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.
Performance
TRMCX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TRMCX achieves a 19.62% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, TRMCX has underperformed VOO with an annualized return of 10.36%, while VOO has yielded a comparatively higher 13.15% annualized return.
TRMCX
19.62%
1.58%
9.38%
34.01%
14.50%
10.36%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| TRMCX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.93 | 2.62 |
| Sortino Ratio | 2.76 | 3.50 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 4.78 | 3.78 |
| Martin Ratio | 14.10 | 17.12 |
| Ulcer Index | 2.38% | 1.86% |
| Daily Std Dev | 17.42% | 12.19% |
| Max Drawdown | -55.28% | -33.99% |
| Current Drawdown | -1.92% | -1.36% |
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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.
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.
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 0.96%, 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 | 0.96% | 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 3.81%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. 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.