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ISIN
US7795571071
CUSIP
779557107
Inception Date
Sep 30, 1985
Min. Investment
$2,500
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PRWAX Performance Chart

T. Rowe Price All-Cap Opportunities Fund (PRWAX) is up 0.7% since the beginning of the year. PRWAX is currently trading at $80 per share. Investors who bought $1,000 worth of PRWAX shares 5 years ago would now be looking at an investment worth $1,598.


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S&P 500 Index

Returns By Period

T. Rowe Price All-Cap Opportunities Fund (PRWAX) has returned 0.66% so far this year and 14.17% over the past 12 months. Looking at the last ten years, PRWAX has achieved an annualized return of 17.60%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


T. Rowe Price All-Cap Opportunities Fund

1D
1.44%
1M
1.82%
YTD
0.66%
6M
-0.19%
1Y
14.17%
3Y*
17.66%
5Y*
9.83%
10Y*
17.60%

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)

PRWAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1986, PRWAX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +15.8%, while the worst month was Oct 1987 at -26.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PRWAX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.4%, while the worst single day was Oct 22, 1987 at -16.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.92%-2.64%-6.27%8.69%2.31%0.13%0.66%
20254.15%-2.56%-5.90%0.48%5.61%5.77%1.59%2.14%3.82%1.34%-0.19%-0.36%16.37%
20242.91%6.98%3.07%-4.31%4.84%4.18%-0.55%2.65%1.61%-1.18%6.34%-3.11%25.24%
20236.06%-2.04%3.08%2.13%1.33%6.41%4.23%-0.94%-4.27%-1.43%8.07%3.90%29.02%
2022-6.99%-1.23%2.14%-10.24%-1.27%-7.75%8.90%-4.56%-7.84%8.33%4.45%-5.43%-21.37%
2021-1.39%5.22%0.25%6.71%-0.41%3.65%2.23%1.79%-4.39%4.76%-1.26%2.29%20.63%

Benchmark Metrics

T. Rowe Price All-Cap Opportunities Fund has an annualized alpha of 2.97%, beta of 0.95, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 02, 1986.

  • This fund captured 116.68% of S&P 500 Index gains and 105.81% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.95 and R2 of 0.79, 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
2.97%
Beta
0.95
0.79
Upside Capture
116.68%
Downside Capture
105.81%

Expense Ratio

PRWAX has an expense ratio of 0.76%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PRWAX ranks 13 for risk / return — in the bottom 13% 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.


PRWAX Risk / Return Rank: 1313
Overall Rank
PRWAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRWAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRWAX Omega Ratio Rank: 1515
Omega Ratio Rank
PRWAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRWAX 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 (PRWAX) 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.


PRWAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.00

2.78

-1.79

Martin ratioReturn relative to average drawdown

3.45

12.44

-8.99

Dividends

Dividend History

T. Rowe Price All-Cap Opportunities Fund provided a 8.29% dividend yield over the last twelve months, with an annual payout of $6.60 per share.


5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.00$14.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.60$6.60$6.78$3.26$1.62$14.00$10.55$3.84$5.47$5.91$2.48$3.71

Dividend yield

8.29%8.35%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price All-Cap Opportunities 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$0.00$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$6.60$6.60
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.78$6.78
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.26$3.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.62$1.62
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$14.00$14.00

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. 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 was 55.06%, occurring on Oct 7, 2002. Recovery took 1171 trading sessions.

The current T. Rowe Price All-Cap Opportunities Fund drawdown is 1.32%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-55.06%Oct 2002
2y 1mo4y 8mo
6y 9moSep 2000 - Jun 2007
Financial crisis2007–2009
-53.01%Nov 2008
1y 1mo2y 12d
3y 1moOct 2007 - Dec 2010
Black Monday1987
-38.18%Oct 1987
2mo 3d1y 5mo
1y 7moAug 1987 - Apr 1989
1998 bear market1998
-35.61%Oct 1998
2mo 20d6mo 16d
9mo 6dJul 1998 - Apr 1999
1990 bear market1990
-31.09%Oct 1990
2mo 26d5mo 16d
8mo 12dJul 1990 - Mar 1991

Drawdown Indicators


PRWAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.06%

-56.78%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.09%

-9.10%

-4.99%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-18.90%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.38%

-25.43%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

-33.92%

+3.42%

Current Drawdown

Current decline from peak

-1.32%

-1.80%

+0.48%

Average Drawdown

Average peak-to-trough decline

-9.89%

-10.71%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

2.03%

+2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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