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ISIN
US7795573051
CUSIP
779557305
Inception Date
Dec 17, 2015
Min. Investment
$500,000
Index Tracked
Russell 3000 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PNAIX Performance Chart

T. Rowe Price All-Cap Opportunities Fund I Class (PNAIX) is up 0.7% since the beginning of the year. PNAIX is currently trading at $80 per share. Investors who bought $1,000 worth of PNAIX shares 5 years ago would now be looking at an investment worth $1,610.


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S&P 500 Index

Returns By Period

T. Rowe Price All-Cap Opportunities Fund I Class (PNAIX) has returned 0.73% so far this year and 14.34% over the past 12 months. Looking at the last ten years, PNAIX has achieved an annualized return of 15.75%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


T. Rowe Price All-Cap Opportunities Fund I Class

1D
1.44%
1M
1.83%
YTD
0.73%
6M
-0.11%
1Y
14.34%
3Y*
17.82%
5Y*
9.99%
10Y*
15.75%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PNAIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, PNAIX's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +15.8%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PNAIX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.91%-2.63%-6.26%8.72%2.32%0.13%0.73%
20254.15%-2.53%-5.90%0.50%5.63%5.80%1.60%2.15%3.83%1.34%-0.16%-0.36%16.53%
20242.93%6.98%3.08%-4.29%4.84%4.19%-0.54%2.66%1.63%-1.17%6.35%-3.09%25.43%
20236.07%-2.03%3.10%2.13%1.35%6.42%4.23%-0.92%-4.27%-1.41%8.08%3.91%29.18%
2022-6.96%-1.23%2.15%-10.24%-1.25%-7.73%8.89%-4.54%-7.84%8.34%4.47%-5.42%-21.25%
2021-1.38%5.24%0.25%6.72%-0.41%3.67%2.26%1.80%-4.39%4.77%-1.26%2.30%20.76%

Benchmark Metrics

T. Rowe Price All-Cap Opportunities Fund I Class has an annualized alpha of 1.33%, beta of 1.00, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.95%) than losses (93.91%) - typical of diversified or defensive assets.
  • With beta of 1.00 and R2 of 0.88, 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
1.33%
Beta
1.00
0.88
Upside Capture
99.95%
Downside Capture
93.91%

Expense Ratio

PNAIX has an expense ratio of 0.66%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PNAIX ranks 14 for risk / return — in the bottom 14% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


PNAIX Risk / Return Rank: 1414
Overall Rank
PNAIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PNAIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PNAIX Omega Ratio Rank: 1515
Omega Ratio Rank
PNAIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PNAIX Martin Ratio Rank: 1313
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 All-Cap Opportunities Fund I Class (PNAIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PNAIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.01

2.78

-1.77

Martin ratioReturn relative to average drawdown

3.52

12.44

-8.92

Dividends

Dividend History

T. Rowe Price All-Cap Opportunities Fund I Class provided a 8.47% dividend yield over the last twelve months, with an annual payout of $6.74 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$5.00$10.00$15.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$6.74$6.74$6.89$3.34$1.73$14.08$10.63$4.07$5.54$0.14

Dividend yield

8.47%8.53%9.37%5.23%3.31%20.62%15.56%7.43%12.75%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price All-Cap Opportunities Fund I Class. 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$6.74$6.74
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.89$6.89
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.34$3.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.73$1.73
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$14.08$14.08

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 All-Cap Opportunities Fund I Class. 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 All-Cap Opportunities Fund I Class was 30.49%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current T. Rowe Price All-Cap Opportunities Fund I Class drawdown is 1.22%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.49%Mar 2020
1mo 2d2mo 12d
3mo 14dFeb 2020 - Jun 2020
Bear market2022
-29.29%Oct 2022
11mo 1d1y 3mo
2y 2moNov 2021 - Jan 2024
Rate-hike selloffLate 2018
-20.43%Dec 2018
2mo 23d2mo 27d
5mo 20dOct 2018 - Mar 2019
2025 selloff2025
-19.05%Apr 2025
2mo 11d2mo 19d
5moJan 2025 - Jun 2025
2016 correction2016
-15.22%Feb 2016
1mo 4d3mo 19d
4mo 23dJan 2016 - May 2016

Drawdown Indicators


PNAIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.49%

-56.78%

+26.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.02%

-9.10%

-4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-18.90%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.29%

-25.43%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-30.49%

-33.92%

+3.43%

Current Drawdown

Current decline from peak

-1.22%

-1.80%

+0.58%

Average Drawdown

Average peak-to-trough decline

-5.51%

-10.71%

+5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

2.03%

+1.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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