TRMCX vs. VOO
Compare and contrast key facts about T. Rowe Price Mid-Cap Value Fund (TRMCX) and Vanguard S&P 500 ETF (VOO).
TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRMCX or VOO.
Key characteristics
| TRMCX | VOO | |
|---|---|---|
| YTD Return | 18.11% | 25.62% |
| 1Y Return | 36.54% | 37.28% |
| 3Y Return (Ann) | 10.36% | 9.75% |
| 5Y Return (Ann) | 14.03% | 15.74% |
| 10Y Return (Ann) | 10.35% | 13.34% |
| Sharpe Ratio | 1.95 | 3.06 |
| Sortino Ratio | 2.80 | 4.08 |
| Omega Ratio | 1.40 | 1.57 |
| Calmar Ratio | 3.13 | 4.46 |
| Martin Ratio | 14.47 | 20.36 |
| Ulcer Index | 2.37% | 1.85% |
| Daily Std Dev | 17.60% | 12.32% |
| Max Drawdown | -55.28% | -33.99% |
| Current Drawdown | -0.67% | 0.00% |
Correlation
The correlation between TRMCX and VOO is 0.85, 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. VOO - Performance Comparison
In the year-to-date period, TRMCX achieves a 18.11% return, which is significantly lower than VOO's 25.62% return. Over the past 10 years, TRMCX has underperformed VOO with an annualized return of 10.35%, while VOO has yielded a comparatively higher 13.34% 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. VOO - Expense Ratio Comparison
TRMCX has a 0.77% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TRMCX vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
TRMCX's dividend yield for the trailing twelve months is around 0.97%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMCX T. Rowe Price Mid-Cap Value Fund | 0.97% | 1.14% | 0.89% | 1.01% | 1.01% | 1.47% | 1.23% | 1.09% | 0.93% | 1.36% | 1.08% | 0.73% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TRMCX vs. VOO - Drawdown Comparison
The maximum TRMCX drawdown since its inception was -55.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRMCX and VOO. For additional features, visit the drawdowns tool.
Volatility
TRMCX vs. VOO - Volatility Comparison
The current volatility for T. Rowe Price Mid-Cap Value Fund (TRMCX) is 2.82%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.94%. This indicates that TRMCX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.