AWEIX vs. PRCOX
Compare and contrast key facts about CIBC Atlas Disciplined Equity Fund (AWEIX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
AWEIX is managed by CIBC Private Wealth Management. It was launched on Dec 1, 2005. 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: AWEIX or PRCOX.
Key characteristics
| AWEIX | PRCOX | |
|---|---|---|
| YTD Return | 22.05% | 27.35% |
| 1Y Return | 25.15% | 35.43% |
| 3Y Return (Ann) | 1.82% | 9.68% |
| 5Y Return (Ann) | 9.47% | 15.50% |
| 10Y Return (Ann) | 8.77% | 10.56% |
| Sharpe Ratio | 2.19 | 2.85 |
| Sortino Ratio | 2.87 | 3.80 |
| Omega Ratio | 1.41 | 1.53 |
| Calmar Ratio | 1.56 | 4.00 |
| Martin Ratio | 13.46 | 18.36 |
| Ulcer Index | 1.88% | 1.94% |
| Daily Std Dev | 11.56% | 12.46% |
| Max Drawdown | -55.48% | -58.69% |
| Current Drawdown | -0.56% | -0.82% |
Correlation
The correlation between AWEIX and PRCOX is 0.96, 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
AWEIX vs. PRCOX - Performance Comparison
In the year-to-date period, AWEIX achieves a 22.05% return, which is significantly lower than PRCOX's 27.35% return. Over the past 10 years, AWEIX has underperformed PRCOX with an annualized return of 8.77%, while PRCOX has yielded a comparatively higher 10.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AWEIX vs. PRCOX - Expense Ratio Comparison
AWEIX has a 0.72% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
AWEIX vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Disciplined Equity Fund (AWEIX) 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
AWEIX vs. PRCOX - Dividend Comparison
AWEIX's dividend yield for the trailing twelve months is around 0.72%, less than PRCOX's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWEIX CIBC Atlas Disciplined Equity Fund | 0.72% | 0.88% | 0.92% | 0.48% | 0.59% | 0.81% | 1.80% | 0.81% | 0.91% | 0.98% | 0.80% | 0.89% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.92% | 1.17% | 0.88% | 0.69% | 0.87% | 0.55% | 1.23% | 1.07% | 1.24% | 1.64% | 1.12% | 0.92% |
Drawdowns
AWEIX vs. PRCOX - Drawdown Comparison
The maximum AWEIX drawdown since its inception was -55.48%, smaller than the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for AWEIX and PRCOX. For additional features, visit the drawdowns tool.
Volatility
AWEIX vs. PRCOX - Volatility Comparison
The current volatility for CIBC Atlas Disciplined Equity Fund (AWEIX) is 3.59%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 3.84%. This indicates that AWEIX experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.