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

Correlation

The correlation between PRWAX and VFIAX is 0.94, 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. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
75.97%
580.05%
PRWAX
VFIAX

Key characteristics

Sharpe Ratio

PRWAX:

1.19

VFIAX:

2.23

Sortino Ratio

PRWAX:

1.52

VFIAX:

2.96

Omega Ratio

PRWAX:

1.25

VFIAX:

1.42

Calmar Ratio

PRWAX:

0.69

VFIAX:

3.30

Martin Ratio

PRWAX:

7.06

VFIAX:

14.60

Ulcer Index

PRWAX:

2.60%

VFIAX:

1.91%

Daily Std Dev

PRWAX:

15.38%

VFIAX:

12.52%

Max Drawdown

PRWAX:

-70.45%

VFIAX:

-55.20%

Current Drawdown

PRWAX:

-12.86%

VFIAX:

-2.57%

Returns By Period

In the year-to-date period, PRWAX achieves a 16.34% return, which is significantly lower than VFIAX's 25.97% return. Over the past 10 years, PRWAX has underperformed VFIAX with an annualized return of 5.96%, while VFIAX has yielded a comparatively higher 13.05% annualized return.


PRWAX

YTD

16.34%

1M

-8.01%

6M

-1.70%

1Y

17.08%

5Y*

6.48%

10Y*

5.96%

VFIAX

YTD

25.97%

1M

-0.19%

6M

9.23%

1Y

26.41%

5Y*

14.74%

10Y*

13.05%

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. VFIAX - Expense Ratio Comparison

PRWAX has a 0.76% expense ratio, which is higher than VFIAX's 0.04% 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 VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PRWAX vs. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). 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 1.19, compared to the broader market-1.000.001.002.003.004.001.192.23
The chart of Sortino ratio for PRWAX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.522.96
The chart of Omega ratio for PRWAX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.42
The chart of Calmar ratio for PRWAX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.0014.000.693.30
The chart of Martin ratio for PRWAX, currently valued at 7.06, compared to the broader market0.0020.0040.0060.007.0614.60
PRWAX
VFIAX

The current PRWAX Sharpe Ratio is 1.19, which is lower than the VFIAX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PRWAX and VFIAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.19
2.23
PRWAX
VFIAX

Dividends

PRWAX vs. VFIAX - Dividend Comparison

PRWAX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 0.90%.


TTM20232022202120202019201820172016201520142013
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.00%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.90%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PRWAX vs. VFIAX - Drawdown Comparison

The maximum PRWAX drawdown since its inception was -70.45%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PRWAX and VFIAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.86%
-2.57%
PRWAX
VFIAX

Volatility

PRWAX vs. VFIAX - Volatility Comparison

T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a higher volatility of 9.04% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.79%. This indicates that PRWAX's price experiences larger fluctuations and is considered to be riskier than VFIAX 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%JulyAugustSeptemberOctoberNovemberDecember
9.04%
3.79%
PRWAX
VFIAX
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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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