PCCOX vs. SSEYX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and State Street Equity 500 Index II Portfolio (SSEYX).
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. SSEYX is managed by State Street. It was launched on Aug 11, 2014.
Performance
PCCOX vs. SSEYX - Performance Comparison
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PCCOX vs. SSEYX - 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% |
SSEYX State Street Equity 500 Index II Portfolio | -4.34% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 20.76% |
Returns By Period
The year-to-date returns for both investments are quite close, with PCCOX having a -4.38% return and SSEYX slightly higher at -4.34%.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
SSEYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.39%
- 1Y
- 17.01%
- 3Y*
- 18.20%
- 5Y*
- 11.70%
- 10Y*
- 13.99%
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PCCOX vs. SSEYX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is higher than SSEYX's 0.02% expense ratio.
Return for Risk
PCCOX vs. SSEYX — Risk / Return Rank
PCCOX
SSEYX
PCCOX vs. SSEYX - 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 State Street Equity 500 Index II Portfolio (SSEYX). 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 | SSEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.96 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.47 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.50 | -0.20 |
Martin ratioReturn relative to average drawdown | 6.14 | 7.19 | -1.05 |
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 | SSEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.96 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.70 | +0.03 |
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 | 0.72 | +0.07 |
Correlation
The correlation between PCCOX and SSEYX is 0.98, 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. SSEYX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, more than SSEYX's 1.45% 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% |
SSEYX State Street Equity 500 Index II Portfolio | 1.45% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
Drawdowns
PCCOX vs. SSEYX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, roughly equal to the maximum SSEYX drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for PCCOX and SSEYX.
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Drawdown Indicators
| PCCOX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -33.75% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.10% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -24.52% | -0.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.75% | — |
Current DrawdownCurrent decline from peak | -6.54% | -6.22% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.14% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.52% | +0.06% |
Volatility
PCCOX vs. SSEYX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) has a higher volatility of 5.64% compared to State Street Equity 500 Index II Portfolio (SSEYX) at 5.34%. This indicates that PCCOX's price experiences larger fluctuations and is considered to be riskier than SSEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.34% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.51% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 18.29% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 16.92% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 18.05% | +0.75% |