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PAULX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAULX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. Large-Cap Core Fund (PAULX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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PAULX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAULX
T. Rowe Price U.S. Large-Cap Core Fund
-5.35%12.43%22.59%22.23%-15.42%25.18%15.25%29.16%-3.65%20.22%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, PAULX achieves a -5.35% return, which is significantly higher than FSKAX's -6.77% return. Over the past 10 years, PAULX has underperformed FSKAX with an annualized return of 11.94%, while FSKAX has yielded a comparatively higher 13.23% annualized return.


PAULX

1D
-0.37%
1M
-7.83%
YTD
-5.35%
6M
-4.19%
1Y
10.35%
3Y*
15.29%
5Y*
9.88%
10Y*
11.94%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAULX vs. FSKAX - Expense Ratio Comparison

PAULX has a 0.97% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

PAULX vs. FSKAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAULX
PAULX Risk / Return Rank: 3030
Overall Rank
PAULX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PAULX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PAULX Omega Ratio Rank: 3131
Omega Ratio Rank
PAULX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PAULX Martin Ratio Rank: 3535
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAULX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Large-Cap Core Fund (PAULX) and Fidelity Total Market Index Fund (FSKAX). 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.


PAULXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.83

-0.16

Sortino ratio

Return per unit of downside risk

1.07

1.29

-0.22

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.81

1.04

-0.24

Martin ratio

Return relative to average drawdown

3.80

5.05

-1.25

PAULX vs. FSKAX - Sharpe Ratio Comparison

The current PAULX Sharpe Ratio is 0.67, which is comparable to the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of PAULX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PAULXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.83

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.59

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.72

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.78

+0.03

Correlation

The correlation between PAULX and FSKAX 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.


Dividends

PAULX vs. FSKAX - Dividend Comparison

PAULX's dividend yield for the trailing twelve months is around 7.82%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
PAULX
T. Rowe Price U.S. Large-Cap Core Fund
7.82%7.40%6.30%0.16%4.05%6.85%0.59%3.21%7.52%2.10%0.59%5.25%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

PAULX vs. FSKAX - Drawdown Comparison

The maximum PAULX drawdown since its inception was -33.69%, roughly equal to the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for PAULX and FSKAX.


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Drawdown Indicators


PAULXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-35.01%

+1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-12.42%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.11%

-25.39%

+2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-35.01%

+1.32%

Current Drawdown

Current decline from peak

-8.61%

-8.92%

+0.31%

Average Drawdown

Average peak-to-trough decline

-3.72%

-4.05%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.57%

-0.18%

Volatility

PAULX vs. FSKAX - Volatility Comparison

The current volatility for T. Rowe Price U.S. Large-Cap Core Fund (PAULX) is 4.05%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.42%. This indicates that PAULX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAULXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.42%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

9.40%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

18.50%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

17.38%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

18.42%

-1.47%