PortfoliosLab logoPortfoliosLab logo
PRUFX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRUFX vs. PRNHX - Performance Comparison

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

Loading graphics...

PRUFX vs. PRNHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRUFX
T. Rowe Price Growth Stock I
-14.47%15.79%38.50%45.49%-40.03%20.01%37.08%31.83%-0.90%33.79%
PRNHX
T. Rowe Price New Horizons Fund
-5.34%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%

Returns By Period

In the year-to-date period, PRUFX achieves a -14.47% return, which is significantly lower than PRNHX's -5.34% return. Over the past 10 years, PRUFX has outperformed PRNHX with an annualized return of 13.86%, while PRNHX has yielded a comparatively lower 12.93% annualized return.


PRUFX

1D
-0.46%
1M
-8.94%
YTD
-14.47%
6M
-13.68%
1Y
9.42%
3Y*
19.76%
5Y*
6.96%
10Y*
13.86%

PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRUFX vs. PRNHX - Expense Ratio Comparison

PRUFX has a 0.52% expense ratio, which is lower than PRNHX's 0.75% expense ratio.


Return for Risk

PRUFX vs. PRNHX — Risk / Return Rank

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

PRUFX
PRUFX Risk / Return Rank: 1515
Overall Rank
PRUFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PRUFX Sortino Ratio Rank: 1717
Sortino Ratio Rank
PRUFX Omega Ratio Rank: 1717
Omega Ratio Rank
PRUFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRUFX Martin Ratio Rank: 1313
Martin Ratio Rank

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 1717
Martin Ratio Rank
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. PRNHX - Risk-Adjusted Trends Comparison

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


PRUFXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.37

+0.06

Sortino ratio

Return per unit of downside risk

0.78

0.70

+0.08

Omega ratio

Gain probability vs. loss probability

1.11

1.09

+0.01

Calmar ratio

Return relative to maximum drawdown

0.35

0.46

-0.11

Martin ratio

Return relative to average drawdown

1.21

1.71

-0.51

PRUFX vs. PRNHX - Sharpe Ratio Comparison

The current PRUFX Sharpe Ratio is 0.43, which is comparable to the PRNHX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PRUFX and PRNHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRUFXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.37

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.08

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.57

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.47

+0.13

Correlation

The correlation between PRUFX and PRNHX is 0.82, 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

PRUFX vs. PRNHX - Dividend Comparison

PRUFX's dividend yield for the trailing twelve months is around 15.78%, more than PRNHX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
PRUFX
T. Rowe Price Growth Stock I
15.78%13.50%13.20%3.33%3.54%9.50%3.64%2.52%9.26%13.72%2.38%0.00%
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

PRUFX vs. PRNHX - Drawdown Comparison

The maximum PRUFX drawdown since its inception was -46.35%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for PRUFX and PRNHX.


Loading graphics...

Drawdown Indicators


PRUFXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-46.35%

-70.96%

+24.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-13.70%

-4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-46.35%

-48.37%

+2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-46.35%

-48.37%

+2.02%

Current Drawdown

Current decline from peak

-17.97%

-27.08%

+9.11%

Average Drawdown

Average peak-to-trough decline

-9.65%

-18.39%

+8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

3.67%

+1.57%

Volatility

PRUFX vs. PRNHX - Volatility Comparison

The current volatility for T. Rowe Price Growth Stock I (PRUFX) is 5.45%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.88%. This indicates that PRUFX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRUFXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

7.88%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

14.48%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

23.87%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

24.41%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

22.67%

-0.65%