FITLX vs. PRCOX

In the year-to-date period, FITLX achieves a -4.16% return, which is significantly lower than PRCOX's -3.85% return.

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FITLX has a 0.11% expense ratio, which is lower than PRCOX's 0.42% expense ratio.

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.

The current FITLX Sharpe Ratio is 0.39, which is comparable to the PRCOX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FITLX and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FITLX's dividend yield for the trailing twelve months is around 1.35%, more than PRCOX's 0.67% yield.

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.

Fidelity US Sustainability Index Fund (FITLX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 6.99% and 6.85%, 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.