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RPTTX vs. PRWAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPTTX vs. PRWAX - Performance Comparison

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

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RPTTX vs. PRWAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPTTX
T. Rowe Price Diversified Mid Cap Growth I
-9.32%10.48%23.99%21.00%-24.50%13.69%32.02%38.08%-3.02%13.20%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
-12.37%26.78%25.24%29.02%-21.37%20.63%44.73%35.08%1.26%15.55%

Returns By Period

In the year-to-date period, RPTTX achieves a -9.32% return, which is significantly higher than PRWAX's -12.37% return.


RPTTX

1D
-1.13%
1M
-9.92%
YTD
-9.32%
6M
-12.15%
1Y
7.86%
3Y*
11.72%
5Y*
5.30%
10Y*

PRWAX

1D
-0.24%
1M
-9.15%
YTD
-12.37%
6M
-3.78%
1Y
16.34%
3Y*
18.79%
5Y*
10.36%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPTTX vs. PRWAX - Expense Ratio Comparison

RPTTX has a 0.67% expense ratio, which is lower than PRWAX's 0.76% expense ratio.


Return for Risk

RPTTX vs. PRWAX — Risk / Return Rank

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

RPTTX
RPTTX Risk / Return Rank: 1313
Overall Rank
RPTTX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RPTTX Sortino Ratio Rank: 1313
Sortino Ratio Rank
RPTTX Omega Ratio Rank: 1212
Omega Ratio Rank
RPTTX Calmar Ratio Rank: 1414
Calmar Ratio Rank
RPTTX Martin Ratio Rank: 1313
Martin Ratio Rank

PRWAX
PRWAX Risk / Return Rank: 4545
Overall Rank
PRWAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRWAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PRWAX Omega Ratio Rank: 5252
Omega Ratio Rank
PRWAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRWAX Martin Ratio Rank: 3636
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.

RPTTX vs. PRWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Diversified Mid Cap Growth I (RPTTX) 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.


RPTTXPRWAXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.87

-0.53

Sortino ratio

Return per unit of downside risk

0.65

1.42

-0.78

Omega ratio

Gain probability vs. loss probability

1.09

1.20

-0.12

Calmar ratio

Return relative to maximum drawdown

0.39

1.02

-0.64

Martin ratio

Return relative to average drawdown

1.28

3.79

-2.50

RPTTX vs. PRWAX - Sharpe Ratio Comparison

The current RPTTX Sharpe Ratio is 0.34, which is lower than the PRWAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of RPTTX 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.


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Sharpe Ratios by Period


RPTTXPRWAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.87

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.58

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.59

-0.08

Correlation

The correlation between RPTTX and PRWAX 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.


Dividends

RPTTX vs. PRWAX - Dividend Comparison

RPTTX's dividend yield for the trailing twelve months is around 8.70%, less than PRWAX's 19.01% yield.


TTM20252024202320222021202020192018201720162015
RPTTX
T. Rowe Price Diversified Mid Cap Growth I
8.70%7.89%8.53%6.85%1.22%10.29%4.89%2.13%5.38%3.81%0.00%0.00%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
19.01%16.66%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%

Drawdowns

RPTTX vs. PRWAX - Drawdown Comparison

The maximum RPTTX drawdown since its inception was -35.91%, smaller than the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for RPTTX and PRWAX.


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Drawdown Indicators


RPTTXPRWAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-55.06%

+19.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-14.05%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.62%

-29.38%

-6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

Current Drawdown

Current decline from peak

-14.08%

-14.05%

-0.03%

Average Drawdown

Average peak-to-trough decline

-8.51%

-9.92%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.79%

+0.44%

Volatility

RPTTX vs. PRWAX - Volatility Comparison

T. Rowe Price Diversified Mid Cap Growth I (RPTTX) has a higher volatility of 5.98% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 4.90%. This indicates that RPTTX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPTTXPRWAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.90%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

12.45%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

19.42%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.82%

17.88%

+3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

18.82%

+3.31%