RPMGX vs. PRDMX

In the year-to-date period, RPMGX achieves a -0.22% return, which is significantly lower than PRDMX's 15.16% return. Over the past 10 years, RPMGX has underperformed PRDMX with an annualized return of 2.85%, while PRDMX has yielded a comparatively higher 7.32% annualized return.

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RPMGX has a 0.72% expense ratio, which is lower than PRDMX's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Growth Fund (RPMGX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). 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.

The current RPMGX Sharpe Ratio is 0.07, which is lower than the PRDMX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of RPMGX and PRDMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither RPMGX nor PRDMX has paid dividends to shareholders.

The maximum RPMGX drawdown since its inception was -58.69%, roughly equal to the maximum PRDMX drawdown of -59.84%. Use the drawdown chart below to compare losses from any high point for RPMGX and PRDMX. For additional features, visit the drawdowns tool.

T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a higher volatility of 10.98% compared to T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) at 9.55%. This indicates that RPMGX's price experiences larger fluctuations and is considered to be riskier than PRDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.