SLYG vs. PRDSX
Compare and contrast key facts about SPDR S&P 600 Small Cap Growth ETF (SLYG) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX).
SLYG is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 25, 2000. PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997.
Performance
SLYG vs. PRDSX - Performance Comparison
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SLYG vs. PRDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLYG SPDR S&P 600 Small Cap Growth ETF | 2.78% | 5.20% | 9.38% | 17.27% | -21.26% | 22.42% | 19.48% | 20.97% | -4.20% | 14.62% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | -4.64% | 17.44% | 12.97% | 21.15% | -22.49% | 11.15% | 23.85% | 32.75% | -6.91% | 22.12% |
Returns By Period
In the year-to-date period, SLYG achieves a 2.78% return, which is significantly higher than PRDSX's -4.64% return. Over the past 10 years, SLYG has underperformed PRDSX with an annualized return of 9.90%, while PRDSX has yielded a comparatively higher 10.82% annualized return.
SLYG
- 1D
- 3.50%
- 1M
- -4.71%
- YTD
- 2.78%
- 6M
- 2.78%
- 1Y
- 17.39%
- 3Y*
- 10.65%
- 5Y*
- 3.17%
- 10Y*
- 9.90%
PRDSX
- 1D
- -2.18%
- 1M
- -10.24%
- YTD
- -4.64%
- 6M
- 3.04%
- 1Y
- 21.87%
- 3Y*
- 12.67%
- 5Y*
- 4.85%
- 10Y*
- 10.82%
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SLYG vs. PRDSX - Expense Ratio Comparison
SLYG has a 0.15% expense ratio, which is lower than PRDSX's 0.78% expense ratio.
Return for Risk
SLYG vs. PRDSX — Risk / Return Rank
SLYG
PRDSX
SLYG vs. PRDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Growth ETF (SLYG) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX). 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.
| SLYG | PRDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.93 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.48 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.44 | -0.12 |
Martin ratioReturn relative to average drawdown | 5.47 | 5.56 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLYG | PRDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.23 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.51 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.36 | -0.07 |
Correlation
The correlation between SLYG and PRDSX is 0.92, 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
SLYG vs. PRDSX - Dividend Comparison
SLYG's dividend yield for the trailing twelve months is around 0.80%, less than PRDSX's 13.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYG SPDR S&P 600 Small Cap Growth ETF | 0.80% | 0.86% | 1.22% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 13.31% | 12.70% | 7.96% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% |
Drawdowns
SLYG vs. PRDSX - Drawdown Comparison
The maximum SLYG drawdown since its inception was -62.15%, which is greater than PRDSX's maximum drawdown of -58.95%. Use the drawdown chart below to compare losses from any high point for SLYG and PRDSX.
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Drawdown Indicators
| SLYG | PRDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.15% | -58.95% | -3.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -13.24% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.18% | -33.17% | +3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -41.86% | -37.61% | -4.25% |
Current DrawdownCurrent decline from peak | -5.91% | -12.08% | +6.17% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -14.23% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.42% | -0.03% |
Volatility
SLYG vs. PRDSX - Volatility Comparison
SPDR S&P 600 Small Cap Growth ETF (SLYG) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) have volatilities of 7.18% and 7.45%, 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.
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Volatility by Period
| SLYG | PRDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 7.45% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 15.20% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 23.29% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 21.36% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.72% | 21.46% | +1.26% |