PRUIX vs. PRNHX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price New Horizons Fund (PRNHX).
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. PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960.
Performance
PRUIX vs. PRNHX - Performance Comparison
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PRUIX vs. PRNHX - 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% |
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, PRUIX achieves a -7.08% return, which is significantly lower than PRNHX's -5.34% return. Over the past 10 years, PRUIX has outperformed PRNHX with an annualized return of 13.81%, while PRNHX has yielded a comparatively lower 12.93% 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%
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%
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PRUIX vs. PRNHX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than PRNHX's 0.75% expense ratio.
Return for Risk
PRUIX vs. PRNHX — Risk / Return Rank
PRUIX
PRNHX
PRUIX vs. PRNHX - 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 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.
| PRUIX | PRNHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.37 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.70 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.09 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.46 | +0.72 |
Martin ratioReturn relative to average drawdown | 5.74 | 1.71 | +4.03 |
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
| PRUIX | PRNHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.37 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | -0.08 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.57 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.47 | +0.30 |
Correlation
The correlation between PRUIX and PRNHX 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
PRUIX vs. PRNHX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 4.10%, less than PRNHX's 12.52% 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% |
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
PRUIX vs. PRNHX - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for PRUIX and PRNHX.
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Drawdown Indicators
| PRUIX | PRNHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -70.96% | +37.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -13.70% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -48.37% | +23.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -48.37% | +14.57% |
Current DrawdownCurrent decline from peak | -8.91% | -27.08% | +18.17% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -18.39% | +14.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.67% | -1.18% |
Volatility
PRUIX vs. PRNHX - Volatility Comparison
The current volatility for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) is 4.24%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.88%. This indicates that PRUIX 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.
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Volatility by Period
| PRUIX | PRNHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 7.88% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 14.48% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 23.87% | -5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 24.41% | -7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 22.67% | -4.61% |