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TRMCX vs. FLPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRMCX and FLPSX is 0.89, 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.


-0.50.00.51.00.9

Performance

TRMCX vs. FLPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Mid-Cap Value Fund (TRMCX) and Fidelity Low-Priced Stock Fund (FLPSX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,612.33%
1,054.78%
TRMCX
FLPSX

Key characteristics

Sharpe Ratio

TRMCX:

0.25

FLPSX:

-0.05

Sortino Ratio

TRMCX:

0.40

FLPSX:

0.03

Omega Ratio

TRMCX:

1.07

FLPSX:

1.00

Calmar Ratio

TRMCX:

0.25

FLPSX:

-0.03

Martin Ratio

TRMCX:

1.31

FLPSX:

-0.14

Ulcer Index

TRMCX:

3.54%

FLPSX:

5.40%

Daily Std Dev

TRMCX:

18.33%

FLPSX:

14.68%

Max Drawdown

TRMCX:

-55.28%

FLPSX:

-52.95%

Current Drawdown

TRMCX:

-17.66%

FLPSX:

-24.88%

Returns By Period

In the year-to-date period, TRMCX achieves a 2.37% return, which is significantly higher than FLPSX's -2.92% return. Over the past 10 years, TRMCX has outperformed FLPSX with an annualized return of 8.55%, while FLPSX has yielded a comparatively lower 0.13% annualized return.


TRMCX

YTD

2.37%

1M

-15.64%

6M

-5.39%

1Y

2.87%

5Y*

9.92%

10Y*

8.55%

FLPSX

YTD

-2.92%

1M

-3.50%

6M

-8.68%

1Y

-1.98%

5Y*

-1.75%

10Y*

0.13%

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.


Sharpe ratio
The chart of Sharpe ratio for TRMCX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.000.25-0.05
The chart of Sortino ratio for TRMCX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.000.400.03
The chart of Omega ratio for TRMCX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.00
The chart of Calmar ratio for TRMCX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.0014.000.25-0.03
The chart of Martin ratio for TRMCX, currently valued at 1.31, compared to the broader market0.0020.0040.0060.001.31-0.14
TRMCX
FLPSX

The current TRMCX Sharpe Ratio is 0.25, which is higher than the FLPSX Sharpe Ratio of -0.05. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.25
-0.05
TRMCX
FLPSX

Dividends

TRMCX vs. FLPSX - Dividend Comparison

TRMCX has not paid dividends to shareholders, while FLPSX's dividend yield for the trailing twelve months is around 6.07%.


TTM20232022202120202019201820172016201520142013
TRMCX
T. Rowe Price Mid-Cap Value Fund
0.00%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
6.07%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.66%
-24.88%
TRMCX
FLPSX

Volatility

TRMCX vs. FLPSX - Volatility Comparison

T. Rowe Price Mid-Cap Value Fund (TRMCX) has a higher volatility of 14.03% compared to Fidelity Low-Priced Stock Fund (FLPSX) at 3.73%. This indicates that TRMCX's price experiences larger fluctuations and is considered to be riskier than FLPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
14.03%
3.73%
TRMCX
FLPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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