PRWAX vs. RPMGX

In the year-to-date period, PRWAX achieves a 24.85% return, which is significantly higher than RPMGX's 9.47% return. Over the past 10 years, PRWAX has outperformed RPMGX with an annualized return of 5.22%, while RPMGX has yielded a comparatively lower 3.09% annualized return.

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

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.

The current PRWAX Sharpe Ratio is 1.88, which is higher than the RPMGX Sharpe Ratio of 0.97. 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.

PRWAX's dividend yield for the trailing twelve months is around 0.16%, more than RPMGX's 0.06% yield.

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.

T. Rowe Price All-Cap Opportunities Fund (PRWAX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX) have volatilities of 4.00% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.