PCCOX vs. PREIX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and T. Rowe Price Equity Index 500 Fund (PREIX).
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. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Performance
PCCOX vs. PREIX - Performance Comparison
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PCCOX vs. PREIX - 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% |
PREIX T. Rowe Price Equity Index 500 Fund | -4.39% | 19.24% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 31.47% | -4.59% | 20.00% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PCCOX having a -4.38% return and PREIX slightly lower at -4.39%.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
PREIX
- 1D
- 2.92%
- 1M
- -5.05%
- YTD
- -4.39%
- 6M
- -0.92%
- 1Y
- 18.69%
- 3Y*
- 18.61%
- 5Y*
- 11.89%
- 10Y*
- 13.98%
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PCCOX vs. PREIX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Return for Risk
PCCOX vs. PREIX — Risk / Return Rank
PCCOX
PREIX
PCCOX vs. PREIX - 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 T. Rowe Price Equity Index 500 Fund (PREIX). 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 | PREIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.05 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.59 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.63 | -0.33 |
Martin ratioReturn relative to average drawdown | 6.14 | 7.85 | -1.72 |
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 | PREIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.05 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.70 | +0.02 |
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 | 0.59 | +0.20 |
Correlation
The correlation between PCCOX and PREIX is 0.99, 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. PREIX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, less than PREIX's 3.85% 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% |
PREIX T. Rowe Price Equity Index 500 Fund | 3.85% | 3.66% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
Drawdowns
PCCOX vs. PREIX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for PCCOX and PREIX.
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Drawdown Indicators
| PCCOX | PREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -55.32% | +20.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.12% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -24.60% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.81% | — |
Current DrawdownCurrent decline from peak | -6.54% | -6.27% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -8.76% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.52% | +0.06% |
Volatility
PCCOX vs. PREIX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) has a higher volatility of 5.64% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 5.35%. This indicates that PCCOX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | PREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.35% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.48% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 18.28% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.00% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 18.08% | +0.72% |