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PCCOX vs. PRSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCCOX vs. PRSCX - 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 T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCCOX achieves a 10.60% return, which is significantly lower than PRSCX's 44.94% return.


PCCOX

1D
-0.33%
1M
0.46%
YTD
10.60%
6M
9.51%
1Y
25.91%
3Y*
22.18%
5Y*
14.28%
10Y*

PRSCX

1D
2.00%
1M
11.82%
YTD
44.94%
6M
43.01%
1Y
81.29%
3Y*
41.32%
5Y*
18.56%
10Y*
23.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCCOX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCCOX
T. Rowe Price U.S. Equity Research Fund I Class
10.60%16.49%26.56%29.93%-18.71%28.17%19.96%33.13%-4.55%23.01%
PRSCX
T. Rowe Price Science And Technology Fund
44.94%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Correlation

The correlation between PCCOX and PRSCX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.85

The correlation between PCCOX and PRSCX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

PCCOX vs. PRSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PCCOX
PCCOX Risk / Return Rank: 6565
Overall Rank
PCCOX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PCCOX Sortino Ratio Rank: 6060
Sortino Ratio Rank
PCCOX Omega Ratio Rank: 5959
Omega Ratio Rank
PCCOX Calmar Ratio Rank: 6464
Calmar Ratio Rank
PCCOX Martin Ratio Rank: 7575
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 8989
Overall Rank
PRSCX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 8383
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PCCOX vs. PRSCX - 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 Science And Technology Fund (PRSCX). 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.


PCCOXPRSCXDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.39

1.51

-0.12

Calmar ratioReturn relative to maximum drawdown

2.94

4.84

-1.90

Martin ratioReturn relative to average drawdown

13.34

17.24

-3.91

PCCOX vs. PRSCX - Sharpe Ratio Comparison

The current PCCOX Sharpe Ratio is 2.17, which is lower than the PRSCX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of PCCOX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PCCOX vs. PRSCX - Drawdown Comparison

The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PCCOX and PRSCX.


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Drawdown Indicators


PCCOXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-85.26%

+50.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-17.99%

+8.69%

Max Drawdown (3Y)

Largest decline over 3 years

-19.37%

-31.06%

+11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-46.19%

+21.29%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

Current Drawdown

Current decline from peak

-1.36%

0.00%

-1.36%

Average Drawdown

Average peak-to-trough decline

-4.49%

-29.85%

+25.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

4.97%

-2.93%

Volatility

PCCOX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) is 4.93%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 15.43%. This indicates that PCCOX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCCOXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

15.43%

-10.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

23.96%

-13.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

27.72%

-15.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

28.53%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

25.19%

-6.47%

PCCOX vs. PRSCX - Expense Ratio Comparison

PCCOX has a 0.34% expense ratio, which is lower than PRSCX's 0.80% expense ratio.


Dividends

PCCOX vs. PRSCX - Dividend Comparison

PCCOX's dividend yield for the trailing twelve months is around 1.11%, less than PRSCX's 7.95% yield.


PositionTTM20252024202320222021202020192018201720162015
PCCOX
T. Rowe Price U.S. Equity Research Fund I Class
1.11%1.23%0.71%1.22%1.38%3.78%1.12%1.45%5.77%7.18%0.00%0.00%
PRSCX
T. Rowe Price Science And Technology Fund
7.95%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Frequently Asked Questions


PCCOX and PRSCX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRSCX has higher volatility (15.43%) compared to PCCOX (4.93%). In terms of maximum drawdown, PCCOX dropped -34.42% vs PRSCX's -85.26%.

PRSCX currently has the higher Sharpe Ratio (3.15 vs 2.17), 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.

Portfolio Optimizer

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