VBIAX vs. PRWCX
Compare and contrast key facts about Vanguard Balanced Index Fund Admiral Shares (VBIAX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
VBIAX is managed by Vanguard. It was launched on Nov 13, 2000. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBIAX or PRWCX.
Performance
VBIAX vs. PRWCX - Performance Comparison
Returns By Period
In the year-to-date period, VBIAX achieves a 14.07% return, which is significantly higher than PRWCX's 12.68% return. Over the past 10 years, VBIAX has underperformed PRWCX with an annualized return of 7.54%, while PRWCX has yielded a comparatively higher 10.57% annualized return.
VBIAX
14.07%
-0.24%
8.01%
18.80%
7.36%
7.54%
PRWCX
12.68%
-0.78%
5.93%
18.82%
11.17%
10.57%
Key characteristics
| VBIAX | PRWCX | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.55 |
| Sortino Ratio | 2.98 | 3.52 |
| Omega Ratio | 1.42 | 1.48 |
| Calmar Ratio | 1.77 | 5.77 |
| Martin Ratio | 13.30 | 20.53 |
| Ulcer Index | 1.43% | 0.94% |
| Daily Std Dev | 8.64% | 7.55% |
| Max Drawdown | -35.90% | -41.77% |
| Current Drawdown | -1.75% | -1.87% |
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VBIAX vs. PRWCX - Expense Ratio Comparison
VBIAX has a 0.07% expense ratio, which is lower than PRWCX's 0.68% expense ratio.
Correlation
The correlation between VBIAX and PRWCX is 0.92, 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
VBIAX vs. PRWCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund Admiral Shares (VBIAX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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
VBIAX vs. PRWCX - Dividend Comparison
VBIAX's dividend yield for the trailing twelve months is around 2.04%, more than PRWCX's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBIAX Vanguard Balanced Index Fund Admiral Shares | 2.04% | 2.04% | 1.93% | 1.39% | 1.66% | 2.12% | 2.32% | 1.95% | 2.09% | 2.09% | 1.92% | 1.85% |
PRWCX T. Rowe Price Capital Appreciation Fund | 1.87% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
Drawdowns
VBIAX vs. PRWCX - Drawdown Comparison
The maximum VBIAX drawdown since its inception was -35.90%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for VBIAX and PRWCX. For additional features, visit the drawdowns tool.
Volatility
VBIAX vs. PRWCX - Volatility Comparison
Vanguard Balanced Index Fund Admiral Shares (VBIAX) and T. Rowe Price Capital Appreciation Fund (PRWCX) have volatilities of 2.62% and 2.63%, 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.