PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
T. Rowe Price Equity Income Fund (PRFDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS7795471082
CUSIP779547108
IssuerT. Rowe Price
Inception DateOct 31, 1985
CategoryLarge Cap Value Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The T. Rowe Price Equity Income Fund has a high expense ratio of 0.63%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.63%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


T. Rowe Price Equity Income Fund

Popular comparisons: PRFDX vs. VSGAX, PRFDX vs. PREIX, PRFDX vs. PRDGX, PRFDX vs. TRVLX, PRFDX vs. SPY, PRFDX vs. SCHD, PRFDX vs. FDGRX, PRFDX vs. PRWCX, PRFDX vs. VOO, PRFDX vs. VEIPX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Equity Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.64%
15.74%
PRFDX (T. Rowe Price Equity Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

T. Rowe Price Equity Income Fund had a return of 4.25% year-to-date (YTD) and 13.17% in the last 12 months. Over the past 10 years, T. Rowe Price Equity Income Fund had an annualized return of 8.31%, while the S&P 500 had an annualized return of 10.53%, indicating that T. Rowe Price Equity Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.25%6.12%
1 month-1.01%-1.08%
6 months14.64%15.73%
1 year13.17%22.34%
5 years (annualized)9.38%11.82%
10 years (annualized)8.31%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.21%3.96%4.89%
2023-3.26%-2.54%7.42%5.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PRFDX is 58, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of PRFDX is 5858
T. Rowe Price Equity Income Fund(PRFDX)
The Sharpe Ratio Rank of PRFDX is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of PRFDX is 5656Sortino Ratio Rank
The Omega Ratio Rank of PRFDX is 5252Omega Ratio Rank
The Calmar Ratio Rank of PRFDX is 7373Calmar Ratio Rank
The Martin Ratio Rank of PRFDX is 5353Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PRFDX
Sharpe ratio
The chart of Sharpe ratio for PRFDX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.12
Sortino ratio
The chart of Sortino ratio for PRFDX, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.0012.001.68
Omega ratio
The chart of Omega ratio for PRFDX, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for PRFDX, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.001.05
Martin ratio
The chart of Martin ratio for PRFDX, currently valued at 3.38, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.65

Sharpe Ratio

The current T. Rowe Price Equity Income Fund Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.12
1.89
PRFDX (T. Rowe Price Equity Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

T. Rowe Price Equity Income Fund granted a 5.93% dividend yield in the last twelve months. The annual payout for that period amounted to $2.08 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.08$2.08$2.16$3.16$1.11$2.39$3.12$3.19$2.44$2.13$2.44$1.39

Dividend yield

5.93%6.19%6.61%8.78%3.55%7.45%11.43%9.57%7.75%7.48%7.44%4.23%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.14
2023$0.00$0.00$0.14$0.00$0.00$0.20$0.00$0.00$0.17$0.00$0.00$1.57
2022$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$1.70
2021$0.00$0.00$0.12$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$2.70
2020$0.00$0.00$0.14$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.61
2019$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$1.86
2018$0.00$0.00$0.12$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$2.63
2017$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$2.72
2016$0.00$0.00$0.10$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$1.99
2015$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$1.67
2014$0.00$0.00$0.20$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$1.95
2013$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.99

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.19%
-3.66%
PRFDX (T. Rowe Price Equity Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Equity 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 Equity Income Fund was 58.12%, occurring on Mar 9, 2009. Recovery took 887 trading sessions.

The current T. Rowe Price Equity Income Fund drawdown is 4.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.12%Jul 16, 2007415Mar 9, 2009887Sep 13, 20121302
-39.71%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-29.48%Mar 20, 2002141Oct 9, 2002300Dec 18, 2003441
-27.51%Jul 19, 1999158Feb 25, 2000307May 16, 2001465
-25.96%Aug 26, 198782Dec 17, 1987341Apr 7, 1989423

Volatility

Volatility Chart

The current T. Rowe Price Equity Income Fund volatility is 3.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.36%
3.44%
PRFDX (T. Rowe Price Equity Income Fund)
Benchmark (^GSPC)