PRUIX vs. PEXMX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price Extended Equity Market Index Fund (PEXMX).
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. PEXMX is managed by T. Rowe Price. It was launched on Jan 30, 1998.
Performance
PRUIX vs. PEXMX - Performance Comparison
Loading graphics...
PRUIX vs. PEXMX - 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% |
PEXMX T. Rowe Price Extended Equity Market Index Fund | -4.65% | 14.64% | 16.72% | 25.32% | -26.15% | 12.09% | 30.80% | 32.57% | -9.61% | 16.63% |
Returns By Period
In the year-to-date period, PRUIX achieves a -7.08% return, which is significantly lower than PEXMX's -4.65% return. Over the past 10 years, PRUIX has outperformed PEXMX with an annualized return of 13.81%, while PEXMX has yielded a comparatively lower 10.94% 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%
PEXMX
- 1D
- -1.01%
- 1M
- -7.83%
- YTD
- -4.65%
- 6M
- -1.56%
- 1Y
- 20.04%
- 3Y*
- 14.72%
- 5Y*
- 4.22%
- 10Y*
- 10.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRUIX vs. PEXMX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than PEXMX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
PRUIX vs. PEXMX — Risk / Return Rank
PRUIX
PEXMX
PRUIX vs. PEXMX - 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 T. Rowe Price Extended Equity Market Index Fund (PEXMX). 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 | PEXMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.87 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.36 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.95 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.74 | 3.99 | +1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRUIX | PEXMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.87 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.19 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.50 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.38 | +0.39 |
Correlation
The correlation between PRUIX and PEXMX is 0.85, 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. PEXMX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 4.10%, less than PEXMX's 7.43% 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% |
PEXMX T. Rowe Price Extended Equity Market Index Fund | 7.43% | 7.08% | 7.64% | 3.64% | 7.53% | 14.87% | 2.99% | 8.17% | 6.67% | 4.50% | 5.90% | 4.81% |
Drawdowns
PRUIX vs. PEXMX - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, smaller than the maximum PEXMX drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for PRUIX and PEXMX.
Loading graphics...
Drawdown Indicators
| PRUIX | PEXMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -57.82% | +24.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -14.71% | +2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -36.27% | +11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -41.27% | +7.47% |
Current DrawdownCurrent decline from peak | -8.91% | -10.30% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -13.69% | +9.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 4.08% | -1.59% |
Volatility
PRUIX vs. PEXMX - Volatility Comparison
The current volatility for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) is 4.24%, while T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a volatility of 5.98%. This indicates that PRUIX experiences smaller price fluctuations and is considered to be less risky than PEXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRUIX | PEXMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.98% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 13.58% | -4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 23.35% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 22.48% | -5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 22.20% | -4.14% |