PRWAX vs. VEIPX
Compare and contrast key facts about T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Equity Income Fund Investor Shares (VEIPX).
PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985. VEIPX is managed by Vanguard. It was launched on Mar 21, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWAX or VEIPX.
Performance
PRWAX vs. VEIPX - Performance Comparison
Returns By Period
In the year-to-date period, PRWAX achieves a 24.85% return, which is significantly higher than VEIPX's 17.26% return. Over the past 10 years, PRWAX has underperformed VEIPX with an annualized return of 5.22%, while VEIPX has yielded a comparatively higher 9.66% annualized return.
PRWAX
24.85%
-0.21%
8.33%
25.43%
7.40%
5.22%
VEIPX
17.26%
-0.50%
7.27%
20.09%
9.89%
9.66%
Key characteristics
| PRWAX | VEIPX | |
|---|---|---|
| Sharpe Ratio | 1.88 | 1.72 |
| Sortino Ratio | 2.46 | 2.26 |
| Omega Ratio | 1.36 | 1.33 |
| Calmar Ratio | 0.97 | 3.30 |
| Martin Ratio | 10.62 | 8.09 |
| Ulcer Index | 2.44% | 2.41% |
| Daily Std Dev | 13.78% | 11.37% |
| Max Drawdown | -70.45% | -54.12% |
| Current Drawdown | -6.48% | -1.68% |
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PRWAX vs. VEIPX - Expense Ratio Comparison
PRWAX has a 0.76% expense ratio, which is higher than VEIPX's 0.28% expense ratio.
Correlation
The correlation between PRWAX and VEIPX is 0.75, 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. VEIPX - 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 Equity Income Fund Investor Shares (VEIPX). 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. VEIPX - Dividend Comparison
PRWAX's dividend yield for the trailing twelve months is around 0.16%, less than VEIPX's 2.73% 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% |
VEIPX Vanguard Equity Income Fund Investor Shares | 2.73% | 2.94% | 2.93% | 2.40% | 2.62% | 2.63% | 3.15% | 2.45% | 2.74% | 2.96% | 2.69% | 2.51% |
Drawdowns
PRWAX vs. VEIPX - Drawdown Comparison
The maximum PRWAX drawdown since its inception was -70.45%, which is greater than VEIPX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for PRWAX and VEIPX. For additional features, visit the drawdowns tool.
Volatility
PRWAX vs. VEIPX - Volatility Comparison
T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a higher volatility of 4.00% compared to Vanguard Equity Income Fund Investor Shares (VEIPX) at 3.59%. This indicates that PRWAX's price experiences larger fluctuations and is considered to be riskier than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.