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VSEQX vs. PRNHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

VSEQX vs. PRNHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Equity Fund (VSEQX) and T. Rowe Price New Horizons Fund (PRNHX). The values are adjusted to include any dividend payments, if applicable.

1,600.00%1,800.00%2,000.00%2,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,605.80%
2,089.75%
VSEQX
PRNHX

Key characteristics

Sharpe Ratio

VSEQX:

0.38

PRNHX:

0.52

Sortino Ratio

VSEQX:

0.58

PRNHX:

0.82

Omega Ratio

VSEQX:

1.10

PRNHX:

1.10

Calmar Ratio

VSEQX:

0.46

PRNHX:

0.25

Martin Ratio

VSEQX:

2.35

PRNHX:

1.66

Ulcer Index

VSEQX:

3.39%

PRNHX:

5.40%

Daily Std Dev

VSEQX:

20.79%

PRNHX:

17.20%

Max Drawdown

VSEQX:

-63.55%

PRNHX:

-55.79%

Current Drawdown

VSEQX:

-16.38%

PRNHX:

-27.55%

Returns By Period

The year-to-date returns for both stocks are quite close, with VSEQX having a 5.94% return and PRNHX slightly lower at 5.66%. Over the past 10 years, VSEQX has underperformed PRNHX with an annualized return of 9.00%, while PRNHX has yielded a comparatively higher 11.59% annualized return.


VSEQX

YTD

5.94%

1M

-14.01%

6M

0.44%

1Y

5.91%

5Y*

9.96%

10Y*

9.00%

PRNHX

YTD

5.66%

1M

-2.65%

6M

9.86%

1Y

7.26%

5Y*

6.94%

10Y*

11.59%

Compare stocks, funds, or ETFs

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


VSEQX vs. PRNHX - Expense Ratio Comparison

VSEQX has a 0.17% expense ratio, which is lower than PRNHX's 0.75% expense ratio.


PRNHX
T. Rowe Price New Horizons Fund
Expense ratio chart for PRNHX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VSEQX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

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.


Sharpe ratio
The chart of Sharpe ratio for VSEQX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.000.380.52
The chart of Sortino ratio for VSEQX, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.580.82
The chart of Omega ratio for VSEQX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.10
The chart of Calmar ratio for VSEQX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.0014.000.460.25
The chart of Martin ratio for VSEQX, currently valued at 2.35, compared to the broader market0.0020.0040.0060.002.351.66
VSEQX
PRNHX

The current VSEQX Sharpe Ratio is 0.38, which is comparable to the PRNHX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VSEQX and PRNHX, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.38
0.52
VSEQX
PRNHX

Dividends

VSEQX vs. PRNHX - Dividend Comparison

VSEQX has not paid dividends to shareholders, while PRNHX's dividend yield for the trailing twelve months is around 4.82%.


TTM20232022202120202019201820172016201520142013
VSEQX
Vanguard Strategic Equity Fund
0.00%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
4.82%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.38%
-27.55%
VSEQX
PRNHX

Volatility

VSEQX vs. PRNHX - Volatility Comparison

Vanguard Strategic Equity Fund (VSEQX) has a higher volatility of 15.10% compared to T. Rowe Price New Horizons Fund (PRNHX) at 5.91%. This indicates that VSEQX's price experiences larger fluctuations and is considered to be riskier than PRNHX 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
15.10%
5.91%
VSEQX
PRNHX
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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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