PCCOX vs. PAGRX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX).
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. PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990.
Performance
PCCOX vs. PAGRX - Performance Comparison
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PCCOX vs. PAGRX - 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% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | -0.28% | 36.92% | 44.52% | 38.73% | -26.06% | 24.84% | 37.65% | 40.34% | -12.41% | 19.62% |
Returns By Period
In the year-to-date period, PCCOX achieves a -4.38% return, which is significantly lower than PAGRX's -0.28% return.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
PAGRX
- 1D
- 3.71%
- 1M
- -5.53%
- YTD
- -0.28%
- 6M
- 4.30%
- 1Y
- 43.96%
- 3Y*
- 35.66%
- 5Y*
- 17.52%
- 10Y*
- 19.12%
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PCCOX vs. PAGRX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is lower than PAGRX's 1.21% expense ratio.
Return for Risk
PCCOX vs. PAGRX — Risk / Return Rank
PCCOX
PAGRX
PCCOX vs. PAGRX - 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 Permanent Portfolio Aggressive Growth Portfolio (PAGRX). 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 | PAGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.74 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.49 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 3.21 | -1.91 |
Martin ratioReturn relative to average drawdown | 6.14 | 16.28 | -10.14 |
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 | PAGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.74 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.72 | 0.00 |
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 | 0.53 | +0.27 |
Correlation
The correlation between PCCOX and PAGRX is 0.88, 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. PAGRX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, more than PAGRX's 0.03% 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% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | 0.03% | 0.03% | 5.62% | 2.72% | 7.79% | 6.82% | 15.08% | 17.51% | 12.33% | 8.70% | 16.94% | 6.31% |
Drawdowns
PCCOX vs. PAGRX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum PAGRX drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for PCCOX and PAGRX.
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Drawdown Indicators
| PCCOX | PAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -55.87% | +21.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -13.80% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -36.52% | +11.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.01% | — |
Current DrawdownCurrent decline from peak | -6.54% | -5.77% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -10.09% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.73% | -0.15% |
Volatility
PCCOX vs. PAGRX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) is 5.64%, while Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a volatility of 6.77%. This indicates that PCCOX experiences smaller price fluctuations and is considered to be less risky than PAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | PAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.77% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 13.91% | -4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 25.69% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 24.53% | -7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 24.49% | -5.69% |