TRMCX vs. PRWAX
Compare and contrast key facts about T. Rowe Price Mid-Cap Value Fund (TRMCX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRMCX or PRWAX.
Key characteristics
| TRMCX | PRWAX | |
|---|---|---|
| YTD Return | 21.96% | 28.07% |
| 1Y Return | 41.52% | 30.88% |
| 3Y Return (Ann) | 11.34% | -0.88% |
| 5Y Return (Ann) | 15.04% | 8.22% |
| 10Y Return (Ann) | 10.74% | 5.51% |
| Sharpe Ratio | 2.41 | 2.39 |
| Sortino Ratio | 3.38 | 3.07 |
| Omega Ratio | 1.50 | 1.45 |
| Calmar Ratio | 4.12 | 1.23 |
| Martin Ratio | 18.11 | 13.53 |
| Ulcer Index | 2.36% | 2.43% |
| Daily Std Dev | 17.76% | 13.72% |
| Max Drawdown | -55.28% | -70.45% |
| Current Drawdown | 0.00% | -4.07% |
Correlation
The correlation between TRMCX and PRWAX is 0.81, 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. PRWAX - Performance Comparison
In the year-to-date period, TRMCX achieves a 21.96% return, which is significantly lower than PRWAX's 28.07% return. Over the past 10 years, TRMCX has outperformed PRWAX with an annualized return of 10.74%, while PRWAX has yielded a comparatively lower 5.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRMCX vs. PRWAX - Expense Ratio Comparison
TRMCX has a 0.77% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Risk-Adjusted Performance
TRMCX vs. PRWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Value Fund (TRMCX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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. PRWAX - Dividend Comparison
TRMCX's dividend yield for the trailing twelve months is around 0.94%, more than PRWAX's 0.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 0.16% | 0.20% | 0.00% | 0.00% | 0.03% | 0.40% | 0.23% | 0.17% | 0.05% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRMCX vs. PRWAX - Drawdown Comparison
The maximum TRMCX drawdown since its inception was -55.28%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for TRMCX and PRWAX. For additional features, visit the drawdowns tool.
Volatility
TRMCX vs. PRWAX - Volatility Comparison
T. Rowe Price Mid-Cap Value Fund (TRMCX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX) have volatilities of 3.74% and 3.69%, 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.