PCCOX vs. PRWAX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
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. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
PCCOX vs. PRWAX - Performance Comparison
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PCCOX vs. PRWAX - 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -9.59% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 33.48% |
Returns By Period
In the year-to-date period, PCCOX achieves a -4.38% return, which is significantly higher than PRWAX's -9.59% return.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
PRWAX
- 1D
- 3.16%
- 1M
- -6.00%
- YTD
- -9.59%
- 6M
- -0.70%
- 1Y
- 19.69%
- 3Y*
- 20.03%
- 5Y*
- 10.67%
- 10Y*
- 17.31%
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PCCOX vs. PRWAX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is lower than PRWAX's 0.76% expense ratio.
Return for Risk
PCCOX vs. PRWAX — Risk / Return Rank
PCCOX
PRWAX
PCCOX vs. PRWAX - 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 All-Cap Opportunities Fund (PRWAX). 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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.03 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.66 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.28 | +0.02 |
Martin ratioReturn relative to average drawdown | 6.14 | 4.75 | +1.38 |
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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.03 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.60 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.60 | +0.20 |
Correlation
The correlation between PCCOX and PRWAX is 0.95, 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. PRWAX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, less than PRWAX's 18.43% 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 18.43% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
PCCOX vs. PRWAX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PCCOX and PRWAX.
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Drawdown Indicators
| PCCOX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -55.06% | +20.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -14.05% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -29.38% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.50% | — |
Current DrawdownCurrent decline from peak | -6.54% | -11.33% | +4.79% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -9.92% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.79% | -1.21% |
Volatility
PCCOX vs. PRWAX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) is 5.64%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 6.07%. This indicates that PCCOX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.07% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 12.83% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 19.62% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.93% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 18.84% | -0.04% |