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.
Performance
FITLX vs. PRCOX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FITLX having a 26.16% return and PRCOX slightly higher at 27.29%.
FITLX
26.16%
2.41%
12.65%
32.37%
16.14%
N/A
PRCOX
27.29%
1.70%
13.12%
33.49%
15.55%
10.39%
Key characteristics
| FITLX | PRCOX | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.72 |
| Sortino Ratio | 3.24 | 3.61 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 3.45 | 3.84 |
| Martin Ratio | 14.57 | 17.48 |
| Ulcer Index | 2.25% | 1.95% |
| Daily Std Dev | 13.51% | 12.55% |
| Max Drawdown | -34.35% | -58.69% |
| Current Drawdown | -1.11% | -0.87% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FITLX vs. PRCOX - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
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.
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
FITLX's dividend yield for the trailing twelve months is around 0.89%, less than PRCOX's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 0.89% | 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 | 0.92% | 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 4.40% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 4.02%. 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.