PRUFX vs. VTMGX
Compare and contrast key facts about T. Rowe Price Growth Stock I (PRUFX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
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. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
PRUFX vs. VTMGX - Performance Comparison
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PRUFX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, PRUFX achieves a -14.47% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, PRUFX has outperformed VTMGX with an annualized return of 13.86%, while VTMGX has yielded a comparatively lower 9.31% 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%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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PRUFX vs. VTMGX - Expense Ratio Comparison
PRUFX has a 0.52% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
PRUFX vs. VTMGX — Risk / Return Rank
PRUFX
VTMGX
PRUFX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock I (PRUFX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.79 | -1.35 |
Sortino ratioReturn per unit of downside risk | 0.78 | 2.35 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.35 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 2.44 | -2.08 |
Martin ratioReturn relative to average drawdown | 1.21 | 9.56 | -8.35 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.79 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.55 | -0.24 |
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 | 0.29 | +0.32 |
Correlation
The correlation between PRUFX and VTMGX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PRUFX vs. VTMGX - Dividend Comparison
PRUFX's dividend yield for the trailing twelve months is around 15.78%, more than VTMGX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
PRUFX vs. VTMGX - Drawdown Comparison
The maximum PRUFX drawdown since its inception was -46.35%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for PRUFX and VTMGX.
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Drawdown Indicators
| PRUFX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.35% | -60.58% | +14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -17.97% | -11.67% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -46.35% | -29.71% | -16.64% |
Max Drawdown (10Y)Largest decline over 10 years | -46.35% | -35.68% | -10.67% |
Current DrawdownCurrent decline from peak | -17.97% | -9.01% | -8.96% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -14.74% | +5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 2.97% | +2.27% |
Volatility
PRUFX vs. VTMGX - Volatility Comparison
The current volatility for T. Rowe Price Growth Stock I (PRUFX) is 5.45%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.83%. This indicates that PRUFX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUFX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 7.83% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 11.28% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 16.68% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.05% | 15.65% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.02% | 16.45% | +5.57% |