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

Correlation

The correlation between VIMAX and RPMGX is 0.96, 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.


-0.50.00.51.01.0

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.

200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
827.80%
181.90%
VIMAX
RPMGX

Key characteristics

Sharpe Ratio

VIMAX:

1.52

RPMGX:

0.20

Sortino Ratio

VIMAX:

2.11

RPMGX:

0.35

Omega Ratio

VIMAX:

1.27

RPMGX:

1.05

Calmar Ratio

VIMAX:

1.86

RPMGX:

0.12

Martin Ratio

VIMAX:

8.61

RPMGX:

0.92

Ulcer Index

VIMAX:

2.22%

RPMGX:

3.56%

Daily Std Dev

VIMAX:

12.54%

RPMGX:

16.43%

Max Drawdown

VIMAX:

-58.88%

RPMGX:

-58.69%

Current Drawdown

VIMAX:

-5.79%

RPMGX:

-25.11%

Returns By Period

In the year-to-date period, VIMAX achieves a 16.53% return, which is significantly higher than RPMGX's 0.86% return. Over the past 10 years, VIMAX has outperformed RPMGX with an annualized return of 9.58%, while RPMGX has yielded a comparatively lower 2.92% annualized return.


VIMAX

YTD

16.53%

1M

-4.00%

6M

10.64%

1Y

17.08%

5Y*

10.17%

10Y*

9.58%

RPMGX

YTD

0.86%

1M

-8.90%

6M

-2.42%

1Y

1.83%

5Y*

1.16%

10Y*

2.92%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VIMAX vs. RPMGX - Expense Ratio Comparison

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


RPMGX
T. Rowe Price Mid-Cap Growth Fund
Expense ratio chart for RPMGX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for VIMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VIMAX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.520.20
The chart of Sortino ratio for VIMAX, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.0010.002.110.35
The chart of Omega ratio for VIMAX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.05
The chart of Calmar ratio for VIMAX, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.860.12
The chart of Martin ratio for VIMAX, currently valued at 8.61, compared to the broader market0.0020.0040.0060.008.610.92
VIMAX
RPMGX

The current VIMAX Sharpe Ratio is 1.52, which is higher than the RPMGX Sharpe Ratio of 0.20. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.52
0.20
VIMAX
RPMGX

Dividends

VIMAX vs. RPMGX - Dividend Comparison

VIMAX's dividend yield for the trailing twelve months is around 1.06%, while RPMGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.06%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%
RPMGX
T. Rowe Price Mid-Cap Growth Fund
0.00%0.06%0.00%0.00%0.00%0.21%0.16%0.00%0.00%0.00%0.00%0.00%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.79%
-25.11%
VIMAX
RPMGX

Volatility

VIMAX vs. RPMGX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) is 4.69%, while T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a volatility of 11.02%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
11.02%
VIMAX
RPMGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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