PRUFX vs. TVRIX
Compare and contrast key facts about T. Rowe Price Growth Stock I (PRUFX) and Guggenheim Directional Allocation Fund (TVRIX).
PRUFX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P 500. It was launched on Apr 11, 1950. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
PRUFX vs. TVRIX - Performance Comparison
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PRUFX vs. TVRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TVRIX Guggenheim Directional Allocation Fund | -7.13% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
In the year-to-date period, PRUFX achieves a -14.47% return, which is significantly lower than TVRIX's -7.13% return. Over the past 10 years, PRUFX has outperformed TVRIX with an annualized return of 13.86%, while TVRIX has yielded a comparatively lower 8.46% 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%
TVRIX
- 1D
- -0.65%
- 1M
- -6.83%
- YTD
- -7.13%
- 6M
- -4.50%
- 1Y
- 9.48%
- 3Y*
- 7.90%
- 5Y*
- 4.51%
- 10Y*
- 8.46%
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PRUFX vs. TVRIX - Expense Ratio Comparison
PRUFX has a 0.52% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
PRUFX vs. TVRIX — Risk / Return Rank
PRUFX
TVRIX
PRUFX vs. TVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock I (PRUFX) and Guggenheim Directional Allocation Fund (TVRIX). 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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.80 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.18 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.01 | -0.66 |
Martin ratioReturn relative to average drawdown | 1.21 | 4.24 | -3.03 |
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
| PRUFX | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.80 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.31 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.48 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.54 | +0.07 |
Correlation
The correlation between PRUFX and TVRIX is 0.80, 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. TVRIX - Dividend Comparison
PRUFX's dividend yield for the trailing twelve months is around 15.78%, more than TVRIX's 10.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TVRIX Guggenheim Directional Allocation Fund | 10.38% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% | 0.00% |
Drawdowns
PRUFX vs. TVRIX - Drawdown Comparison
The maximum PRUFX drawdown since its inception was -46.35%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for PRUFX and TVRIX.
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Drawdown Indicators
| PRUFX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.35% | -39.36% | -6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.97% | -8.45% | -9.52% |
Max Drawdown (5Y)Largest decline over 5 years | -46.35% | -24.87% | -21.48% |
Max Drawdown (10Y)Largest decline over 10 years | -46.35% | -39.36% | -6.99% |
Current DrawdownCurrent decline from peak | -17.97% | -11.36% | -6.61% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -6.10% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 2.02% | +3.22% |
Volatility
PRUFX vs. TVRIX - Volatility Comparison
T. Rowe Price Growth Stock I (PRUFX) has a higher volatility of 5.45% compared to Guggenheim Directional Allocation Fund (TVRIX) at 3.48%. This indicates that PRUFX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUFX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 3.48% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 7.45% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 12.40% | +9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.05% | 14.42% | +8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.02% | 17.79% | +4.23% |