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RPMGX vs. VLIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPMGX vs. VLIFX - Performance Comparison

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

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RPMGX vs. VLIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPMGX
T. Rowe Price Mid-Cap Growth Fund
-4.07%10.55%21.08%20.27%-22.51%14.94%24.16%31.53%-2.12%24.80%
VLIFX
Value Line Mid Cap Focused Fund
-5.99%0.79%7.59%22.11%-9.60%19.76%19.96%35.30%4.65%19.85%

Returns By Period

In the year-to-date period, RPMGX achieves a -4.07% return, which is significantly higher than VLIFX's -5.99% return. Both investments have delivered pretty close results over the past 10 years, with RPMGX having a 11.27% annualized return and VLIFX not far ahead at 11.36%.


RPMGX

1D
2.79%
1M
-6.50%
YTD
-4.07%
6M
3.44%
1Y
13.97%
3Y*
12.93%
5Y*
5.64%
10Y*
11.27%

VLIFX

1D
2.08%
1M
-8.39%
YTD
-5.99%
6M
-8.13%
1Y
-4.75%
3Y*
5.21%
5Y*
5.59%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPMGX vs. VLIFX - Expense Ratio Comparison

RPMGX has a 0.72% expense ratio, which is lower than VLIFX's 1.07% expense ratio.


Return for Risk

RPMGX vs. VLIFX — Risk / Return Rank

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

RPMGX
RPMGX Risk / Return Rank: 3535
Overall Rank
RPMGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RPMGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
RPMGX Omega Ratio Rank: 3030
Omega Ratio Rank
RPMGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
RPMGX Martin Ratio Rank: 4242
Martin Ratio Rank

VLIFX
VLIFX Risk / Return Rank: 22
Overall Rank
VLIFX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VLIFX Sortino Ratio Rank: 22
Sortino Ratio Rank
VLIFX Omega Ratio Rank: 22
Omega Ratio Rank
VLIFX Calmar Ratio Rank: 22
Calmar Ratio Rank
VLIFX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RPMGX vs. VLIFX - Risk-Adjusted Trends Comparison

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


RPMGXVLIFXDifference

Sharpe ratio

Return per unit of total volatility

0.72

-0.27

+0.99

Sortino ratio

Return per unit of downside risk

1.20

-0.28

+1.48

Omega ratio

Gain probability vs. loss probability

1.16

0.97

+0.20

Calmar ratio

Return relative to maximum drawdown

1.13

-0.41

+1.55

Martin ratio

Return relative to average drawdown

4.47

-1.33

+5.81

RPMGX vs. VLIFX - Sharpe Ratio Comparison

The current RPMGX Sharpe Ratio is 0.72, which is higher than the VLIFX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of RPMGX and VLIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RPMGXVLIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

-0.27

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.34

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.64

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.38

+0.29

Correlation

The correlation between RPMGX and VLIFX is 0.89, 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.


Dividends

RPMGX vs. VLIFX - Dividend Comparison

RPMGX's dividend yield for the trailing twelve months is around 13.24%, more than VLIFX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
RPMGX
T. Rowe Price Mid-Cap Growth Fund
13.24%12.70%20.43%6.35%2.60%10.52%4.53%5.29%12.12%8.04%3.45%9.51%
VLIFX
Value Line Mid Cap Focused Fund
2.30%2.16%0.99%0.03%7.22%8.23%7.81%1.42%5.12%1.61%2.24%0.00%

Drawdowns

RPMGX vs. VLIFX - Drawdown Comparison

The maximum RPMGX drawdown since its inception was -54.66%, smaller than the maximum VLIFX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for RPMGX and VLIFX.


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Drawdown Indicators


RPMGXVLIFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.66%

-61.48%

+6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-11.81%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-32.08%

-21.91%

-10.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-35.51%

-0.45%

Current Drawdown

Current decline from peak

-7.71%

-13.02%

+5.31%

Average Drawdown

Average peak-to-trough decline

-6.99%

-15.68%

+8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.67%

-0.51%

Volatility

RPMGX vs. VLIFX - Volatility Comparison

T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a higher volatility of 5.75% compared to Value Line Mid Cap Focused Fund (VLIFX) at 4.57%. This indicates that RPMGX's price experiences larger fluctuations and is considered to be riskier than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPMGXVLIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

4.57%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

9.86%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

17.00%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

16.81%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

17.81%

+1.25%