PRWCX vs. VTHRX
Compare and contrast key facts about T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Target Retirement 2030 Fund (VTHRX).
PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWCX or VTHRX.
Performance
PRWCX vs. VTHRX - Performance Comparison
Returns By Period
In the year-to-date period, PRWCX achieves a 13.86% return, which is significantly higher than VTHRX's 11.40% return. Over the past 10 years, PRWCX has outperformed VTHRX with an annualized return of 10.65%, while VTHRX has yielded a comparatively lower 6.94% annualized return.
PRWCX
13.86%
0.65%
7.85%
19.17%
11.35%
10.65%
VTHRX
11.40%
-0.08%
6.65%
17.46%
7.23%
6.94%
Key characteristics
| PRWCX | VTHRX | |
|---|---|---|
| Sharpe Ratio | 2.60 | 2.08 |
| Sortino Ratio | 3.59 | 3.00 |
| Omega Ratio | 1.49 | 1.40 |
| Calmar Ratio | 5.89 | 2.10 |
| Martin Ratio | 20.66 | 12.29 |
| Ulcer Index | 0.95% | 1.44% |
| Daily Std Dev | 7.55% | 8.49% |
| Max Drawdown | -41.77% | -49.57% |
| Current Drawdown | -0.85% | -0.98% |
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PRWCX vs. VTHRX - Expense Ratio Comparison
PRWCX has a 0.68% expense ratio, which is higher than VTHRX's 0.08% expense ratio.
Correlation
The correlation between PRWCX and VTHRX 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
PRWCX vs. VTHRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Target Retirement 2030 Fund (VTHRX). 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. VTHRX - Dividend Comparison
PRWCX's dividend yield for the trailing twelve months is around 1.85%, less than VTHRX's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRWCX T. Rowe Price Capital Appreciation Fund | 1.85% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
Drawdowns
PRWCX vs. VTHRX - Drawdown Comparison
The maximum PRWCX drawdown since its inception was -41.77%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for PRWCX and VTHRX. For additional features, visit the drawdowns tool.
Volatility
PRWCX vs. VTHRX - Volatility Comparison
T. Rowe Price Capital Appreciation Fund (PRWCX) has a higher volatility of 2.60% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 2.00%. This indicates that PRWCX's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.