VGHCX vs. TRMCX
Compare and contrast key facts about Vanguard Health Care Fund Investor Shares (VGHCX) and T. Rowe Price Mid-Cap Value Fund (TRMCX).
VGHCX is managed by Vanguard. It was launched on May 23, 1984. TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGHCX or TRMCX.
Performance
VGHCX vs. TRMCX - Performance Comparison
Returns By Period
In the year-to-date period, VGHCX achieves a -2.15% return, which is significantly lower than TRMCX's 18.91% return. Over the past 10 years, VGHCX has underperformed TRMCX with an annualized return of -0.18%, while TRMCX has yielded a comparatively higher 10.37% annualized return.
VGHCX
-2.15%
-9.86%
-5.45%
2.50%
0.32%
-0.18%
TRMCX
18.91%
0.19%
7.82%
34.34%
14.21%
10.37%
Key characteristics
| VGHCX | TRMCX | |
|---|---|---|
| Sharpe Ratio | 0.20 | 1.89 |
| Sortino Ratio | 0.35 | 2.72 |
| Omega Ratio | 1.04 | 1.39 |
| Calmar Ratio | 0.14 | 4.30 |
| Martin Ratio | 0.63 | 13.94 |
| Ulcer Index | 3.88% | 2.37% |
| Daily Std Dev | 11.96% | 17.47% |
| Max Drawdown | -45.86% | -55.28% |
| Current Drawdown | -15.13% | -2.50% |
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VGHCX vs. TRMCX - Expense Ratio Comparison
VGHCX has a 0.30% expense ratio, which is lower than TRMCX's 0.77% expense ratio.
Correlation
The correlation between VGHCX and TRMCX 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.
Risk-Adjusted Performance
VGHCX vs. TRMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Fund Investor Shares (VGHCX) and T. Rowe Price Mid-Cap Value Fund (TRMCX). 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
VGHCX vs. TRMCX - Dividend Comparison
VGHCX's dividend yield for the trailing twelve months is around 0.88%, less than TRMCX's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGHCX Vanguard Health Care Fund Investor Shares | 0.88% | 0.84% | 0.78% | 0.86% | 0.87% | 1.17% | 1.22% | 1.00% | 1.00% | 1.18% | 1.00% | 1.26% |
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% |
Drawdowns
VGHCX vs. TRMCX - Drawdown Comparison
The maximum VGHCX drawdown since its inception was -45.86%, smaller than the maximum TRMCX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for VGHCX and TRMCX. For additional features, visit the drawdowns tool.
Volatility
VGHCX vs. TRMCX - Volatility Comparison
Vanguard Health Care Fund Investor Shares (VGHCX) and T. Rowe Price Mid-Cap Value Fund (TRMCX) have volatilities of 3.98% and 3.93%, 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.