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

Correlation

The correlation between RPMGX and VIMAX is 0.96, 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.


-0.50.00.51.01.0

Performance

RPMGX vs. VIMAX - Performance Comparison

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

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-2.93%
9.22%
RPMGX
VIMAX

Key characteristics

Sharpe Ratio

RPMGX:

0.07

VIMAX:

1.31

Sortino Ratio

RPMGX:

0.18

VIMAX:

1.81

Omega Ratio

RPMGX:

1.03

VIMAX:

1.23

Calmar Ratio

RPMGX:

0.04

VIMAX:

1.60

Martin Ratio

RPMGX:

0.33

VIMAX:

7.67

Ulcer Index

RPMGX:

3.33%

VIMAX:

2.14%

Daily Std Dev

RPMGX:

16.52%

VIMAX:

12.60%

Max Drawdown

RPMGX:

-58.69%

VIMAX:

-58.88%

Current Drawdown

RPMGX:

-25.92%

VIMAX:

-7.05%

Returns By Period

In the year-to-date period, RPMGX achieves a -0.22% return, which is significantly lower than VIMAX's 14.96% return. Over the past 10 years, RPMGX has underperformed VIMAX with an annualized return of 2.85%, while VIMAX has yielded a comparatively higher 9.52% annualized return.


RPMGX

YTD

-0.22%

1M

-9.19%

6M

-3.15%

1Y

0.28%

5Y*

0.94%

10Y*

2.85%

VIMAX

YTD

14.96%

1M

-3.42%

6M

9.11%

1Y

15.50%

5Y*

9.88%

10Y*

9.52%

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. VIMAX - Expense Ratio Comparison

RPMGX has a 0.72% expense ratio, which is higher than VIMAX's 0.05% expense ratio.


RPMGX
T. Rowe Price Mid-Cap Growth Fund
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%
Expense ratio chart for VIMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

RPMGX vs. VIMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Growth Fund (RPMGX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). 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 0.07, compared to the broader market-1.000.001.002.003.004.000.071.31
The chart of Sortino ratio for RPMGX, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.0010.000.181.81
The chart of Omega ratio for RPMGX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.23
The chart of Calmar ratio for RPMGX, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.000.041.60
The chart of Martin ratio for RPMGX, currently valued at 0.33, compared to the broader market0.0020.0040.0060.000.337.67
RPMGX
VIMAX

The current RPMGX Sharpe Ratio is 0.07, which is lower than the VIMAX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of RPMGX and VIMAX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.07
1.31
RPMGX
VIMAX

Dividends

RPMGX vs. VIMAX - Dividend Comparison

RPMGX has not paid dividends to shareholders, while VIMAX's dividend yield for the trailing twelve months is around 1.52%.


TTM20232022202120202019201820172016201520142013
RPMGX
T. Rowe Price Mid-Cap Growth Fund
0.00%0.06%0.00%0.00%0.00%0.21%0.16%0.00%0.00%0.00%0.00%0.00%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.07%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%

Drawdowns

RPMGX vs. VIMAX - Drawdown Comparison

The maximum RPMGX drawdown since its inception was -58.69%, roughly equal to the maximum VIMAX drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for RPMGX and VIMAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.92%
-7.05%
RPMGX
VIMAX

Volatility

RPMGX vs. VIMAX - Volatility Comparison

T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a higher volatility of 10.97% compared to Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) at 4.39%. This indicates that RPMGX's price experiences larger fluctuations and is considered to be riskier than VIMAX 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%JulyAugustSeptemberOctoberNovemberDecember
10.97%
4.39%
RPMGX
VIMAX
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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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