RPTTX vs. TGFRX
RPTTX (T. Rowe Price Diversified Mid Cap Growth I) and TGFRX (Tanaka Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, RPTTX returned 5.32%/yr vs 14.78%/yr for TGFRX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. RPTTX charges 0.67%/yr vs 2.19%/yr for TGFRX.
Performance
RPTTX vs. TGFRX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TGFRX Tanaka Growth Fund | $0.00 | $0.00 | $0.00 |
RPTTX vs. TGFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
RPTTX
TGFRX
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.
| RPTTX | TGFRX | Difference | |
|---|---|---|---|
| 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 |
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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
| RPTTX | TGFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.85% | -29.72% | +23.87% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -29.60% | +21.25% |
Ulcer IndexDepth 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
| RPTTX | TGFRX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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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