FITLX vs. PRCOX
Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
FITLX is managed by Fidelity. It was launched on May 9, 2017. 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: FITLX or PRCOX.
Correlation
The correlation between FITLX and PRCOX is 0.97, 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
FITLX vs. PRCOX - Performance Comparison
Key characteristics
FITLX:
1.83
PRCOX:
2.21
FITLX:
2.46
PRCOX:
2.92
FITLX:
1.34
PRCOX:
1.41
FITLX:
2.68
PRCOX:
3.21
FITLX:
10.93
PRCOX:
14.25
FITLX:
2.33%
PRCOX:
2.00%
FITLX:
13.95%
PRCOX:
12.91%
FITLX:
-34.35%
PRCOX:
-58.69%
FITLX:
-4.45%
PRCOX:
-3.12%
Returns By Period
In the year-to-date period, FITLX achieves a 23.39% return, which is significantly lower than PRCOX's 26.62% return.
FITLX
23.39%
-1.69%
6.11%
24.09%
14.67%
N/A
PRCOX
26.62%
-0.00%
8.17%
27.17%
14.68%
10.69%
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FITLX vs. PRCOX - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
FITLX vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) 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
FITLX vs. PRCOX - Dividend Comparison
Neither FITLX nor PRCOX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 0.00% | 1.12% | 1.49% | 0.81% | 1.01% | 1.27% | 1.37% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.00% | 1.17% | 0.88% | 0.69% | 0.87% | 0.55% | 1.23% | 1.07% | 1.24% | 1.64% | 1.12% | 0.92% |
Drawdowns
FITLX vs. PRCOX - Drawdown Comparison
The maximum FITLX drawdown since its inception was -34.35%, smaller than the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for FITLX and PRCOX. For additional features, visit the drawdowns tool.
Volatility
FITLX vs. PRCOX - Volatility Comparison
Fidelity US Sustainability Index Fund (FITLX) has a higher volatility of 4.44% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 4.10%. This indicates that FITLX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.