VTMSX vs. TRMCX
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and T. Rowe Price Mid-Cap Value Fund (TRMCX).
VTMSX is managed by Blackrock. It was launched on Mar 25, 1999. TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMSX or TRMCX.
Performance
VTMSX vs. TRMCX - Performance Comparison
Returns By Period
In the year-to-date period, VTMSX achieves a 12.63% return, which is significantly lower than TRMCX's 18.91% return. Over the past 10 years, VTMSX has underperformed TRMCX with an annualized return of 9.65%, while TRMCX has yielded a comparatively higher 10.37% annualized return.
VTMSX
12.63%
1.61%
10.20%
28.44%
10.01%
9.65%
TRMCX
18.91%
0.19%
7.82%
34.34%
14.21%
10.37%
Key characteristics
| VTMSX | TRMCX | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.89 |
| Sortino Ratio | 1.99 | 2.72 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 1.45 | 4.30 |
| Martin Ratio | 7.56 | 13.94 |
| Ulcer Index | 3.50% | 2.37% |
| Daily Std Dev | 20.10% | 17.47% |
| Max Drawdown | -57.84% | -55.28% |
| Current Drawdown | -4.44% | -2.50% |
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VTMSX vs. TRMCX - Expense Ratio Comparison
VTMSX has a 0.09% expense ratio, which is lower than TRMCX's 0.77% expense ratio.
Correlation
The correlation between VTMSX and TRMCX is 0.90, 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
VTMSX vs. TRMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and T. Rowe Price Mid-Cap Value Fund (TRMCX). 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
VTMSX vs. TRMCX - Dividend Comparison
VTMSX's dividend yield for the trailing twelve months is around 1.49%, more than TRMCX's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.49% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
TRMCX T. Rowe Price Mid-Cap Value Fund | 0.96% | 1.14% | 0.89% | 1.01% | 1.01% | 1.47% | 1.23% | 1.09% | 0.93% | 1.36% | 1.08% | 0.73% |
Drawdowns
VTMSX vs. TRMCX - Drawdown Comparison
The maximum VTMSX drawdown since its inception was -57.84%, roughly equal to the maximum TRMCX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for VTMSX and TRMCX. For additional features, visit the drawdowns tool.
Volatility
VTMSX vs. TRMCX - Volatility Comparison
Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a higher volatility of 7.76% compared to T. Rowe Price Mid-Cap Value Fund (TRMCX) at 3.93%. This indicates that VTMSX's price experiences larger fluctuations and is considered to be riskier than TRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.