PRUIX vs. MUHLX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and Muhlenkamp Fund (MUHLX).
PRUIX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P 500 Index. It was launched on Aug 28, 2015. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
PRUIX vs. MUHLX - Performance Comparison
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PRUIX vs. MUHLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | -7.08% | 19.40% | 24.95% | 26.24% | -18.14% | 28.62% | 18.31% | 31.63% | -4.44% | 21.14% |
MUHLX Muhlenkamp Fund | 6.53% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
Returns By Period
In the year-to-date period, PRUIX achieves a -7.08% return, which is significantly lower than MUHLX's 6.53% return. Over the past 10 years, PRUIX has outperformed MUHLX with an annualized return of 13.81%, while MUHLX has yielded a comparatively lower 10.41% annualized return.
PRUIX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.08%
- 6M
- -3.34%
- 1Y
- 15.92%
- 3Y*
- 17.64%
- 5Y*
- 11.66%
- 10Y*
- 13.81%
MUHLX
- 1D
- -0.61%
- 1M
- -7.71%
- YTD
- 6.53%
- 6M
- 8.32%
- 1Y
- 20.95%
- 3Y*
- 13.50%
- 5Y*
- 11.73%
- 10Y*
- 10.41%
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PRUIX vs. MUHLX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
PRUIX vs. MUHLX — Risk / Return Rank
PRUIX
MUHLX
PRUIX vs. MUHLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and Muhlenkamp Fund (MUHLX). 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.
| PRUIX | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.28 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.79 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.94 | -0.76 |
Martin ratioReturn relative to average drawdown | 5.74 | 7.09 | -1.34 |
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
| PRUIX | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.28 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.80 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.61 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.51 | +0.26 |
Correlation
The correlation between PRUIX and MUHLX is 0.79, 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
PRUIX vs. MUHLX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 4.10%, more than MUHLX's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 4.10% | 3.78% | 1.28% | 1.44% | 1.69% | 1.64% | 2.09% | 2.25% | 2.77% | 1.39% | 2.16% | 0.00% |
MUHLX Muhlenkamp Fund | 3.13% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
PRUIX vs. MUHLX - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, smaller than the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for PRUIX and MUHLX.
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Drawdown Indicators
| PRUIX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -62.05% | +28.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -10.23% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -18.63% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -40.85% | +7.05% |
Current DrawdownCurrent decline from peak | -8.91% | -7.88% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -10.81% | +6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.81% | -0.32% |
Volatility
PRUIX vs. MUHLX - Volatility Comparison
The current volatility for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) is 4.24%, while Muhlenkamp Fund (MUHLX) has a volatility of 5.35%. This indicates that PRUIX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUIX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.35% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 11.84% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 16.73% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 14.73% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 17.02% | +1.04% |