PCCOX vs. PRWCX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
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. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Performance
PCCOX vs. PRWCX - Performance Comparison
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PCCOX vs. PRWCX - 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% |
PRWCX T. Rowe Price Capital Appreciation Fund | -3.22% | 20.92% | 12.50% | 18.85% | -12.00% | 18.45% | 18.13% | 24.62% | 0.63% | 14.82% |
Returns By Period
In the year-to-date period, PCCOX achieves a -4.38% return, which is significantly lower than PRWCX's -3.22% return.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
PRWCX
- 1D
- 1.91%
- 1M
- -2.92%
- YTD
- -3.22%
- 6M
- 5.51%
- 1Y
- 16.80%
- 3Y*
- 13.72%
- 5Y*
- 9.22%
- 10Y*
- 11.41%
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PCCOX vs. PRWCX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is lower than PRWCX's 0.68% expense ratio.
Return for Risk
PCCOX vs. PRWCX — Risk / Return Rank
PCCOX
PRWCX
PCCOX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). 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 | PRWCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.27 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.37 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.34 | -1.04 |
Martin ratioReturn relative to average drawdown | 6.14 | 9.70 | -3.56 |
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 | PRWCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.27 | -0.30 |
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 | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.90 | -0.11 |
Correlation
The correlation between PCCOX and PRWCX is 0.93, 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. PRWCX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, less than PRWCX's 16.24% 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% |
PRWCX T. Rowe Price Capital Appreciation Fund | 16.24% | 15.72% | 10.38% | 4.15% | 9.44% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% |
Drawdowns
PCCOX vs. PRWCX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for PCCOX and PRWCX.
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Drawdown Indicators
| PCCOX | PRWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -41.77% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -6.80% | -5.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -17.07% | -7.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.86% | — |
Current DrawdownCurrent decline from peak | -6.54% | -4.47% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -3.34% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.64% | +0.94% |
Volatility
PCCOX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX) at 3.64%. This indicates that PCCOX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | PRWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 3.64% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.78% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 13.57% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 13.24% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 12.98% | +5.82% |