PortfoliosLab logoPortfoliosLab logo
PRWAX vs. TRMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRWAX vs. TRMCX - 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 Value Fund (TRMCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRWAX vs. TRMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRWAX
T. Rowe Price All-Cap Opportunities Fund
-12.37%26.78%25.24%29.02%-21.37%20.63%44.73%35.08%1.26%34.51%
TRMCX
T. Rowe Price Mid-Cap Value Fund
0.81%10.55%16.21%18.99%-4.16%24.51%9.84%19.59%-10.66%11.59%

Returns By Period

In the year-to-date period, PRWAX achieves a -12.37% return, which is significantly lower than TRMCX's 0.81% return. Over the past 10 years, PRWAX has outperformed TRMCX with an annualized return of 16.95%, while TRMCX has yielded a comparatively lower 10.87% annualized return.


PRWAX

1D
-0.24%
1M
-9.15%
YTD
-12.37%
6M
-3.78%
1Y
16.34%
3Y*
18.79%
5Y*
10.36%
10Y*
16.95%

TRMCX

1D
-0.58%
1M
-8.70%
YTD
0.81%
6M
6.57%
1Y
14.90%
3Y*
14.33%
5Y*
9.96%
10Y*
10.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. TRMCX - Expense Ratio Comparison

PRWAX has a 0.76% expense ratio, which is lower than TRMCX's 0.77% expense ratio.


Return for Risk

PRWAX vs. TRMCX — Risk / Return Rank

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

PRWAX
PRWAX Risk / Return Rank: 4545
Overall Rank
PRWAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRWAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PRWAX Omega Ratio Rank: 5252
Omega Ratio Rank
PRWAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRWAX Martin Ratio Rank: 3636
Martin Ratio Rank

TRMCX
TRMCX Risk / Return Rank: 3535
Overall Rank
TRMCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TRMCX Sortino Ratio Rank: 3838
Sortino Ratio Rank
TRMCX Omega Ratio Rank: 3838
Omega Ratio Rank
TRMCX Calmar Ratio Rank: 3030
Calmar Ratio Rank
TRMCX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRWAX vs. TRMCX - Risk-Adjusted Trends 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 Value Fund (TRMCX). 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.


PRWAXTRMCXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.78

+0.09

Sortino ratio

Return per unit of downside risk

1.42

1.20

+0.22

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.02

0.84

+0.18

Martin ratio

Return relative to average drawdown

3.79

3.35

+0.44

PRWAX vs. TRMCX - Sharpe Ratio Comparison

The current PRWAX Sharpe Ratio is 0.87, which is comparable to the TRMCX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PRWAX and TRMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRWAXTRMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.78

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.52

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.56

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.62

-0.02

Correlation

The correlation between PRWAX and TRMCX is 0.81, 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

PRWAX vs. TRMCX - Dividend Comparison

PRWAX's dividend yield for the trailing twelve months is around 19.01%, more than TRMCX's 9.42% yield.


TTM20252024202320222021202020192018201720162015
PRWAX
T. Rowe Price All-Cap Opportunities Fund
19.01%16.66%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%
TRMCX
T. Rowe Price Mid-Cap Value Fund
9.42%9.49%14.20%7.65%13.92%9.22%3.79%4.25%12.13%6.58%6.74%11.39%

Drawdowns

PRWAX vs. TRMCX - Drawdown Comparison

The maximum PRWAX drawdown since its inception was -55.06%, roughly equal to the maximum TRMCX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for PRWAX and TRMCX.


Loading graphics...

Drawdown Indicators


PRWAXTRMCXDifference

Max Drawdown

Largest peak-to-trough decline

-55.06%

-55.28%

+0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-14.82%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.38%

-29.60%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

-39.41%

+8.91%

Current Drawdown

Current decline from peak

-14.05%

-9.41%

-4.64%

Average Drawdown

Average peak-to-trough decline

-9.92%

-6.65%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.82%

-0.03%

Volatility

PRWAX vs. TRMCX - Volatility Comparison

T. Rowe Price All-Cap Opportunities Fund (PRWAX) and T. Rowe Price Mid-Cap Value Fund (TRMCX) have volatilities of 4.90% and 5.13%, 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.


Loading graphics...

Volatility by Period


PRWAXTRMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.13%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

10.79%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

19.72%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

19.27%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

19.63%

-0.81%