PRXAX vs. PRDGX
Compare and contrast key facts about T. Rowe Price GNMA Fund Class I (PRXAX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX).
PRXAX is an actively managed fund by T. Rowe Price. It was launched on May 4, 2017. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Performance
PRXAX vs. PRDGX - Performance Comparison
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PRXAX vs. PRDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRXAX T. Rowe Price GNMA Fund Class I | 0.04% | 7.72% | 1.15% | 4.79% | -11.41% | -2.07% | 4.34% | 5.29% | 0.58% | 0.82% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -2.47% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 11.14% |
Returns By Period
In the year-to-date period, PRXAX achieves a 0.04% return, which is significantly higher than PRDGX's -2.47% return.
PRXAX
- 1D
- 0.61%
- 1M
- -2.03%
- YTD
- 0.04%
- 6M
- 1.53%
- 1Y
- 4.76%
- 3Y*
- 3.58%
- 5Y*
- -0.02%
- 10Y*
- —
PRDGX
- 1D
- 0.03%
- 1M
- -7.31%
- YTD
- -2.47%
- 6M
- -0.01%
- 1Y
- 9.42%
- 3Y*
- 12.29%
- 5Y*
- 9.25%
- 10Y*
- 12.09%
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PRXAX vs. PRDGX - Expense Ratio Comparison
PRXAX has a 0.41% expense ratio, which is lower than PRDGX's 0.62% expense ratio.
Return for Risk
PRXAX vs. PRDGX — Risk / Return Rank
PRXAX
PRDGX
PRXAX vs. PRDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price GNMA Fund Class I (PRXAX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.
| PRXAX | PRDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.71 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.08 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 0.80 | +1.05 |
Martin ratioReturn relative to average drawdown | 5.30 | 3.83 | +1.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRXAX | PRDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.71 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.66 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.65 | -0.42 |
Correlation
The correlation between PRXAX and PRDGX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRXAX vs. PRDGX - Dividend Comparison
PRXAX's dividend yield for the trailing twelve months is around 3.65%, less than PRDGX's 8.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRXAX T. Rowe Price GNMA Fund Class I | 3.65% | 3.92% | 3.78% | 2.77% | 1.56% | 0.70% | 1.56% | 2.48% | 2.89% | 2.13% | 0.00% | 0.00% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 8.30% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
Drawdowns
PRXAX vs. PRDGX - Drawdown Comparison
The maximum PRXAX drawdown since its inception was -18.04%, smaller than the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PRXAX and PRDGX.
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Drawdown Indicators
| PRXAX | PRDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.04% | -49.79% | +31.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.10% | -11.28% | +8.18% |
Max Drawdown (5Y)Largest decline over 5 years | -17.44% | -19.31% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.18% | — |
Current DrawdownCurrent decline from peak | -2.03% | -7.32% | +5.29% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -5.44% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.34% | -1.26% |
Volatility
PRXAX vs. PRDGX - Volatility Comparison
The current volatility for T. Rowe Price GNMA Fund Class I (PRXAX) is 1.95%, while T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a volatility of 3.43%. This indicates that PRXAX experiences smaller price fluctuations and is considered to be less risky than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRXAX | PRDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 3.43% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 7.35% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.86% | 15.00% | -10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 14.05% | -7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 15.86% | -10.89% |