PRWCX vs. VBIAX
Compare and contrast key facts about T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX).
PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986. VBIAX 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: PRWCX or VBIAX.
Performance
PRWCX vs. VBIAX - Performance Comparison
Returns By Period
In the year-to-date period, PRWCX achieves a 13.54% return, which is significantly lower than VBIAX's 14.80% return. Over the past 10 years, PRWCX has outperformed VBIAX with an annualized return of 10.64%, while VBIAX has yielded a comparatively lower 7.57% annualized return.
PRWCX
13.54%
0.13%
6.83%
19.29%
11.29%
10.64%
VBIAX
14.80%
0.78%
8.72%
18.85%
7.51%
7.57%
Key characteristics
| PRWCX | VBIAX | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.16 |
| Sortino Ratio | 3.53 | 2.93 |
| Omega Ratio | 1.48 | 1.41 |
| Calmar Ratio | 5.79 | 1.83 |
| Martin Ratio | 20.33 | 13.00 |
| Ulcer Index | 0.95% | 1.44% |
| Daily Std Dev | 7.55% | 8.63% |
| Max Drawdown | -41.77% | -35.90% |
| Current Drawdown | -1.13% | -1.12% |
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PRWCX vs. VBIAX - Expense Ratio Comparison
PRWCX has a 0.68% expense ratio, which is higher than VBIAX's 0.07% expense ratio.
Correlation
The correlation between PRWCX and VBIAX is 0.92, 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
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.
Dividends
PRWCX vs. VBIAX - Dividend Comparison
PRWCX's dividend yield for the trailing twelve months is around 1.86%, less than VBIAX's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRWCX T. Rowe Price Capital Appreciation Fund | 1.86% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 2.03% | 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 -41.77%, 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.
Volatility
PRWCX vs. VBIAX - Volatility Comparison
T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX) have volatilities of 2.65% and 2.60%, 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.