PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRMCX vs. FLPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TRMCXFLPSX
YTD Return21.15%13.11%
1Y Return41.86%27.01%
3Y Return (Ann)11.27%7.02%
5Y Return (Ann)14.58%11.91%
10Y Return (Ann)10.62%9.62%
Sharpe Ratio2.302.08
Sortino Ratio3.252.91
Omega Ratio1.471.37
Calmar Ratio3.733.52
Martin Ratio17.2812.23
Ulcer Index2.36%2.17%
Daily Std Dev17.75%12.75%
Max Drawdown-55.28%-52.95%
Current Drawdown-0.21%-0.07%

Correlation

-0.50.00.51.00.9

The correlation between TRMCX and FLPSX 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.

Performance

TRMCX vs. FLPSX - Performance Comparison

In the year-to-date period, TRMCX achieves a 21.15% return, which is significantly higher than FLPSX's 13.11% return. Over the past 10 years, TRMCX has outperformed FLPSX with an annualized return of 10.62%, while FLPSX has yielded a comparatively lower 9.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.62%
4.33%
TRMCX
FLPSX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRMCX vs. FLPSX - Expense Ratio Comparison

TRMCX has a 0.77% expense ratio, which is lower than FLPSX's 0.82% expense ratio.


FLPSX
Fidelity Low-Priced Stock Fund
Expense ratio chart for FLPSX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for TRMCX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

TRMCX vs. FLPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Value Fund (TRMCX) and Fidelity Low-Priced Stock Fund (FLPSX). 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.


TRMCX
Sharpe ratio
The chart of Sharpe ratio for TRMCX, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for TRMCX, currently valued at 3.25, compared to the broader market0.005.0010.003.25
Omega ratio
The chart of Omega ratio for TRMCX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for TRMCX, currently valued at 3.73, compared to the broader market0.005.0010.0015.0020.0025.003.73
Martin ratio
The chart of Martin ratio for TRMCX, currently valued at 17.28, compared to the broader market0.0020.0040.0060.0080.00100.0017.28
FLPSX
Sharpe ratio
The chart of Sharpe ratio for FLPSX, currently valued at 2.08, compared to the broader market0.002.004.002.08
Sortino ratio
The chart of Sortino ratio for FLPSX, currently valued at 2.91, compared to the broader market0.005.0010.002.91
Omega ratio
The chart of Omega ratio for FLPSX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for FLPSX, currently valued at 3.52, compared to the broader market0.005.0010.0015.0020.0025.003.52
Martin ratio
The chart of Martin ratio for FLPSX, currently valued at 12.23, compared to the broader market0.0020.0040.0060.0080.00100.0012.23

TRMCX vs. FLPSX - Sharpe Ratio Comparison

The current TRMCX Sharpe Ratio is 2.30, which is comparable to the FLPSX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of TRMCX and FLPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.30
2.08
TRMCX
FLPSX

Dividends

TRMCX vs. FLPSX - Dividend Comparison

TRMCX's dividend yield for the trailing twelve months is around 0.94%, less than FLPSX's 2.10% yield.


TTM20232022202120202019201820172016201520142013
TRMCX
T. Rowe Price Mid-Cap Value Fund
0.94%1.14%0.89%1.01%1.01%1.47%1.23%1.09%0.93%1.36%1.08%0.73%
FLPSX
Fidelity Low-Priced Stock Fund
2.10%2.02%1.20%1.54%1.77%1.77%1.94%1.45%1.20%5.15%6.91%7.46%

Drawdowns

TRMCX vs. FLPSX - Drawdown Comparison

The maximum TRMCX drawdown since its inception was -55.28%, roughly equal to the maximum FLPSX drawdown of -52.95%. Use the drawdown chart below to compare losses from any high point for TRMCX and FLPSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.21%
-0.07%
TRMCX
FLPSX

Volatility

TRMCX vs. FLPSX - Volatility Comparison

The current volatility for T. Rowe Price Mid-Cap Value Fund (TRMCX) is 3.87%, while Fidelity Low-Priced Stock Fund (FLPSX) has a volatility of 4.15%. This indicates that TRMCX experiences smaller price fluctuations and is considered to be less risky than FLPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.87%
4.15%
TRMCX
FLPSX