PRWAX vs. VFIAX
Compare and contrast key facts about T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWAX or VFIAX.
Performance
PRWAX vs. VFIAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with PRWAX having a 24.85% return and VFIAX slightly lower at 24.51%. Over the past 10 years, PRWAX has underperformed VFIAX with an annualized return of 5.22%, while VFIAX has yielded a comparatively higher 13.11% annualized return.
PRWAX
24.85%
-0.21%
8.33%
25.43%
7.40%
5.22%
VFIAX
24.51%
0.57%
11.39%
31.98%
15.26%
13.11%
Key characteristics
| PRWAX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.63 |
| Sortino Ratio | 2.46 | 3.51 |
| Omega Ratio | 1.36 | 1.49 |
| Calmar Ratio | 0.97 | 3.81 |
| Martin Ratio | 10.62 | 17.18 |
| Ulcer Index | 2.44% | 1.87% |
| Daily Std Dev | 13.78% | 12.25% |
| Max Drawdown | -70.45% | -55.20% |
| Current Drawdown | -6.48% | -2.14% |
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PRWAX vs. VFIAX - Expense Ratio Comparison
PRWAX has a 0.76% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
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.
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.
Dividends
PRWAX vs. VFIAX - Dividend Comparison
PRWAX's dividend yield for the trailing twelve months is around 0.16%, less than VFIAX's 1.25% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.25% | 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.
Volatility
PRWAX vs. VFIAX - Volatility Comparison
T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 4.00% and 4.05%, 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.