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RPTIX vs. FMDGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RPTIX vs. FMDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Mid-Cap Growth Fund Class I (RPTIX) and Fidelity Mid Cap Growth Index Fund (FMDGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RPTIX achieves a 2.82% return, which is significantly higher than FMDGX's 0.60% return.


RPTIX

1D
0.49%
1M
-1.63%
6M
2.49%
YTD
2.82%
1Y
6.07%
3Y*
6.36%
5Y*
2.31%
10Y*
9.68%
ALL TIME*
9.96%

FMDGX

1D
2.29%
1M
-3.87%
6M
1.50%
YTD
0.60%
1Y
-0.77%
3Y*
11.99%
5Y*
4.43%
10Y*
ALL TIME*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RPTIX vs. FMDGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RPTIX
T. Rowe Price Mid-Cap Growth Fund Class I
2.82%3.79%9.48%20.42%-22.39%15.07%24.31%4.65%
FMDGX
Fidelity Mid Cap Growth Index Fund
0.60%8.60%22.03%25.79%-26.67%12.67%34.84%4.63%

Correlation

The correlation between RPTIX and FMDGX is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.93

The correlation between RPTIX and FMDGX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

RPTIX vs. FMDGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RPTIX
RPTIX Risk / Return Rank: 99
Overall Rank
RPTIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RPTIX Sortino Ratio Rank: 88
Sortino Ratio Rank
RPTIX Omega Ratio Rank: 88
Omega Ratio Rank
RPTIX Calmar Ratio Rank: 99
Calmar Ratio Rank
RPTIX Martin Ratio Rank: 1010
Martin Ratio Rank

FMDGX
FMDGX Risk / Return Rank: 33
Overall Rank
FMDGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FMDGX Sortino Ratio Rank: 33
Sortino Ratio Rank
FMDGX Omega Ratio Rank: 33
Omega Ratio Rank
FMDGX Calmar Ratio Rank: 33
Calmar Ratio Rank
FMDGX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RPTIX vs. FMDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Growth Fund Class I (RPTIX) and Fidelity Mid Cap Growth Index Fund (FMDGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RPTIXFMDGXDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.06

0.99

+0.07

Calmar ratioReturn relative to maximum drawdown

0.41

-0.21

+0.61

Martin ratioReturn relative to average drawdown

1.36

-0.57

+1.94

RPTIX vs. FMDGX - Sharpe Ratio Comparison

The current RPTIX Sharpe Ratio is 0.30, which is higher than the FMDGX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of RPTIX and FMDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RPTIX vs. FMDGX - Drawdown Comparison

The maximum RPTIX drawdown since its inception was -35.94%, smaller than the maximum FMDGX drawdown of -38.59%. Use the drawdown chart below to compare losses from any high point for RPTIX and FMDGX.


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Drawdown Indicators


RPTIXFMDGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.94%

-38.59%

+2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-14.75%

+4.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.02%

-25.30%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.99%

-38.59%

+6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.94%

Current Drawdown

Current decline from peak

-2.01%

-6.20%

+4.19%

Average Drawdown

Average peak-to-trough decline

-6.72%

-11.03%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

5.29%

-2.27%

Volatility

RPTIX vs. FMDGX - Volatility Comparison

The current volatility for T. Rowe Price Mid-Cap Growth Fund Class I (RPTIX) is 2.50%, while Fidelity Mid Cap Growth Index Fund (FMDGX) has a volatility of 5.15%. This indicates that RPTIX experiences smaller price fluctuations and is considered to be less risky than FMDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPTIXFMDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

5.15%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

14.00%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

17.61%

-3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

22.54%

-3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

24.23%

-5.57%

RPTIX vs. FMDGX - Expense Ratio Comparison

RPTIX has a 0.63% expense ratio, which is higher than FMDGX's 0.05% expense ratio.


Dividends

RPTIX vs. FMDGX - Dividend Comparison

RPTIX's dividend yield for the trailing twelve months is around 6.27%, more than FMDGX's 1.84% yield.


PositionTTM2025202420232022202120202019201820172016
FMDGX
Fidelity Mid Cap Growth Index Fund
1.84%1.85%0.47%0.63%0.81%6.43%0.36%0.29%0.00%0.00%0.00%
RPTIX
T. Rowe Price Mid-Cap Growth Fund Class I
6.27%6.45%10.24%6.48%2.59%10.67%4.54%5.41%12.28%8.18%3.60%

Frequently Asked Questions


RPTIX and FMDGX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMDGX has higher volatility (5.15%) compared to RPTIX (2.50%). In terms of maximum drawdown, RPTIX dropped -35.94% vs FMDGX's -38.59%.

RPTIX currently has the higher Sharpe Ratio (0.30 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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