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ISIN
US74149R2067
Inception Date
Jun 26, 2009
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PAULX Performance Chart

T. Rowe Price U.S. Large-Cap Core Fund (PAULX) is up 9.0% since the beginning of the year. PAULX is currently trading at $47 per share. Investors who bought $1,000 worth of PAULX shares 5 years ago would now be looking at an investment worth $1,733.


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S&P 500 Index

Returns By Period

T. Rowe Price U.S. Large-Cap Core Fund (PAULX) has returned 8.96% so far this year and 20.06% over the past 12 months. Over the last ten years, PAULX has had an annualized return of 13.25%, just under the S&P 500 Index benchmark’s 13.66%.


T. Rowe Price U.S. Large-Cap Core Fund

1D
0.34%
1M
3.41%
YTD
8.96%
6M
8.59%
1Y
20.06%
3Y*
19.40%
5Y*
11.62%
10Y*
13.25%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAULX Monthly Returns History

Based on dividend-adjusted daily data since Jun 26, 2009, PAULX's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Oct 2011 with a return of +11.4%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PAULX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.18%1.49%-5.44%9.52%1.96%0.49%8.96%
20252.55%-1.51%-4.52%-0.50%5.49%3.95%1.41%1.50%2.55%1.03%0.74%-0.53%12.43%
20242.78%6.08%3.91%-3.17%5.11%2.58%0.09%2.37%0.60%-1.24%5.82%-3.79%22.59%
20233.46%-2.55%3.19%1.45%0.03%5.70%3.13%-0.80%-3.99%-0.62%8.20%3.71%22.23%
2022-5.82%-2.84%3.20%-8.23%-0.16%-5.44%8.61%-4.70%-8.16%7.66%6.25%-4.94%-15.42%
2021-1.92%2.69%4.66%6.03%0.85%1.30%3.08%2.57%-5.59%6.15%-1.56%5.11%25.18%

Benchmark Metrics

T. Rowe Price U.S. Large-Cap Core Fund has an annualized alpha of 1.41%, beta of 0.93, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 29, 2009.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.27%) than losses (91.55%) - typical of diversified or defensive assets.
  • With beta of 0.93 and R2 of 0.97, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.41%
Beta
0.93
0.97
Upside Capture
96.27%
Downside Capture
91.55%

Expense Ratio

PAULX has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PAULX ranks 43 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PAULX Risk / Return Rank: 4343
Overall Rank
PAULX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PAULX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PAULX Omega Ratio Rank: 4141
Omega Ratio Rank
PAULX Calmar Ratio Rank: 4040
Calmar Ratio Rank
PAULX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price U.S. Large-Cap Core Fund (PAULX) and compare them to S&P 500 Index.


PAULXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

2.40

2.93

-0.53

Martin ratioReturn relative to average drawdown

10.83

13.52

-2.69

Dividends

Dividend History

T. Rowe Price U.S. Large-Cap Core Fund provided a 6.79% dividend yield over the last twelve months, with an annual payout of $3.19 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.19$3.19$2.60$0.06$1.18$2.46$0.18$0.86$1.61$0.50$0.12$1.00

Dividend yield

6.79%7.40%6.30%0.16%4.05%6.85%0.59%3.21%7.52%2.10%0.59%5.25%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price U.S. Large-Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.19$3.19
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.60$2.60
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.18$1.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.46$2.46

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price U.S. Large-Cap Core Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price U.S. Large-Cap Core Fund was 33.69%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.69%Mar 2020
1mo 9d5mo 6d
6mo 15dFeb 2020 - Aug 2020
Bear market2022
-23.11%Oct 2022
9mo 16d1y 2mo
1y 11moDec 2021 - Dec 2023
2011 correction2011
-19.78%Oct 2011
5mo 4d4mo 16d
9mo 20dMay 2011 - Feb 2012
2025 selloff2025
-17.33%Apr 2025
4mo 4d2mo 20d
6mo 24dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-17.16%Dec 2018
3mo 1d3mo 11d
6mo 12dSep 2018 - Apr 2019

Drawdown Indicators


PAULXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-56.78%

+23.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-9.10%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-17.33%

-18.90%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.11%

-25.43%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-33.92%

+0.23%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-3.69%

-10.72%

+7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.97%

-0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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