CMNWX vs. PRCOX
Compare and contrast key facts about Principal Capital Appreciation Fund (CMNWX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
CMNWX is managed by Principal. It was launched on Nov 24, 1986. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
CMNWX vs. PRCOX - Performance Comparison
Loading graphics...
CMNWX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMNWX Principal Capital Appreciation Fund | -6.68% | 13.27% | 32.14% | 25.01% | -16.37% | 27.45% | 18.36% | 32.21% | -4.12% | 20.64% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -7.21% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
In the year-to-date period, CMNWX achieves a -6.68% return, which is significantly higher than PRCOX's -7.21% return. Both investments have delivered pretty close results over the past 10 years, with CMNWX having a 13.74% annualized return and PRCOX not far ahead at 14.30%.
CMNWX
- 1D
- -0.67%
- 1M
- -7.99%
- YTD
- -6.68%
- 6M
- -5.57%
- 1Y
- 12.09%
- 3Y*
- 18.16%
- 5Y*
- 12.23%
- 10Y*
- 13.74%
PRCOX
- 1D
- -0.43%
- 1M
- -8.17%
- YTD
- -7.21%
- 6M
- -4.25%
- 1Y
- 14.10%
- 3Y*
- 18.09%
- 5Y*
- 11.91%
- 10Y*
- 14.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CMNWX vs. PRCOX - Expense Ratio Comparison
CMNWX has a 0.80% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Return for Risk
CMNWX vs. PRCOX — Risk / Return Rank
CMNWX
PRCOX
CMNWX vs. PRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Capital Appreciation Fund (CMNWX) 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.
| CMNWX | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.82 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.28 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.95 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.36 | 4.54 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CMNWX | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.82 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.69 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.78 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.54 | +0.15 |
Correlation
The correlation between CMNWX and PRCOX is 0.93, 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.
Dividends
CMNWX vs. PRCOX - Dividend Comparison
CMNWX's dividend yield for the trailing twelve months is around 9.38%, more than PRCOX's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMNWX Principal Capital Appreciation Fund | 9.38% | 8.75% | 10.03% | 0.71% | 0.69% | 9.52% | 5.33% | 8.37% | 46.60% | 7.72% | 10.32% | 5.42% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.85% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
CMNWX vs. PRCOX - Drawdown Comparison
The maximum CMNWX drawdown since its inception was -50.43%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for CMNWX and PRCOX.
Loading graphics...
Drawdown Indicators
| CMNWX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.43% | -53.96% | +3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -12.19% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -24.94% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | -34.42% | +1.16% |
Current DrawdownCurrent decline from peak | -8.91% | -9.32% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -9.22% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.63% | -0.22% |
Volatility
CMNWX vs. PRCOX - Volatility Comparison
Principal Capital Appreciation Fund (CMNWX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 4.58% and 4.50%, 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.
Loading graphics...
Volatility by Period
| CMNWX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.50% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 8.87% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 18.14% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 17.27% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 18.31% | -1.17% |