T ROWE Competition
| PRFDX Fund | USD 39.28 0.17 0.43% |
T ROWE vs American Funds Correlation Details
Very weak diversification
Across the chosen horizon, PRFDX and GWPFX show a correlation of 0.44 and fall into the Very weak diversification bucket. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Moving together with PRFDX Mutual Fund
Moving against PRFDX Mutual Fund
The concept of mean reversion suggests that T ROWE's price will eventually return toward its long-run average. High prices may deter value investors, while unusually low prices often attract buyers who anticipate a recovery.
T ROWE Competition Correlation Matrix
Reviewing how T Rowe Price moves relative to competing funds can show whether peer exposure is reducing portfolio risk or simply repeating the same market bet. Used correctly, correlation analysis helps separate broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Evaluating PRFDX Mutual Fund requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MINJX | 0.66 | 0.06 | 0.06 | 0.04 | 1.08 | 1.17 | 5.17 | |||
| MINIX | 0.66 | 0.06 | 0.06 | 0.04 | 1.07 | 1.18 | 5.12 | |||
| TROIX | 0.74 | 0.07 | 0.07 | 0.04 | 1.12 | 1.39 | 5.82 | |||
| TROSX | 0.75 | 0.07 | 0.07 | 0.04 | 1.13 | 1.39 | 5.87 | |||
| VWNEX | 0.71 | 0.11 | 0.14 | 0.09 | 0.72 | 1.50 | 7.76 | |||
| VASGX | 0.49 | 0.03 | 0.06 | 0.01 | 0.66 | 0.74 | 3.43 | |||
| OAKMX | 0.69 | -0.01 | 0.00 | -0.05 | 0.00 | 1.46 | 4.00 | |||
| PARKX | 0.50 | 0.08 | 0.13 | 0.08 | 0.60 | 0.98 | 5.05 | |||
| TIBIX | 0.45 | 0.19 | 0.34 | 0.47 | 0.31 | 1.20 | 3.89 | |||
| GWPFX | 0.69 | -0.01 | 0.00 | -0.05 | 0.00 | 1.20 | 4.43 |
T ROWE Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
T ROWE Competition Peer Performance Charts
How to Analyze T ROWE Against Peers
T ROWE's peer analysis compares T ROWE with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether T ROWE trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where T ROWE leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Analyst coverage and consensus comparison across T ROWE peers shows where market attention is concentrated and which names may be relatively under- or over-analyzed. Peer benchmarking can improve context for valuation without relying only on standalone multiples.
For T Rowe Price, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist.