PortfoliosLab logo
RPMGX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPMGX and VOO is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

RPMGX vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
81.29%
552.28%
RPMGX
VOO

Key characteristics

Sharpe Ratio

RPMGX:

-0.46

VOO:

0.57

Sortino Ratio

RPMGX:

-0.48

VOO:

0.92

Omega Ratio

RPMGX:

0.93

VOO:

1.13

Calmar Ratio

RPMGX:

-0.25

VOO:

0.58

Martin Ratio

RPMGX:

-0.92

VOO:

2.42

Ulcer Index

RPMGX:

10.67%

VOO:

4.51%

Daily Std Dev

RPMGX:

21.40%

VOO:

19.17%

Max Drawdown

RPMGX:

-58.69%

VOO:

-33.99%

Current Drawdown

RPMGX:

-32.35%

VOO:

-10.56%

Returns By Period

In the year-to-date period, RPMGX achieves a -8.60% return, which is significantly lower than VOO's -6.43% return. Over the past 10 years, RPMGX has underperformed VOO with an annualized return of 1.22%, while VOO has yielded a comparatively higher 12.02% annualized return.


RPMGX

YTD

-8.60%

1M

-4.48%

6M

-16.53%

1Y

-11.49%

5Y*

2.28%

10Y*

1.22%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*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. VOO - Expense Ratio Comparison

RPMGX has a 0.72% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for RPMGX: current value is 0.72%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RPMGX: 0.72%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

RPMGX vs. VOO — 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 66
Overall Rank
The Sharpe Ratio Rank of RPMGX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of RPMGX is 55
Sortino Ratio Rank
The Omega Ratio Rank of RPMGX is 55
Omega Ratio Rank
The Calmar Ratio Rank of RPMGX is 77
Calmar Ratio Rank
The Martin Ratio Rank of RPMGX is 66
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. VOO - 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 S&P 500 ETF (VOO). 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 chart of Sharpe ratio for RPMGX, currently valued at -0.46, compared to the broader market-1.000.001.002.003.00
RPMGX: -0.46
VOO: 0.57
The chart of Sortino ratio for RPMGX, currently valued at -0.48, compared to the broader market-2.000.002.004.006.008.00
RPMGX: -0.48
VOO: 0.92
The chart of Omega ratio for RPMGX, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.00
RPMGX: 0.93
VOO: 1.13
The chart of Calmar ratio for RPMGX, currently valued at -0.25, compared to the broader market0.002.004.006.008.0010.00
RPMGX: -0.25
VOO: 0.58
The chart of Martin ratio for RPMGX, currently valued at -0.92, compared to the broader market0.0010.0020.0030.0040.0050.00
RPMGX: -0.92
VOO: 2.42

The current RPMGX Sharpe Ratio is -0.46, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of RPMGX and VOO, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.46
0.57
RPMGX
VOO

Dividends

RPMGX vs. VOO - Dividend Comparison

RPMGX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RPMGX vs. VOO - Drawdown Comparison

The maximum RPMGX drawdown since its inception was -58.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RPMGX and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.35%
-10.56%
RPMGX
VOO

Volatility

RPMGX vs. VOO - Volatility Comparison

T. Rowe Price Mid-Cap Growth Fund (RPMGX) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.53% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.53%
13.97%
RPMGX
VOO