TRMCX vs. FLPSX
Compare and contrast key facts about T. Rowe Price Mid-Cap Value Fund (TRMCX) and Fidelity Low-Priced Stock Fund (FLPSX).
TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996. FLPSX is managed by T. Rowe Price. It was launched on Dec 27, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRMCX or FLPSX.
Performance
TRMCX vs. FLPSX - Performance Comparison
Returns By Period
In the year-to-date period, TRMCX achieves a 22.72% return, which is significantly higher than FLPSX's 12.58% return. Over the past 10 years, TRMCX has outperformed FLPSX with an annualized return of 10.63%, while FLPSX has yielded a comparatively lower 9.38% annualized return.
TRMCX
22.72%
4.90%
12.72%
36.45%
15.07%
10.63%
FLPSX
12.58%
2.55%
3.77%
21.08%
11.72%
9.38%
Key characteristics
| TRMCX | FLPSX | |
|---|---|---|
| Sharpe Ratio | 2.08 | 1.67 |
| Sortino Ratio | 2.96 | 2.35 |
| Omega Ratio | 1.43 | 1.29 |
| Calmar Ratio | 5.19 | 2.80 |
| Martin Ratio | 15.29 | 9.51 |
| Ulcer Index | 2.38% | 2.22% |
| Daily Std Dev | 17.49% | 12.60% |
| Max Drawdown | -55.28% | -52.95% |
| Current Drawdown | 0.00% | -1.13% |
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TRMCX vs. FLPSX - Expense Ratio Comparison
TRMCX has a 0.77% expense ratio, which is lower than FLPSX's 0.82% expense ratio.
Correlation
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.
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.
Dividends
TRMCX vs. FLPSX - Dividend Comparison
TRMCX's dividend yield for the trailing twelve months is around 0.93%, less than FLPSX's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMCX T. Rowe Price Mid-Cap Value Fund | 0.93% | 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 | 2.11% | 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.
Volatility
TRMCX vs. FLPSX - Volatility Comparison
T. Rowe Price Mid-Cap Value Fund (TRMCX) and Fidelity Low-Priced Stock Fund (FLPSX) have volatilities of 4.08% and 4.18%, 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.