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PRWCX vs. VBIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRWCX and VBIAX is 0.91, 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

PRWCX vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
455.52%
361.39%
PRWCX
VBIAX

Key characteristics

Sharpe Ratio

PRWCX:

1.94

VBIAX:

1.90

Sortino Ratio

PRWCX:

2.63

VBIAX:

2.63

Omega Ratio

PRWCX:

1.36

VBIAX:

1.35

Calmar Ratio

PRWCX:

4.45

VBIAX:

1.89

Martin Ratio

PRWCX:

14.86

VBIAX:

11.78

Ulcer Index

PRWCX:

1.00%

VBIAX:

1.36%

Daily Std Dev

PRWCX:

7.66%

VBIAX:

8.41%

Max Drawdown

PRWCX:

-45.33%

VBIAX:

-35.90%

Current Drawdown

PRWCX:

-2.21%

VBIAX:

-2.69%

Returns By Period

In the year-to-date period, PRWCX achieves a 13.21% return, which is significantly lower than VBIAX's 14.73% return. Over the past 10 years, PRWCX has outperformed VBIAX with an annualized return of 8.33%, while VBIAX has yielded a comparatively lower 7.48% annualized return.


PRWCX

YTD

13.21%

1M

-0.28%

6M

5.91%

1Y

14.05%

5Y*

10.67%

10Y*

8.33%

VBIAX

YTD

14.73%

1M

-0.47%

6M

6.58%

1Y

15.09%

5Y*

7.05%

10Y*

7.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRWCX vs. VBIAX - Expense Ratio Comparison

PRWCX has a 0.68% expense ratio, which is higher than VBIAX's 0.07% expense ratio.


PRWCX
T. Rowe Price Capital Appreciation Fund
Expense ratio chart for PRWCX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VBIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

PRWCX vs. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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 PRWCX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.941.90
The chart of Sortino ratio for PRWCX, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.632.63
The chart of Omega ratio for PRWCX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.35
The chart of Calmar ratio for PRWCX, currently valued at 4.45, compared to the broader market0.002.004.006.008.0010.0012.0014.004.451.89
The chart of Martin ratio for PRWCX, currently valued at 14.86, compared to the broader market0.0020.0040.0060.0014.8611.78
PRWCX
VBIAX

The current PRWCX Sharpe Ratio is 1.94, which is comparable to the VBIAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of PRWCX and VBIAX, 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
1.94
1.90
PRWCX
VBIAX

Dividends

PRWCX vs. VBIAX - Dividend Comparison

PRWCX's dividend yield for the trailing twelve months is around 10.31%, more than VBIAX's 1.53% yield.


TTM20232022202120202019201820172016201520142013
PRWCX
T. Rowe Price Capital Appreciation Fund
10.31%4.15%9.44%9.23%7.97%5.83%2.53%1.31%1.57%1.52%1.42%1.13%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
1.53%2.04%1.93%1.39%1.66%2.12%2.32%1.95%2.09%2.09%1.92%1.85%

Drawdowns

PRWCX vs. VBIAX - Drawdown Comparison

The maximum PRWCX drawdown since its inception was -45.33%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for PRWCX and VBIAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.21%
-2.69%
PRWCX
VBIAX

Volatility

PRWCX vs. VBIAX - Volatility Comparison

The current volatility for T. Rowe Price Capital Appreciation Fund (PRWCX) is 2.32%, while Vanguard Balanced Index Fund Admiral Shares (VBIAX) has a volatility of 2.86%. This indicates that PRWCX experiences smaller price fluctuations and is considered to be less risky than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.32%
2.86%
PRWCX
VBIAX
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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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