PCCOX vs. FLCPX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX).
PCCOX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P 500 Index. It was launched on Nov 29, 2016. FLCPX is managed by Fidelity. It was launched on Feb 2, 2016.
Performance
PCCOX vs. FLCPX - Performance Comparison
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PCCOX vs. FLCPX - 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 | -4.38% | 17.12% | 26.56% | 29.93% | -18.71% | 28.17% | 19.96% | 33.13% | -4.55% | 23.01% |
FLCPX Fidelity SAI U.S. Large Cap Index Fund | -4.33% | 17.84% | 25.08% | 26.25% | -18.06% | 28.61% | 18.24% | 31.59% | -4.38% | 20.73% |
Returns By Period
The year-to-date returns for both investments are quite close, with PCCOX having a -4.38% return and FLCPX slightly higher at -4.33%.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
FLCPX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.33%
- 6M
- -2.15%
- 1Y
- 17.32%
- 3Y*
- 18.33%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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PCCOX vs. FLCPX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is higher than FLCPX's 0.02% expense ratio.
Return for Risk
PCCOX vs. FLCPX — Risk / Return Rank
PCCOX
FLCPX
PCCOX vs. FLCPX - 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 Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.
| PCCOX | FLCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.98 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.50 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.33 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.14 | 6.39 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PCCOX | FLCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.98 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.70 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.84 | -0.04 |
Correlation
The correlation between PCCOX and FLCPX is 0.98, 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
PCCOX vs. FLCPX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, more than FLCPX's 0.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PCCOX T. Rowe Price U.S. Equity Research Fund I Class | 1.85% | 1.77% | 0.71% | 1.22% | 1.38% | 3.78% | 1.12% | 1.45% | 5.77% | 7.18% | 0.00% |
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 0.59% | 0.56% | 6.11% | 7.05% | 11.23% | 10.38% | 3.93% | 1.74% | 2.18% | 1.57% | 0.76% |
Drawdowns
PCCOX vs. FLCPX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, roughly equal to the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for PCCOX and FLCPX.
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Drawdown Indicators
| PCCOX | FLCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -33.87% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.14% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -24.40% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.87% | — |
Current DrawdownCurrent decline from peak | -6.54% | -6.23% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.24% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.53% | +0.05% |
Volatility
PCCOX vs. FLCPX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) has a higher volatility of 5.64% compared to Fidelity SAI U.S. Large Cap Index Fund (FLCPX) at 5.34%. This indicates that PCCOX's price experiences larger fluctuations and is considered to be riskier than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | FLCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.34% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.53% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 18.33% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.08% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 18.15% | +0.65% |