38%	0.00%

Frequently Asked Questions

Can I hold both PRUFX and IMANX in my portfolio?

PRUFX and IMANX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRUFX or IMANX?

IMANX has higher volatility (4.40%) compared to PRUFX (3.60%). In terms of maximum drawdown, PRUFX dropped -46.35% vs IMANX's -56.64%.

Which has better risk-adjusted returns?

IMANX currently has the higher Sharpe Ratio (3.08 vs 1.51), 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.