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VIMAX vs. RPMGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIMAX and RPMGX is 0.91, 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

VIMAX vs. RPMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIMAX:

0.60

RPMGX:

-0.30

Sortino Ratio

VIMAX:

0.98

RPMGX:

-0.27

Omega Ratio

VIMAX:

1.14

RPMGX:

0.96

Calmar Ratio

VIMAX:

0.59

RPMGX:

-0.17

Martin Ratio

VIMAX:

2.16

RPMGX:

-0.57

Ulcer Index

VIMAX:

5.20%

RPMGX:

11.61%

Daily Std Dev

VIMAX:

18.35%

RPMGX:

21.70%

Max Drawdown

VIMAX:

-58.88%

RPMGX:

-58.69%

Current Drawdown

VIMAX:

-4.58%

RPMGX:

-27.32%

Returns By Period

In the year-to-date period, VIMAX achieves a 2.42% return, which is significantly higher than RPMGX's -1.80% return. Over the past 10 years, VIMAX has outperformed RPMGX with an annualized return of 9.22%, while RPMGX has yielded a comparatively lower 1.82% annualized return.


VIMAX

YTD

2.42%

1M

9.11%

6M

-1.83%

1Y

10.99%

5Y*

14.55%

10Y*

9.22%

RPMGX

YTD

-1.80%

1M

11.91%

6M

-13.31%

1Y

-6.48%

5Y*

3.23%

10Y*

1.82%

*Annualized

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VIMAX vs. RPMGX - Expense Ratio Comparison

VIMAX has a 0.05% expense ratio, which is lower than RPMGX's 0.72% expense ratio.


Risk-Adjusted Performance

VIMAX vs. RPMGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIMAX
The Risk-Adjusted Performance Rank of VIMAX is 6161
Overall Rank
The Sharpe Ratio Rank of VIMAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VIMAX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VIMAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VIMAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VIMAX is 5959
Martin Ratio Rank

RPMGX
The Risk-Adjusted Performance Rank of RPMGX is 66
Overall Rank
The Sharpe Ratio Rank of RPMGX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of RPMGX is 66
Sortino Ratio Rank
The Omega Ratio Rank of RPMGX is 66
Omega Ratio Rank
The Calmar Ratio Rank of RPMGX is 77
Calmar Ratio Rank
The Martin Ratio Rank of RPMGX is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIMAX vs. RPMGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX). 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.


The current VIMAX Sharpe Ratio is 0.60, which is higher than the RPMGX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of VIMAX and RPMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VIMAX vs. RPMGX - Dividend Comparison

VIMAX's dividend yield for the trailing twelve months is around 1.53%, less than RPMGX's 10.40% yield.


TTM20242023202220212020201920182017201620152014
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.53%1.48%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%
RPMGX
T. Rowe Price Mid-Cap Growth Fund
10.40%10.22%6.35%2.60%10.52%4.53%5.29%12.12%8.04%3.45%19.01%8.84%

Drawdowns

VIMAX vs. RPMGX - Drawdown Comparison

The maximum VIMAX drawdown since its inception was -58.88%, roughly equal to the maximum RPMGX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for VIMAX and RPMGX. For additional features, visit the drawdowns tool.


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Volatility

VIMAX vs. RPMGX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) is 5.26%, while T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a volatility of 5.89%. This indicates that VIMAX experiences smaller price fluctuations and is considered to be less risky than RPMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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