We investigate the impacts of objective functions on the performance of deep-learning-based prostate magnetic resonance image segmentation. To this end, we first develop a baseline convolutional neural network (BCNN) for the prostate image segmentation, which consists of encoding, bridge, decoding, and classification modules. In the BCNN, we use 3D convolutional layers to consider volumetric information. Also, we adopt the residual feature forwarding and intermediate feature propagation techniques to make the BCNN reliably trainable for various objective functions. We compare six objective functions: Hamming distance, Euclidean distance, Jaccard index, dice coefficient, cosine similarity, and cross entropy. Experimental results on the PROMISE12 dataset demonstrate that the cosine similarity provides the best segmentation performance, whereas the cross entropy performs the worst.