VSGAX vs. PRFDX
Compare and contrast key facts about Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) and T. Rowe Price Equity Income Fund (PRFDX).
VSGAX is managed by Vanguard. It was launched on Sep 27, 2011. PRFDX is managed by T. Rowe Price. It was launched on Oct 31, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGAX or PRFDX.
Key characteristics
| VSGAX | PRFDX | |
|---|---|---|
| YTD Return | 20.82% | 16.87% |
| 1Y Return | 42.83% | 29.41% |
| 3Y Return (Ann) | -0.65% | 7.77% |
| 5Y Return (Ann) | 9.57% | 10.36% |
| 10Y Return (Ann) | 9.66% | 9.03% |
| Sharpe Ratio | 2.25 | 2.75 |
| Sortino Ratio | 3.08 | 3.89 |
| Omega Ratio | 1.38 | 1.51 |
| Calmar Ratio | 1.33 | 3.51 |
| Martin Ratio | 11.84 | 19.13 |
| Ulcer Index | 3.62% | 1.53% |
| Daily Std Dev | 19.03% | 10.62% |
| Max Drawdown | -38.70% | -58.12% |
| Current Drawdown | -3.09% | -0.89% |
Correlation
The correlation between VSGAX and PRFDX is 0.79, 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
VSGAX vs. PRFDX - Performance Comparison
In the year-to-date period, VSGAX achieves a 20.82% return, which is significantly higher than PRFDX's 16.87% return. Over the past 10 years, VSGAX has outperformed PRFDX with an annualized return of 9.66%, while PRFDX has yielded a comparatively lower 9.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSGAX vs. PRFDX - Expense Ratio Comparison
VSGAX has a 0.07% expense ratio, which is lower than PRFDX's 0.63% expense ratio.
Risk-Adjusted Performance
VSGAX vs. PRFDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) and T. Rowe Price Equity Income Fund (PRFDX). 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
VSGAX vs. PRFDX - Dividend Comparison
VSGAX's dividend yield for the trailing twelve months is around 0.59%, less than PRFDX's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.59% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% | 1.01% | 0.65% |
PRFDX T. Rowe Price Equity Income Fund | 1.86% | 2.09% | 2.13% | 1.75% | 2.18% | 2.37% | 2.67% | 2.01% | 2.32% | 2.28% | 2.01% | 1.64% |
Drawdowns
VSGAX vs. PRFDX - Drawdown Comparison
The maximum VSGAX drawdown since its inception was -38.70%, smaller than the maximum PRFDX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for VSGAX and PRFDX. For additional features, visit the drawdowns tool.
Volatility
VSGAX vs. PRFDX - Volatility Comparison
Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a higher volatility of 5.36% compared to T. Rowe Price Equity Income Fund (PRFDX) at 3.26%. This indicates that VSGAX's price experiences larger fluctuations and is considered to be riskier than PRFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.