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RPMGX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPMGX and PRWAX is 0.93, 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.


-0.50.00.51.00.9

Performance

RPMGX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Mid-Cap Growth Fund (RPMGX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.77%
0.07%
RPMGX
PRWAX

Key characteristics

Sharpe Ratio

RPMGX:

0.26

PRWAX:

1.14

Sortino Ratio

RPMGX:

0.41

PRWAX:

1.47

Omega Ratio

RPMGX:

1.06

PRWAX:

1.23

Calmar Ratio

RPMGX:

0.16

PRWAX:

0.74

Martin Ratio

RPMGX:

0.83

PRWAX:

4.58

Ulcer Index

RPMGX:

5.06%

PRWAX:

3.89%

Daily Std Dev

RPMGX:

16.37%

PRWAX:

15.66%

Max Drawdown

RPMGX:

-58.69%

PRWAX:

-70.45%

Current Drawdown

RPMGX:

-24.05%

PRWAX:

-11.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with RPMGX having a 2.61% return and PRWAX slightly lower at 2.50%. Over the past 10 years, RPMGX has underperformed PRWAX with an annualized return of 3.30%, while PRWAX has yielded a comparatively higher 6.28% annualized return.


RPMGX

YTD

2.61%

1M

2.51%

6M

-1.77%

1Y

3.12%

5Y*

0.80%

10Y*

3.30%

PRWAX

YTD

2.50%

1M

2.34%

6M

0.07%

1Y

16.60%

5Y*

5.50%

10Y*

6.28%

*Annualized

Compare stocks, funds, or ETFs

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


RPMGX vs. PRWAX - Expense Ratio Comparison

RPMGX has a 0.72% expense ratio, which is lower than PRWAX's 0.76% expense ratio.


PRWAX
T. Rowe Price All-Cap Opportunities Fund
Expense ratio chart for PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for RPMGX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

RPMGX vs. PRWAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RPMGX
The Risk-Adjusted Performance Rank of RPMGX is 1212
Overall Rank
The Sharpe Ratio Rank of RPMGX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of RPMGX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of RPMGX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of RPMGX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of RPMGX is 1212
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 5555
Overall Rank
The Sharpe Ratio Rank of PRWAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RPMGX vs. PRWAX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for RPMGX, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.000.261.14
The chart of Sortino ratio for RPMGX, currently valued at 0.41, compared to the broader market0.005.0010.000.411.47
The chart of Omega ratio for RPMGX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.23
The chart of Calmar ratio for RPMGX, currently valued at 0.16, compared to the broader market0.005.0010.0015.0020.000.160.74
The chart of Martin ratio for RPMGX, currently valued at 0.83, compared to the broader market0.0020.0040.0060.0080.000.834.58
RPMGX
PRWAX

The current RPMGX Sharpe Ratio is 0.26, which is lower than the PRWAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of RPMGX and PRWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.26
1.14
RPMGX
PRWAX

Dividends

RPMGX vs. PRWAX - Dividend Comparison

RPMGX has not paid dividends to shareholders, while PRWAX's dividend yield for the trailing twelve months is around 0.07%.


TTM202420232022202120202019201820172016
RPMGX
T. Rowe Price Mid-Cap Growth Fund
0.00%0.00%0.06%0.00%0.00%0.00%0.21%0.16%0.00%0.00%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.07%0.07%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%

Drawdowns

RPMGX vs. PRWAX - Drawdown Comparison

The maximum RPMGX drawdown since its inception was -58.69%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for RPMGX and PRWAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.05%
-11.67%
RPMGX
PRWAX

Volatility

RPMGX vs. PRWAX - Volatility Comparison

The current volatility for T. Rowe Price Mid-Cap Growth Fund (RPMGX) is 4.96%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 5.40%. This indicates that RPMGX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.96%
5.40%
RPMGX
PRWAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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