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RPTTX vs. TGFRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RPTTX vs. TGFRX - 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 Tanaka Growth Fund (TGFRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RPTTX achieves a 1.95% return, which is significantly lower than TGFRX's 14.28% return.


RPTTX

1D
2.45%
1M
-3.50%
6M
2.17%
YTD
1.95%
1Y
1.08%
3Y*
12.86%
5Y*
5.32%
10Y*
ALL TIME*
12.23%

TGFRX

1D
6.89%
1M
-2.05%
6M
8.08%
YTD
14.28%
1Y
44.09%
3Y*
25.15%
5Y*
14.78%
10Y*
14.88%
ALL TIME*
7.99%
*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

RPTTX vs. TGFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPTTX
T. Rowe Price Diversified Mid Cap Growth I
1.95%10.48%23.99%21.00%-24.50%13.69%32.02%38.08%-3.02%13.20%
TGFRX
Tanaka Growth Fund
14.28%39.56%17.98%50.24%-22.62%26.54%50.87%18.78%-25.18%4.59%

Correlation

The correlation between RPTTX and TGFRX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.72

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

0.74

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

0.79

Correlation (All Time)
Calculated using the full available price history since May 4, 2017

0.76

The correlation between RPTTX and TGFRX has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

RPTTX vs. TGFRX — Risk / Return Rank

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

RPTTX
RPTTX Risk / Return Rank: 44
Overall Rank
RPTTX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RPTTX Sortino Ratio Rank: 44
Sortino Ratio Rank
RPTTX Omega Ratio Rank: 44
Omega Ratio Rank
RPTTX Calmar Ratio Rank: 44
Calmar Ratio Rank
RPTTX Martin Ratio Rank: 44
Martin Ratio Rank

TGFRX
TGFRX Risk / Return Rank: 5050
Overall Rank
TGFRX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TGFRX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TGFRX Omega Ratio Rank: 4141
Omega Ratio Rank
TGFRX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TGFRX Martin Ratio Rank: 4242
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.

RPTTX vs. TGFRX - 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 Tanaka Growth Fund (TGFRX). 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.


RPTTXTGFRXDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.01

1.22

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.06

2.52

-2.58

Martin ratioReturn relative to average drawdown

-0.17

6.08

-6.25

RPTTX vs. TGFRX - Sharpe Ratio Comparison

The current RPTTX Sharpe Ratio is -0.04, which is lower than the TGFRX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of RPTTX and TGFRX, 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

RPTTX vs. TGFRX - Drawdown Comparison

The maximum RPTTX drawdown since its inception was -35.91%, smaller than the maximum TGFRX drawdown of -74.43%. Use the drawdown chart below to compare losses from any high point for RPTTX and TGFRX.


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Drawdown Indicators


RPTTXTGFRXDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-74.43%

+38.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-16.01%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-25.04%

-61.68%

+36.64%

Max Drawdown (5Y)

Largest decline over 5 years

-35.62%

-61.68%

+26.06%

Max Drawdown (10Y)

Largest decline over 10 years

-61.68%

Current Drawdown

Current decline from peak

-5.85%

-29.72%

+23.87%

Average Drawdown

Average peak-to-trough decline

-8.35%

-29.60%

+21.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

6.63%

-1.93%

Volatility

RPTTX vs. TGFRX - Volatility Comparison

The current volatility for T. Rowe Price Diversified Mid Cap Growth I (RPTTX) is 5.22%, while Tanaka Growth Fund (TGFRX) has a volatility of 10.98%. This indicates that RPTTX experiences smaller price fluctuations and is considered to be less risky than TGFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPTTXTGFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

10.98%

-5.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.46%

24.61%

-10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

32.03%

-14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.02%

62.33%

-40.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.03%

47.55%

-25.52%

RPTTX vs. TGFRX - Expense Ratio Comparison

RPTTX has a 0.67% expense ratio, which is lower than TGFRX's 2.19% expense ratio.


Dividends

RPTTX vs. TGFRX - Dividend Comparison

RPTTX's dividend yield for the trailing twelve months is around 7.74%, less than TGFRX's 11.39% yield.


PositionTTM202520242023202220212020201920182017
RPTTX
T. Rowe Price Diversified Mid Cap Growth I
7.74%7.89%8.53%6.85%1.22%10.29%4.89%2.13%5.38%3.81%
TGFRX
Tanaka Growth Fund
11.39%13.02%6.89%0.00%0.11%7.44%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RPTTX and TGFRX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGFRX has higher volatility (10.98%) compared to RPTTX (5.22%). In terms of maximum drawdown, RPTTX dropped -35.91% vs TGFRX's -74.43%.

TGFRX currently has the higher Sharpe Ratio (1.26 vs -0.04), 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.

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