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TRMCX vs. EZM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRMCX vs. EZM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Mid-Cap Value Fund (TRMCX) and WisdomTree U.S. MidCap Fund (EZM). The values are adjusted to include any dividend payments, if applicable.

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TRMCX vs. EZM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRMCX
T. Rowe Price Mid-Cap Value Fund
3.51%10.55%16.21%18.99%-4.16%24.51%9.84%19.59%-10.66%11.59%
EZM
WisdomTree U.S. MidCap Fund
1.24%8.42%10.29%19.69%-12.22%31.00%5.57%24.48%-12.36%17.37%

Returns By Period

In the year-to-date period, TRMCX achieves a 3.51% return, which is significantly higher than EZM's 1.24% return. Over the past 10 years, TRMCX has outperformed EZM with an annualized return of 11.17%, while EZM has yielded a comparatively lower 10.01% annualized return.


TRMCX

1D
2.68%
1M
-6.54%
YTD
3.51%
6M
9.26%
1Y
17.90%
3Y*
15.35%
5Y*
10.24%
10Y*
11.17%

EZM

1D
0.34%
1M
-4.57%
YTD
1.24%
6M
2.76%
1Y
14.58%
3Y*
12.20%
5Y*
7.01%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRMCX vs. EZM - Expense Ratio Comparison

TRMCX has a 0.77% expense ratio, which is higher than EZM's 0.38% expense ratio.


Return for Risk

TRMCX vs. EZM — Risk / Return Rank

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

TRMCX
TRMCX Risk / Return Rank: 4242
Overall Rank
TRMCX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TRMCX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TRMCX Omega Ratio Rank: 4343
Omega Ratio Rank
TRMCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TRMCX Martin Ratio Rank: 4141
Martin Ratio Rank

EZM
EZM Risk / Return Rank: 3737
Overall Rank
EZM Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EZM Sortino Ratio Rank: 3838
Sortino Ratio Rank
EZM Omega Ratio Rank: 3737
Omega Ratio Rank
EZM Calmar Ratio Rank: 3636
Calmar Ratio Rank
EZM Martin Ratio Rank: 4141
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.

TRMCX vs. EZM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Value Fund (TRMCX) and WisdomTree U.S. MidCap Fund (EZM). 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.


TRMCXEZMDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.70

+0.22

Sortino ratio

Return per unit of downside risk

1.38

1.15

+0.24

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.09

1.02

+0.07

Martin ratio

Return relative to average drawdown

4.35

4.15

+0.20

TRMCX vs. EZM - Sharpe Ratio Comparison

The current TRMCX Sharpe Ratio is 0.91, which is higher than the EZM Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TRMCX and EZM, 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


TRMCXEZMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.70

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.34

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.45

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.39

+0.23

Correlation

The correlation between TRMCX and EZM 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

TRMCX vs. EZM - Dividend Comparison

TRMCX's dividend yield for the trailing twelve months is around 9.17%, more than EZM's 1.38% yield.


TTM20252024202320222021202020192018201720162015
TRMCX
T. Rowe Price Mid-Cap Value Fund
9.17%9.49%14.20%7.65%13.92%9.22%3.79%4.25%12.13%6.58%6.74%11.39%
EZM
WisdomTree U.S. MidCap Fund
1.38%1.39%1.22%1.25%1.57%1.08%1.67%1.34%1.57%1.14%1.55%1.30%

Drawdowns

TRMCX vs. EZM - Drawdown Comparison

The maximum TRMCX drawdown since its inception was -55.28%, smaller than the maximum EZM drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for TRMCX and EZM.


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Drawdown Indicators


TRMCXEZMDifference

Max Drawdown

Largest peak-to-trough decline

-55.28%

-59.58%

+4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-14.50%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.60%

-23.53%

-6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-39.41%

-47.26%

+7.85%

Current Drawdown

Current decline from peak

-6.98%

-5.85%

-1.13%

Average Drawdown

Average peak-to-trough decline

-6.65%

-8.33%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.56%

+0.15%

Volatility

TRMCX vs. EZM - Volatility Comparison

T. Rowe Price Mid-Cap Value Fund (TRMCX) has a higher volatility of 5.95% compared to WisdomTree U.S. MidCap Fund (EZM) at 5.15%. This indicates that TRMCX's price experiences larger fluctuations and is considered to be riskier than EZM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRMCXEZMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

5.15%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

11.17%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

21.04%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

20.50%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

22.36%

-2.71%