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ISIN
US7795521084
CUSIP
779552108
Inception Date
Mar 30, 1990
Min. Investment
$2,500
Index Tracked
S&P 500 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PREIX Performance Chart

T. Rowe Price Equity Index 500 Fund (PREIX) is up 6.6% since the beginning of the year. PREIX is currently trading at $189 per share. Investors who bought $1,000 worth of PREIX shares 5 years ago would now be looking at an investment worth $1,821.


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S&P 500 Index

Returns By Period

T. Rowe Price Equity Index 500 Fund (PREIX) has returned 6.62% so far this year and 21.90% over the past 12 months. Looking at the last ten years, PREIX has achieved an annualized return of 14.91%, outperforming the S&P 500 Index benchmark, which averaged 13.53% per year.


T. Rowe Price Equity Index 500 Fund

1D
-1.62%
1M
-1.71%
YTD
6.62%
6M
5.81%
1Y
21.90%
3Y*
20.51%
5Y*
12.74%
10Y*
14.91%

Benchmark (S&P 500 Index)

1D
1.75%
1M
-0.09%
YTD
8.02%
6M
7.15%
1Y
22.78%
3Y*
19.45%
5Y*
11.73%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PREIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1991, PREIX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PREIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.43%-0.78%-5.00%10.47%5.25%-4.09%6.62%
20252.77%-1.32%-5.65%-0.70%6.27%5.07%2.23%2.01%3.64%2.33%0.23%0.05%17.66%
20241.67%5.33%3.20%-4.10%4.94%3.57%1.20%2.41%2.12%-0.92%5.85%-2.41%24.78%
20236.27%-2.45%3.66%1.55%0.42%6.59%3.20%-1.61%-4.79%-2.12%9.11%4.54%26.07%
2022-5.19%-3.00%3.69%-8.73%0.17%-8.28%9.20%-4.09%-9.22%8.08%5.57%-5.77%-18.27%
2021-1.03%2.75%4.36%5.32%0.69%2.32%2.36%3.03%-4.67%6.99%-0.71%4.47%28.48%

Benchmark Metrics

T. Rowe Price Equity Index 500 Fund has an annualized alpha of 1.70%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 1991.

  • This fund captured 105.43% of S&P 500 Index gains but only 97.13% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 1.00, 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
1.70%
Beta
1.00
1.00
Upside Capture
105.43%
Downside Capture
97.13%

Expense Ratio

PREIX has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

PREIX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PREIX Risk / Return Rank: 6262
Overall Rank
PREIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PREIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
PREIX Omega Ratio Rank: 5757
Omega Ratio Rank
PREIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
PREIX Martin Ratio Rank: 7575
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 Equity Index 500 Fund (PREIX) 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.


PREIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.42

2.52

-0.09

Martin ratioReturn relative to average drawdown

11.04

11.31

-0.27

Dividends

Dividend History

T. Rowe Price Equity Index 500 Fund provided a 2.20% dividend yield over the last twelve months, with an annual payout of $4.15 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.15$4.13$1.80$1.66$1.52$1.96$1.95$1.83$1.74$0.93$1.22$1.11

Dividend yield

2.20%2.32%1.17%1.32%1.50%1.56%1.97%2.13%2.60%1.30%2.03%2.02%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Equity Index 500 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$0.42$0.00$0.00$0.00$0.42
2025$0.00$0.00$0.40$0.00$0.00$0.44$0.00$0.00$0.45$0.00$0.00$2.84$4.13
2024$0.00$0.00$0.41$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.55$1.80
2023$0.00$0.00$0.39$0.00$0.00$0.41$0.00$0.00$0.39$0.00$0.00$0.47$1.66
2022$0.00$0.00$0.32$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.42$1.52
2021$0.00$0.00$0.31$0.00$0.00$0.35$0.00$0.00$0.36$0.00$0.00$0.94$1.96

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 Equity Index 500 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 Equity Index 500 Fund was 55.32%, occurring on Mar 9, 2009. Recovery took 883 trading sessions.

The current T. Rowe Price Equity Index 500 Fund drawdown is 4.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.32%Mar 2009
1y 5mo3y 6mo
4y 11moOct 2007 - Sep 2012
Dot-com crash2000–2002
-47.68%Oct 2002
2y 6mo4y 1mo
6y 8moMar 2000 - Nov 2006
COVID crash2020
-33.81%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-24.60%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.40%Dec 2018
3mo 4d3mo 19d
6mo 23dSep 2018 - Apr 2019

Drawdown Indicators


PREIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-56.78%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-9.10%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.78%

-18.90%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-25.43%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.81%

-33.92%

+0.11%

Current Drawdown

Current decline from peak

-4.47%

-2.83%

-1.64%

Average Drawdown

Average peak-to-trough decline

-8.72%

-10.72%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.02%

-0.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PREIX

Add T. Rowe Price Equity Index 500 Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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