TRMCX vs. VGHCX
Compare and contrast key facts about T. Rowe Price Mid-Cap Value Fund (TRMCX) and Vanguard Health Care Fund Investor Shares (VGHCX).
TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996. VGHCX is managed by Vanguard. It was launched on May 23, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRMCX or VGHCX.
Key characteristics
| TRMCX | VGHCX | |
|---|---|---|
| YTD Return | 21.96% | 4.50% |
| 1Y Return | 41.52% | 11.52% |
| 3Y Return (Ann) | 11.34% | -2.23% |
| 5Y Return (Ann) | 15.04% | 1.95% |
| 10Y Return (Ann) | 10.74% | 0.69% |
| Sharpe Ratio | 2.41 | 1.00 |
| Sortino Ratio | 3.38 | 1.43 |
| Omega Ratio | 1.50 | 1.18 |
| Calmar Ratio | 4.12 | 0.62 |
| Martin Ratio | 18.11 | 3.21 |
| Ulcer Index | 2.36% | 3.59% |
| Daily Std Dev | 17.76% | 11.51% |
| Max Drawdown | -55.28% | -45.86% |
| Current Drawdown | 0.00% | -9.37% |
Correlation
The correlation between TRMCX and VGHCX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TRMCX vs. VGHCX - Performance Comparison
In the year-to-date period, TRMCX achieves a 21.96% return, which is significantly higher than VGHCX's 4.50% return. Over the past 10 years, TRMCX has outperformed VGHCX with an annualized return of 10.74%, while VGHCX has yielded a comparatively lower 0.69% 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. VGHCX - Expense Ratio Comparison
TRMCX has a 0.77% expense ratio, which is higher than VGHCX's 0.30% expense ratio.
Risk-Adjusted Performance
TRMCX vs. VGHCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Value Fund (TRMCX) and Vanguard Health Care Fund Investor Shares (VGHCX). 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. VGHCX - Dividend Comparison
TRMCX's dividend yield for the trailing twelve months is around 0.94%, more than VGHCX's 0.82% 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% |
VGHCX Vanguard Health Care Fund Investor Shares | 0.82% | 0.84% | 0.78% | 0.86% | 0.87% | 1.17% | 1.22% | 1.00% | 1.00% | 1.18% | 1.00% | 1.26% |
Drawdowns
TRMCX vs. VGHCX - Drawdown Comparison
The maximum TRMCX drawdown since its inception was -55.28%, which is greater than VGHCX's maximum drawdown of -45.86%. Use the drawdown chart below to compare losses from any high point for TRMCX and VGHCX. For additional features, visit the drawdowns tool.
Volatility
TRMCX vs. VGHCX - Volatility Comparison
T. Rowe Price Mid-Cap Value Fund (TRMCX) has a higher volatility of 3.74% compared to Vanguard Health Care Fund Investor Shares (VGHCX) at 2.89%. This indicates that TRMCX's price experiences larger fluctuations and is considered to be riskier than VGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.