AAUTX vs. PRCOX
Compare and contrast key facts about Thrivent Large Cap Value Fund (AAUTX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
AAUTX is managed by Thrivent. It was launched on Oct 29, 1999. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAUTX or PRCOX.
Key characteristics
| AAUTX | PRCOX | |
|---|---|---|
| YTD Return | 15.39% | 25.27% |
| 1Y Return | 29.76% | 40.58% |
| 3Y Return (Ann) | 7.99% | 11.74% |
| 5Y Return (Ann) | 12.62% | 17.16% |
| 10Y Return (Ann) | 8.87% | 14.40% |
| Sharpe Ratio | 2.59 | 3.10 |
| Sortino Ratio | 3.61 | 4.09 |
| Omega Ratio | 1.45 | 1.56 |
| Calmar Ratio | 2.65 | 3.90 |
| Martin Ratio | 17.10 | 20.15 |
| Ulcer Index | 1.65% | 1.96% |
| Daily Std Dev | 10.87% | 12.70% |
| Max Drawdown | -55.77% | -54.26% |
| Current Drawdown | -1.15% | 0.00% |
Correlation
The correlation between AAUTX and PRCOX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AAUTX vs. PRCOX - Performance Comparison
In the year-to-date period, AAUTX achieves a 15.39% return, which is significantly lower than PRCOX's 25.27% return. Over the past 10 years, AAUTX has underperformed PRCOX with an annualized return of 8.87%, while PRCOX has yielded a comparatively higher 14.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AAUTX vs. PRCOX - Expense Ratio Comparison
AAUTX has a 0.86% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
AAUTX vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AAUTX vs. PRCOX - Dividend Comparison
AAUTX's dividend yield for the trailing twelve months is around 2.79%, more than PRCOX's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUTX Thrivent Large Cap Value Fund | 2.79% | 3.22% | 6.12% | 7.62% | 6.33% | 1.52% | 7.44% | 1.08% | 1.18% | 1.08% | 4.44% | 0.88% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.93% | 1.17% | 1.28% | 3.71% | 1.04% | 0.97% | 5.60% | 7.02% | 7.28% | 8.76% | 5.01% | 0.92% |
Drawdowns
AAUTX vs. PRCOX - Drawdown Comparison
The maximum AAUTX drawdown since its inception was -55.77%, roughly equal to the maximum PRCOX drawdown of -54.26%. Use the drawdown chart below to compare losses from any high point for AAUTX and PRCOX. For additional features, visit the drawdowns tool.
Volatility
AAUTX vs. PRCOX - Volatility Comparison
Thrivent Large Cap Value Fund (AAUTX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 2.57% and 2.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.