TRMCX vs. VTMSX
Compare and contrast key facts about T. Rowe Price Mid-Cap Value Fund (TRMCX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX).
TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996. VTMSX is managed by Blackrock. It was launched on Mar 25, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRMCX or VTMSX.
Performance
TRMCX vs. VTMSX - Performance Comparison
Returns By Period
In the year-to-date period, TRMCX achieves a 19.20% return, which is significantly higher than VTMSX's 12.93% return. Over the past 10 years, TRMCX has outperformed VTMSX with an annualized return of 10.32%, while VTMSX has yielded a comparatively lower 9.66% annualized return.
TRMCX
19.20%
0.24%
7.98%
33.15%
14.50%
10.32%
VTMSX
12.93%
2.38%
10.65%
26.83%
10.37%
9.66%
Key characteristics
| TRMCX | VTMSX | |
|---|---|---|
| Sharpe Ratio | 1.93 | 1.37 |
| Sortino Ratio | 2.76 | 2.06 |
| Omega Ratio | 1.40 | 1.24 |
| Calmar Ratio | 4.78 | 1.52 |
| Martin Ratio | 14.10 | 7.77 |
| Ulcer Index | 2.38% | 3.52% |
| Daily Std Dev | 17.42% | 20.00% |
| Max Drawdown | -55.28% | -57.84% |
| Current Drawdown | -2.26% | -4.19% |
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TRMCX vs. VTMSX - Expense Ratio Comparison
TRMCX has a 0.77% expense ratio, which is higher than VTMSX's 0.09% expense ratio.
Correlation
The correlation between TRMCX and VTMSX 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. VTMSX - 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 Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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. VTMSX - Dividend Comparison
TRMCX's dividend yield for the trailing twelve months is around 0.96%, less than VTMSX's 1.49% 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% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.49% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
Drawdowns
TRMCX vs. VTMSX - Drawdown Comparison
The maximum TRMCX drawdown since its inception was -55.28%, roughly equal to the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for TRMCX and VTMSX. For additional features, visit the drawdowns tool.
Volatility
TRMCX vs. VTMSX - Volatility Comparison
The current volatility for T. Rowe Price Mid-Cap Value Fund (TRMCX) is 3.80%, while Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a volatility of 7.51%. This indicates that TRMCX experiences smaller price fluctuations and is considered to be less risky than VTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.