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CUSIP
77954M402
Inception Date
Nov 29, 2023
Min. Investment
$2,500
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PRCFX Performance Chart

T. Rowe Price Capital Appreciation and Income Fund (PRCFX) is up 2.8% since the beginning of the year. PRCFX is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

T. Rowe Price Capital Appreciation and Income Fund (PRCFX) has returned 2.83% so far this year and 10.69% over the past 12 months.


T. Rowe Price Capital Appreciation and Income Fund

1D
0.47%
1M
0.18%
YTD
2.83%
6M
3.08%
1Y
10.69%
3Y*
5Y*
10Y*

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)

PRCFX Monthly Returns History

Based on dividend-adjusted daily data since Nov 30, 2023, PRCFX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +4.2%, while the worst month was Mar 2026 at -2.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.

On a daily basis, PRCFX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.7%, while the worst single day was Apr 4, 2025 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.11%0.41%-2.83%4.16%1.95%-0.87%2.83%
20251.84%0.07%-1.76%0.38%2.21%2.75%1.01%1.05%1.46%1.51%0.72%-0.44%11.26%
20240.42%1.56%1.19%-2.26%2.13%1.61%1.86%1.60%1.24%-1.51%2.61%-1.86%8.76%
20230.00%3.10%3.10%

Benchmark Metrics

T. Rowe Price Capital Appreciation and Income Fund has an annualized alpha of 2.10%, beta of 0.38, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since November 30, 2023.

  • This fund participated in 50.09% of S&P 500 Index downside but only 43.88% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.10% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.38 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.10%
Beta
0.38
0.81
Upside Capture
43.88%
Downside Capture
50.09%

Expense Ratio

PRCFX has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PRCFX ranks 51 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.


PRCFX Risk / Return Rank: 5151
Overall Rank
PRCFX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PRCFX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PRCFX Omega Ratio Rank: 5252
Omega Ratio Rank
PRCFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
PRCFX Martin Ratio Rank: 6161
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 Capital Appreciation and Income Fund (PRCFX) 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.


PRCFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.36

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.36

2.78

-0.42

Martin ratioReturn relative to average drawdown

11.41

12.44

-1.02

Dividends

Dividend History

T. Rowe Price Capital Appreciation and Income Fund provided a 3.34% dividend yield over the last twelve months, with an annual payout of $1.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.00$0.86$0.83$0.07

Dividend yield

3.34%2.94%3.08%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Capital Appreciation and Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.06$0.07$0.06$0.06$0.00$0.32
2025$0.00$0.00$0.05$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.27$0.86
2024$0.04$0.06$0.00$0.06$0.07$0.08$0.07$0.07$0.08$0.06$0.07$0.18$0.83
2023$0.07$0.07

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 Capital Appreciation and Income 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 Capital Appreciation and Income Fund was 6.57%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.

The current T. Rowe Price Capital Appreciation and Income Fund drawdown is 0.87%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-6.57%Apr 2025
4mo 4d1mo 7d
5mo 11dDec 2024 - May 2025
2026 pullback2026
-4.50%Mar 2026
28d18d
1mo 16dFeb 2026 - Apr 2026
2024 pullback2024
-2.64%Apr 2024
18d26d
1mo 14dApr 2024 - May 2024
2024 pullback2024
-2.39%Nov 2024
11d6d
17dOct 2024 - Nov 2024
2026 pullback2026
-2.06%Jun 2026
9d
22d 23hJun 2026 - now

Drawdown Indicators


PRCFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-6.57%

-56.78%

+50.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-9.10%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.87%

-1.80%

+0.93%

Average Drawdown

Average peak-to-trough decline

-0.70%

-10.71%

+10.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.03%

-1.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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