Release Date: 06-30-2021 BNY Mellon Small Cap Stock Index Inv DISSX ...... Benchmark Overall Morningstar Rating™ Morningstar Return Morningstar Risk Russell 2000 TR USD QQQQ Above Average Average Out of 603 Small Blend . An 's overall Morningstar Rating, based on its risk-adjusted return, is a weighted average of its applicable 3-, 5-, and 10-year Ratings. See disclosure page for details.

Investment Information Performance as of 06-30-21 Investment Objective & Strategy from investment's prospectus 100 Total Return % The investment seeks to match the performance of the S&P 75 as of 06-30-21 Investment SmallCap 600® Index. 50 Benchmark To pursue its goal, the fund generally is fully invested in 25 all of the stocks that comprise the S&P SmallCap 600® 0 Index and in futures whose performance is tied to the index. -25 It generally invests in all 600 stocks in the index in proportion -50 Average annual, if greater to their weighting in the index; however, at times, the fund -75 than 1 year may invest in a representative sample of stocks included in YTD 1 Year 3 Year 5 Year 10 Year Since Inception the index and in futures whose performance is tied to the index. Under these circumstances, the adviser expects to 23.29 66.65 11.76 15.28 13.03 10.19 Investment Return % 17.54 62.03 13.52 16.47 12.34 9.05 Benchmark Return % invest in approximately 500 or more of the stocks in the 20.19 60.18 11.32 13.88 11.19 9.11 Category Average % index. The fund is non-diversified...... QQQ QQQ QQQQQ . Morningstar Rating™ Past name(s) : Dreyfus Small Cap Stock Index Inv. . . 603 512 356 . # of Funds in Category Fees and Expenses as of 03-01-21 Prospectus Gross Expense Ratio 0.52 % The performance data quoted reflects past performance and is calculated according to Morningstar’s methodology. For Total Annual Operating Exp per $1000 $ 5.20 YTD YTD YTD YTD YTD YTD new share classes of an investment, the performance reflected for periods prior to the inception date of such class may Maximum Sales Charge . have been calculated using the historical returns of the original share class, and in such cases is displayed in italics. The 12b-1 Fee . historical returns of the original share class are adjusted to reflect differences in fees when the newer share class has Redemption Fee/Term . higher fees than the oldest share class but are not adjusted when the newer class has lower fees. Past performance does Portfolio Manager(s) not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s Marlene Walker-Smith. M.B.A., University of . B.A., shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower than the & Jefferson College. performance data quoted. For the most recent month end performance information, please call 1-800-922-9945, or visit David France. rps.troweprice.com.

Operations and Management Portfolio Analysis Fund Inception Date 06-30-97 Composition as of 05-31-21 % Assets Morningstar Equity Style Box™ as of 05-31-21 % Market Cap Management Company BNY Mellon Investment Adviser, U.S. Stocks 98.5 Large Giant 0.00 ...... Inc. Non-U.S. Stocks 1.2 Mid Large 0.00 Telephone 800-373-9387 Bonds 0.0 Medium 1.98

Web Site www.dreyfus.com Cash 0.3 Small Small 61.61 Issuer BNY Mellon Other 0.0 ...... Micro 36.41 Category Description: Small Blend Value Blend Growth Small-blend portfolios favor U.S. firms at the smaller end of the market-capitalization range. Some aim to own an array of Top 10 Holdings as of 05-31-21 % Assets Morningstar Sectors as of 05-31-21 % Fund value and growth stocks while others employ a discipline that GameStop Corp Class A 1.13 h Cyclical 46.46 ...... iShares Core S&P Small-Cap ETF 0.83 leads to holdings with valuations and growth rates close to r Basic Materials 5.42 the small-cap averages. Stocks in the bottom 10% of the Crocs Inc 0.61 t Consumer Cyclical 15.61 capitalization of the U.S. equity market are defined as small Omnicell Inc 0.56 y 16.95 cap. The blend style is assigned to portfolios where neither Saia Inc 0.56 ...... u Real Estate 8.48 growth nor value characteristics predominate. Macy's Inc 0.53 j Sensitive 37.18 Volatility And Risk E-Mini Russ 2000 Jun21 06-18-21 0.50 ...... i Communication Services 2.52 Investment Chart Industries Inc 0.48 Power Integrations Inc 0.46 o Energy 4.07 Low Moderate High UFP Industries Inc 0.45 p Industrials 17.46 Technology 13.13 Category ...... a Total Number of Stock Holdings 602 k Defensive 16.36 Best 3 Month Return Worst 3 Month Return ...... Total Number of Bond Holdings 0 35.90% -33.94% s Consumer Defensive 3.89 Turnover Ratio % 40.49 (Nov '20 - Jan '21) (Sep '08 - Nov '08) d Healthcare 10.94 Total Assets ($mil) 1,994.01 f Utilities 1.53

Principal Risks For more information on the risks presented, please refer to https://www2.troweprice.com/rms/rps/Marketing/Assets/OAAU130- RISK.pdf Loss of Money, Not FDIC Insured, Nondiversification, Index Correlation/Tracking Error, Market/Market Volatility, Equity Securities, Small Cap, Mid-Cap

DISSX ©2021 Morningstar, Inc., Morningstar Investment Profiles™ 312-696-6000. All rights reserved. The information contained herein: (1) is proprietary to ® Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Past performance is no guarantee of future ß performance. Visit our investment website at www.morningstar.com.