PRWAX vs. VDIGX
Compare and contrast key facts about T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Dividend Growth Fund (VDIGX).
PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWAX or VDIGX.
Performance
PRWAX vs. VDIGX - Performance Comparison
Returns By Period
In the year-to-date period, PRWAX achieves a 24.85% return, which is significantly higher than VDIGX's 11.34% return. Over the past 10 years, PRWAX has underperformed VDIGX with an annualized return of 5.22%, while VDIGX has yielded a comparatively higher 10.85% annualized return.
PRWAX
24.85%
-0.21%
8.33%
25.43%
7.40%
5.22%
VDIGX
11.34%
-3.24%
4.53%
17.68%
10.54%
10.85%
Key characteristics
| PRWAX | VDIGX | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.09 |
| Sortino Ratio | 2.46 | 2.86 |
| Omega Ratio | 1.36 | 1.37 |
| Calmar Ratio | 0.97 | 3.80 |
| Martin Ratio | 10.62 | 11.19 |
| Ulcer Index | 2.44% | 1.63% |
| Daily Std Dev | 13.78% | 8.72% |
| Max Drawdown | -70.45% | -45.23% |
| Current Drawdown | -6.48% | -3.65% |
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PRWAX vs. VDIGX - Expense Ratio Comparison
PRWAX has a 0.76% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Correlation
The correlation between PRWAX and VDIGX is 0.72, 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.
Risk-Adjusted Performance
PRWAX vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Dividend Growth Fund (VDIGX). 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.
Dividends
PRWAX vs. VDIGX - Dividend Comparison
PRWAX's dividend yield for the trailing twelve months is around 0.16%, less than VDIGX's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRWAX T. Rowe Price All-Cap Opportunities Fund | 0.16% | 0.20% | 0.00% | 0.00% | 0.03% | 0.40% | 0.23% | 0.17% | 0.05% | 0.00% | 0.00% | 0.00% |
VDIGX Vanguard Dividend Growth Fund | 1.65% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
PRWAX vs. VDIGX - Drawdown Comparison
The maximum PRWAX drawdown since its inception was -70.45%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for PRWAX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
PRWAX vs. VDIGX - Volatility Comparison
T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a higher volatility of 4.00% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.49%. This indicates that PRWAX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.