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

Key characteristics


PRWCXVTHRX
YTD Return6.13%5.23%
1Y Return17.56%14.99%
3Y Return (Ann)6.79%2.71%
5Y Return (Ann)11.38%7.50%
10Y Return (Ann)10.71%6.88%
Sharpe Ratio1.971.77
Daily Std Dev9.20%8.83%
Max Drawdown-41.77%-49.57%
Current Drawdown-0.14%-0.21%

Correlation

-0.50.00.51.00.9

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.

Performance

PRWCX vs. VTHRX - Performance Comparison

In the year-to-date period, PRWCX achieves a 6.13% return, which is significantly higher than VTHRX's 5.23% return. Over the past 10 years, PRWCX has outperformed VTHRX with an annualized return of 10.71%, while VTHRX has yielded a comparatively lower 6.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
438.18%
222.41%
PRWCX
VTHRX

Compare stocks, funds, or ETFs

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


T. Rowe Price Capital Appreciation Fund

Vanguard Target Retirement 2030 Fund

PRWCX vs. VTHRX - Expense Ratio Comparison

PRWCX has a 0.68% expense ratio, which is higher than VTHRX's 0.08% 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 VTHRX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


PRWCX
Sharpe ratio
The chart of Sharpe ratio for PRWCX, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for PRWCX, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.0012.002.83
Omega ratio
The chart of Omega ratio for PRWCX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for PRWCX, currently valued at 2.76, compared to the broader market0.002.004.006.008.0010.0012.002.76
Martin ratio
The chart of Martin ratio for PRWCX, currently valued at 8.72, compared to the broader market0.0020.0040.0060.0080.008.72
VTHRX
Sharpe ratio
The chart of Sharpe ratio for VTHRX, currently valued at 1.77, compared to the broader market-1.000.001.002.003.004.001.77
Sortino ratio
The chart of Sortino ratio for VTHRX, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.0012.002.62
Omega ratio
The chart of Omega ratio for VTHRX, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.33
Calmar ratio
The chart of Calmar ratio for VTHRX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.0012.001.06
Martin ratio
The chart of Martin ratio for VTHRX, currently valued at 5.49, compared to the broader market0.0020.0040.0060.0080.005.49

PRWCX vs. VTHRX - Sharpe Ratio Comparison

The current PRWCX Sharpe Ratio is 1.97, which roughly equals the VTHRX Sharpe Ratio of 1.77. The chart below compares the 12-month rolling Sharpe Ratio of PRWCX and VTHRX.


Rolling 12-month Sharpe Ratio1.001.502.00December2024FebruaryMarchAprilMay
1.97
1.77
PRWCX
VTHRX

Dividends

PRWCX vs. VTHRX - Dividend Comparison

PRWCX's dividend yield for the trailing twelve months is around 3.91%, more than VTHRX's 2.46% yield.


TTM20232022202120202019201820172016201520142013
PRWCX
T. Rowe Price Capital Appreciation Fund
3.91%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%10.03%6.00%
VTHRX
Vanguard Target Retirement 2030 Fund
2.46%2.59%2.53%17.56%2.56%2.38%2.71%2.05%2.38%3.72%2.02%1.91%

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.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.14%
-0.21%
PRWCX
VTHRX

Volatility

PRWCX vs. VTHRX - Volatility Comparison

T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Target Retirement 2030 Fund (VTHRX) have volatilities of 2.26% and 2.29%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
2.26%
2.29%
PRWCX
VTHRX