PCCOX vs. BDSIX

Last updated Aug 1, 2026

PCCOX (T. Rowe Price U.S. Equity Research Fund I Class) and BDSIX (BlackRock Advantage Small Cap Core Fund) are both mutual funds - PCCOX is a Large Cap Blend Equities fund tracking the S&P 500 Index, while BDSIX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 5 years, PCCOX returned 13.17%/yr vs 7.93%/yr for BDSIX. Their correlation of 0.80 means they have usually moved in the same direction. PCCOX charges 0.34%/yr vs 0.50%/yr for BDSIX.

Performance

PCCOX vs. BDSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and BlackRock Advantage Small Cap Core Fund (BDSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PCCOX achieves a 9.26% return, which is significantly lower than BDSIX's 20.55% return.

PCCOX

• 1D: 1.64%
• 1M: -0.98%
• 6M: 7.51%
• YTD: 9.26%
• 1Y: 19.92%
• 3Y*: 19.38%
• 5Y*: 13.17%
• 10Y*: —
• ALL TIME*: 15.85%

BDSIX

• 1D: 1.41%
• 1M: -1.33%
• 6M: 15.30%
• YTD: 20.55%
• 1Y: 40.58%
• 3Y*: 16.73%
• 5Y*: 7.93%
• 10Y*: 11.47%
• ALL TIME*: 10.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BDSIX BlackRock Advantage Small Cap Core Fund	$0.00	$0.00	$0.00
PCCOX T. Rowe Price U.S. Equity Research Fund I Class	$0.00	$0.00	$0.00

PCCOX vs. BDSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PCCOX T. Rowe Price U.S. Equity Research Fund I Class	9.26%	16.49%	26.56%	29.93%	-18.71%	28.17%	19.96%	33.13%	-4.55%	23.01%
BDSIX BlackRock Advantage Small Cap Core Fund	20.55%	13.72%	11.86%	16.53%	-19.33%	14.82%	19.56%	32.12%	-8.82%	10.31%

Correlation

The correlation between PCCOX and BDSIX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.80

The correlation between PCCOX and BDSIX has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

Return for Risk

PCCOX vs. BDSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PCCOX

PCCOX Risk / Return Rank: 55
PCCOX Sharpe Ratio Rank: 53
PCCOX Sortino Ratio Rank: 52
PCCOX Omega Ratio Rank: 50
PCCOX Calmar Ratio Rank: 55
PCCOX Martin Ratio Rank: 67

BDSIX

BDSIX Risk / Return Rank: 83
BDSIX Sharpe Ratio Rank: 80
BDSIX Sortino Ratio Rank: 77
BDSIX Omega Ratio Rank: 73
BDSIX Calmar Ratio Rank: 93
BDSIX Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PCCOX vs. BDSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and BlackRock Advantage Small Cap Core Fund (BDSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PCCOX	BDSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.36	1.87	-0.51
Sortino ratio: Return per unit of downside risk	1.94	2.63	-0.70
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.07
Calmar ratio: Return relative to maximum drawdown	1.91	3.70	-1.78
Martin ratio: Return relative to average drawdown	8.23	13.25	-5.02

PCCOX vs. BDSIX - Sharpe Ratio Comparison

The current PCCOX Sharpe Ratio is 1.36, which is comparable to the BDSIX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PCCOX and BDSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PCCOX vs. BDSIX - Drawdown Comparison

The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum BDSIX drawdown of -43.36%. Use the drawdown chart below to compare losses from any high point for PCCOX and BDSIX.

Drawdown Indicators

	PCCOX	BDSIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.42%	-43.36%	+8.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.30%	-9.89%	+0.59%
Max Drawdown (3Y) Largest decline over 3 years	-19.37%	-26.59%	+7.22%
Max Drawdown (5Y) Largest decline over 5 years	-24.90%	-31.66%	+6.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.36%	—
Current Drawdown Current decline from peak	-2.55%	-2.53%	-0.02%
Average Drawdown Average peak-to-trough decline	-4.46%	-8.52%	+4.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	2.76%	-0.60%

Volatility

PCCOX vs. BDSIX - Volatility Comparison

T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and BlackRock Advantage Small Cap Core Fund (BDSIX) have volatilities of 3.60% and 3.76%, 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.

Volatility by Period

	PCCOX	BDSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	3.76%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.65%	14.19%	-3.54%
Volatility (1Y) Calculated over the trailing 1-year period	13.09%	19.51%	-6.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.47%	22.56%	-5.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.66%	23.38%	-4.72%

PCCOX vs. BDSIX - Expense Ratio Comparison

PCCOX has a 0.34% expense ratio, which is lower than BDSIX's 0.50% expense ratio.

Dividends

PCCOX vs. BDSIX - Dividend Comparison

PCCOX's dividend yield for the trailing twelve months is around 1.12%, less than BDSIX's 8.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDSIX BlackRock Advantage Small Cap Core Fund	8.41%	4.76%	0.76%	0.96%	3.51%	12.04%	2.56%	0.88%	5.67%	2.32%	0.34%	5.72%
PCCOX T. Rowe Price U.S. Equity Research Fund I Class	1.12%	1.23%	0.71%	1.22%	1.38%	3.78%	1.12%	1.45%	5.77%	7.18%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PCCOX and BDSIX in my portfolio?

PCCOX and BDSIX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PCCOX or BDSIX?

BDSIX has higher volatility (3.76%) compared to PCCOX (3.60%). In terms of maximum drawdown, PCCOX dropped -34.42% vs BDSIX's -43.36%.

Which has better risk-adjusted returns?

BDSIX currently has the higher Sharpe Ratio (1.87 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.