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ISIN
US7795524054
CUSIP
779552405
Inception Date
Aug 28, 2015
Min. Investment
$500,000
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

PRUIX Performance Chart

T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) is up 10.2% since the beginning of the year. PRUIX is currently trading at $195 per share. Investors who bought $1,000 worth of PRUIX shares 5 years ago would now be looking at an investment worth $1,930.


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S&P 500 Index

Returns By Period

T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) has returned 10.15% so far this year and 27.12% over the past 12 months. Looking at the last ten years, PRUIX has achieved an annualized return of 15.49%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


T. Rowe Price Equity Index 500 Fund - I Class

1D
1.08%
1M
0.46%
YTD
10.15%
6M
9.64%
1Y
27.12%
3Y*
20.93%
5Y*
14.05%
10Y*
15.49%

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)

PRUIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, PRUIX's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PRUIX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.44%-0.77%-4.99%10.49%5.26%-0.96%10.15%
20252.77%-1.31%-5.64%-0.68%6.28%5.09%2.24%2.02%3.65%2.34%0.24%0.06%17.82%
20241.67%5.33%3.21%-4.09%4.95%3.59%1.21%2.42%2.13%-0.91%5.87%-2.38%24.95%
20236.28%-2.44%3.68%1.55%0.43%6.60%3.20%-1.59%-4.78%-2.10%9.12%4.55%26.24%
2022-5.18%-3.00%3.72%-8.73%0.17%-8.27%9.21%-4.08%-9.21%8.10%5.59%-5.76%-18.14%
2021-1.01%2.75%4.37%5.33%0.70%2.33%2.37%3.04%-4.66%7.00%-0.70%4.48%28.62%

Benchmark Metrics

T. Rowe Price Equity Index 500 Fund - I Class has an annualized alpha of 1.85%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund captured 104.83% of S&P 500 Index gains but only 96.39% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.99, 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
1.85%
Beta
1.00
0.99
Upside Capture
104.83%
Downside Capture
96.39%

Expense Ratio

PRUIX has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

PRUIX ranks 66 for risk / return — better than 66% 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.


PRUIX Risk / Return Rank: 6666
Overall Rank
PRUIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PRUIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PRUIX Omega Ratio Rank: 6060
Omega Ratio Rank
PRUIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRUIX Martin Ratio Rank: 7979
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 - I Class (PRUIX) 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.


PRUIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.03

2.78

+0.24

Martin ratioReturn relative to average drawdown

13.69

12.44

+1.25

Dividends

Dividend History

T. Rowe Price Equity Index 500 Fund - I Class provided a 2.24% dividend yield over the last twelve months, with an annual payout of $4.38 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%$0.00$1.00$2.00$3.00$4.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$4.38$4.34$1.98$1.81$1.71$2.06$2.07$1.93$1.85$1.00$1.30

Dividend yield

2.24%2.44%1.28%1.44%1.69%1.64%2.09%2.25%2.77%1.39%2.16%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Equity Index 500 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$0.48$0.00$0.00$0.00$0.48
2025$0.00$0.00$0.45$0.00$0.00$0.49$0.00$0.00$0.51$0.00$0.00$2.89$4.34
2024$0.00$0.00$0.44$0.00$0.00$0.47$0.00$0.00$0.47$0.00$0.00$0.60$1.98
2023$0.00$0.00$0.42$0.00$0.00$0.45$0.00$0.00$0.43$0.00$0.00$0.50$1.81
2022$0.00$0.00$0.38$0.00$0.00$0.45$0.00$0.00$0.43$0.00$0.00$0.45$1.71
2021$0.00$0.00$0.33$0.00$0.00$0.38$0.00$0.00$0.39$0.00$0.00$0.96$2.06

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 - 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 Equity Index 500 Fund - I Class was 33.80%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current T. Rowe Price Equity Index 500 Fund - I Class drawdown is 1.36%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.80%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-24.52%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.37%Dec 2018
3mo 4d3mo 19d
6mo 23dSep 2018 - Apr 2019
2025 selloff2025
-18.76%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2018 correction2018
-10.10%Feb 2018
10d5mo 29d
6mo 9dJan 2018 - Aug 2018

Drawdown Indicators


PRUIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-56.78%

+22.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-9.10%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-18.90%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.43%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-33.92%

+0.12%

Current Drawdown

Current decline from peak

-1.36%

-1.80%

+0.44%

Average Drawdown

Average peak-to-trough decline

-4.22%

-10.71%

+6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.03%

-0.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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