RPMGX vs. PEGZX
RPMGX (T. Rowe Price Mid-Cap Growth Fund) and PEGZX (PGIM Jennison Mid-Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, RPMGX returned 10.66%/yr vs 14.64%/yr for PEGZX. Their correlation of 0.93 means they have usually moved in the same direction. RPMGX charges 0.77%/yr vs 0.71%/yr for PEGZX.
Performance
RPMGX vs. PEGZX - Performance Comparison
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Returns By Period
In the year-to-date period, RPMGX achieves a 2.74% return, which is significantly higher than PEGZX's 2.47% return. Over the past 10 years, RPMGX has underperformed PEGZX with an annualized return of 10.66%, while PEGZX has yielded a comparatively higher 14.64% annualized return.
RPMGX
- 1D
- 0.48%
- 1M
- -1.63%
- 6M
- 2.42%
- YTD
- 2.74%
- 1Y
- 5.92%
- 3Y*
- 9.89%
- 5Y*
- 4.27%
- 10Y*
- 10.66%
- ALL TIME*
- 12.70%
PEGZX
- 1D
- 2.74%
- 1M
- -2.59%
- 6M
- 3.70%
- YTD
- 2.47%
- 1Y
- -0.58%
- 3Y*
- 4.20%
- 5Y*
- 0.82%
- 10Y*
- 14.64%
- ALL TIME*
- 11.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RPMGX vs. PEGZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPMGX T. Rowe Price Mid-Cap Growth Fund | 2.74% | 3.65% | 21.08% | 20.27% | -22.51% | 14.94% | 24.16% | 31.53% | -2.12% | 24.80% |
PEGZX PGIM Jennison Mid-Cap Growth Fund | 2.47% | -2.39% | 11.98% | 20.63% | -23.79% | 11.59% | 42.90% | 112.92% | -8.31% | 22.63% |
Correlation
The correlation between RPMGX and PEGZX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | 0.93 |
The correlation between RPMGX and PEGZX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
RPMGX vs. PEGZX — Risk / Return Rank
RPMGX
PEGZX
RPMGX vs. PEGZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Growth Fund (RPMGX) and PGIM Jennison Mid-Cap Growth Fund (PEGZX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RPMGX | PEGZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.99 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.12 | +0.51 |
| Martin ratioReturn relative to average drawdown | 1.31 | -0.33 | +1.64 |
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Drawdowns
RPMGX vs. PEGZX - Drawdown Comparison
The maximum RPMGX drawdown since its inception was -54.66%, smaller than the maximum PEGZX drawdown of -70.78%. Use the drawdown chart below to compare losses from any high point for RPMGX and PEGZX.
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Drawdown Indicators
| RPMGX | PEGZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.66% | -70.78% | +16.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -17.25% | +7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.52% | -28.71% | +7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -32.08% | -36.37% | +4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -36.37% | +0.41% |
Current DrawdownCurrent decline from peak | -2.02% | -7.59% | +5.57% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -17.23% | +10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 6.41% | -3.37% |
Volatility
RPMGX vs. PEGZX - Volatility Comparison
The current volatility for T. Rowe Price Mid-Cap Growth Fund (RPMGX) is 2.51%, while PGIM Jennison Mid-Cap Growth Fund (PEGZX) has a volatility of 5.46%. This indicates that RPMGX experiences smaller price fluctuations and is considered to be less risky than PEGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPMGX | PEGZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 5.46% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 14.84% | -4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 17.66% | -3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 22.38% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 28.01% | -9.07% |
RPMGX vs. PEGZX - Expense Ratio Comparison
RPMGX has a 0.77% expense ratio, which is higher than PEGZX's 0.71% expense ratio.
Dividends
RPMGX vs. PEGZX - Dividend Comparison
RPMGX's dividend yield for the trailing twelve months is around 6.18%, less than PEGZX's 7.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEGZX PGIM Jennison Mid-Cap Growth Fund | 7.91% | 8.11% | 4.84% | 3.08% | 1.39% | 29.97% | 36.38% | 68.39% | 40.45% | 13.28% | 6.40% | 8.82% |
RPMGX T. Rowe Price Mid-Cap Growth Fund | 6.18% | 6.35% | 20.43% | 6.35% | 2.60% | 10.52% | 4.53% | 5.29% | 12.12% | 8.04% | 3.45% | 9.51% |
Frequently Asked Questions
RPMGX and PEGZX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEGZX has higher volatility (5.46%) compared to RPMGX (2.51%). In terms of maximum drawdown, RPMGX dropped -54.66% vs PEGZX's -70.78%.
RPMGX currently has the higher Sharpe Ratio (0.29 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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