PRUIX vs. SVPFX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
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. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
PRUIX vs. SVPFX - Performance Comparison
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PRUIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | -7.08% | 19.40% | 24.95% | 26.24% | -18.14% | 17.95% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.87% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, PRUIX achieves a -7.08% return, which is significantly lower than SVPFX's 0.87% 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%
SVPFX
- 1D
- 0.36%
- 1M
- -0.45%
- YTD
- 0.87%
- 6M
- 2.58%
- 1Y
- 3.47%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
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PRUIX vs. SVPFX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than SVPFX's 0.38% expense ratio.
Return for Risk
PRUIX vs. SVPFX — Risk / Return Rank
PRUIX
SVPFX
PRUIX vs. SVPFX - 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 Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.44 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.61 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.57 | +0.60 |
Martin ratioReturn relative to average drawdown | 5.74 | 3.10 | +2.64 |
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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.44 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.38 | +0.39 |
Correlation
The correlation between PRUIX and SVPFX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRUIX vs. SVPFX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 4.10%, more than SVPFX's 2.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.49% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRUIX vs. SVPFX - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for PRUIX and SVPFX.
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Drawdown Indicators
| PRUIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -6.37% | -27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -5.22% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | — | — |
Current DrawdownCurrent decline from peak | -8.91% | -0.45% | -8.46% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -1.99% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 0.98% | +1.51% |
Volatility
PRUIX vs. SVPFX - Volatility Comparison
T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) has a higher volatility of 4.24% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.87%. This indicates that PRUIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 0.87% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 1.37% | +7.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 8.02% | +10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 5.60% | +11.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 5.60% | +12.46% |