PCCOX vs. IDMO
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and Invesco S&P International Developed Momentum ETF (IDMO).
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. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012. Both PCCOX and IDMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PCCOX vs. IDMO - Performance Comparison
Loading graphics...
PCCOX vs. IDMO - 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% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Returns By Period
In the year-to-date period, PCCOX achieves a -4.38% return, which is significantly lower than IDMO's 1.97% return.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PCCOX vs. IDMO - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
PCCOX vs. IDMO — Risk / Return Rank
PCCOX
IDMO
PCCOX vs. IDMO - 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 Invesco S&P International Developed Momentum ETF (IDMO). 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 | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.66 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.28 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.66 | -1.36 |
Martin ratioReturn relative to average drawdown | 6.14 | 10.75 | -4.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PCCOX | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.66 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.83 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.44 | +0.36 |
Correlation
The correlation between PCCOX and IDMO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PCCOX vs. IDMO - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, less than IDMO's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
PCCOX vs. IDMO - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for PCCOX and IDMO.
Loading graphics...
Drawdown Indicators
| PCCOX | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -39.38% | +4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.31% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -27.07% | +2.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -6.54% | -6.22% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -9.85% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.05% | -0.47% |
Volatility
PCCOX vs. IDMO - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) is 5.64%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 9.12%. This indicates that PCCOX experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PCCOX | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 9.12% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 12.67% | -3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 19.21% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.67% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 17.90% | +0.90% |