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PRWAX vs. RPMGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRWAX and RPMGX is 0.93, 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.


-0.50.00.51.00.9

Performance

PRWAX vs. RPMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price All-Cap Opportunities Fund (PRWAX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.91%
-3.02%
PRWAX
RPMGX

Key characteristics

Sharpe Ratio

PRWAX:

1.14

RPMGX:

0.26

Sortino Ratio

PRWAX:

1.47

RPMGX:

0.41

Omega Ratio

PRWAX:

1.23

RPMGX:

1.06

Calmar Ratio

PRWAX:

0.74

RPMGX:

0.16

Martin Ratio

PRWAX:

4.58

RPMGX:

0.83

Ulcer Index

PRWAX:

3.89%

RPMGX:

5.06%

Daily Std Dev

PRWAX:

15.66%

RPMGX:

16.37%

Max Drawdown

PRWAX:

-70.45%

RPMGX:

-58.69%

Current Drawdown

PRWAX:

-11.67%

RPMGX:

-24.05%

Returns By Period

The year-to-date returns for both investments are quite close, with PRWAX having a 2.50% return and RPMGX slightly higher at 2.61%. Over the past 10 years, PRWAX has outperformed RPMGX with an annualized return of 6.28%, while RPMGX has yielded a comparatively lower 3.30% annualized return.


PRWAX

YTD

2.50%

1M

2.34%

6M

0.07%

1Y

16.60%

5Y*

5.50%

10Y*

6.28%

RPMGX

YTD

2.61%

1M

2.51%

6M

-1.77%

1Y

3.12%

5Y*

0.80%

10Y*

3.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRWAX vs. RPMGX - Expense Ratio Comparison

PRWAX has a 0.76% expense ratio, which is higher than RPMGX's 0.72% expense ratio.


PRWAX
T. Rowe Price All-Cap Opportunities Fund
Expense ratio chart for PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for RPMGX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

PRWAX vs. RPMGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 5555
Overall Rank
The Sharpe Ratio Rank of PRWAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 5555
Martin Ratio Rank

RPMGX
The Risk-Adjusted Performance Rank of RPMGX is 1212
Overall Rank
The Sharpe Ratio Rank of RPMGX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of RPMGX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of RPMGX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of RPMGX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of RPMGX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRWAX vs. RPMGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price All-Cap Opportunities Fund (PRWAX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRWAX, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.001.140.26
The chart of Sortino ratio for PRWAX, currently valued at 1.47, compared to the broader market0.005.0010.001.470.41
The chart of Omega ratio for PRWAX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.06
The chart of Calmar ratio for PRWAX, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.000.740.16
The chart of Martin ratio for PRWAX, currently valued at 4.58, compared to the broader market0.0020.0040.0060.0080.004.580.83
PRWAX
RPMGX

The current PRWAX Sharpe Ratio is 1.14, which is higher than the RPMGX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of PRWAX and RPMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.14
0.26
PRWAX
RPMGX

Dividends

PRWAX vs. RPMGX - Dividend Comparison

PRWAX's dividend yield for the trailing twelve months is around 0.07%, while RPMGX has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.07%0.07%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%
RPMGX
T. Rowe Price Mid-Cap Growth Fund
0.00%0.00%0.06%0.00%0.00%0.00%0.21%0.16%0.00%0.00%

Drawdowns

PRWAX vs. RPMGX - Drawdown Comparison

The maximum PRWAX drawdown since its inception was -70.45%, which is greater than RPMGX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for PRWAX and RPMGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.67%
-24.05%
PRWAX
RPMGX

Volatility

PRWAX vs. RPMGX - Volatility Comparison

T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a higher volatility of 5.40% compared to T. Rowe Price Mid-Cap Growth Fund (RPMGX) at 4.96%. This indicates that PRWAX's price experiences larger fluctuations and is considered to be riskier than RPMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.40%
4.96%
PRWAX
RPMGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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