VSEQX vs. PRNHX
Compare and contrast key facts about Vanguard Strategic Equity Fund (VSEQX) and T. Rowe Price New Horizons Fund (PRNHX).
VSEQX is managed by Vanguard. It was launched on Aug 14, 1995. PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSEQX or PRNHX.
Performance
VSEQX vs. PRNHX - Performance Comparison
Returns By Period
In the year-to-date period, VSEQX achieves a 21.45% return, which is significantly higher than PRNHX's 8.54% return. Over the past 10 years, VSEQX has underperformed PRNHX with an annualized return of 10.68%, while PRNHX has yielded a comparatively higher 12.03% annualized return.
VSEQX
21.45%
3.16%
13.24%
36.09%
13.88%
10.68%
PRNHX
8.54%
4.36%
8.83%
21.75%
8.07%
12.03%
Key characteristics
| VSEQX | PRNHX | |
|---|---|---|
| Sharpe Ratio | 2.17 | 1.24 |
| Sortino Ratio | 3.02 | 1.78 |
| Omega Ratio | 1.38 | 1.22 |
| Calmar Ratio | 4.22 | 0.54 |
| Martin Ratio | 12.49 | 3.97 |
| Ulcer Index | 2.80% | 5.30% |
| Daily Std Dev | 16.12% | 16.96% |
| Max Drawdown | -63.55% | -55.79% |
| Current Drawdown | -2.45% | -25.58% |
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VSEQX vs. PRNHX - Expense Ratio Comparison
VSEQX has a 0.17% expense ratio, which is lower than PRNHX's 0.75% expense ratio.
Correlation
The correlation between VSEQX and PRNHX is 0.89, 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
VSEQX vs. PRNHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and T. Rowe Price New Horizons Fund (PRNHX). 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
VSEQX vs. PRNHX - Dividend Comparison
VSEQX's dividend yield for the trailing twelve months is around 1.24%, while PRNHX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEQX Vanguard Strategic Equity Fund | 1.24% | 1.51% | 1.49% | 1.36% | 1.32% | 1.33% | 1.45% | 1.35% | 1.57% | 1.79% | 1.10% | 1.20% |
PRNHX T. Rowe Price New Horizons Fund | 0.00% | 0.00% | 4.72% | 17.09% | 13.58% | 11.73% | 13.94% | 8.27% | 5.77% | 7.72% | 11.65% | 6.61% |
Drawdowns
VSEQX vs. PRNHX - Drawdown Comparison
The maximum VSEQX drawdown since its inception was -63.55%, which is greater than PRNHX's maximum drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for VSEQX and PRNHX. For additional features, visit the drawdowns tool.
Volatility
VSEQX vs. PRNHX - Volatility Comparison
The current volatility for Vanguard Strategic Equity Fund (VSEQX) is 5.38%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 6.18%. This indicates that VSEQX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.