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PCCOX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PCCOX vs. SSSYX

Last updated Apr 2, 2026

Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and State Street Equity 500 Index Fund Class K (SSSYX).

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. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014. Both PCCOX and SSSYX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PCCOX vs. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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PCCOX vs. SSSYX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SSSYX
State Street Equity 500 Index Fund Class K		-4.34%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%20.65%

Returns By Period

The year-to-date returns for both investments are quite close, with PCCOX having a -4.38% return and SSSYX 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*
—

SSSYX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.15%
1Y
17.29%
3Y*
18.28%
5Y*
11.75%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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T. Rowe Price U.S. Equity Research Fund I Class

State Street Equity 500 Index Fund Class K

Often compared with PCCOX:
PCCOX vs. VOOPCCOX vs. PRUIXPCCOX vs. APHKXPCCOX vs. COSSXPCCOX vs. TRLGXPCCOX vs. VIIIXPCCOX vs. VSMPX
Often compared with SSSYX:
SSSYX vs. SPYSSSYX vs. VOOSSSYX vs. RGAGXSSSYX vs. FXAIXSSSYX vs. VIMAXSSSYX vs. VTISSSYX vs. FUIPX

PCCOX vs. SSSYX - Expense Ratio Comparison

PCCOX has a 0.34% expense ratio, which is higher than SSSYX's 0.02% expense ratio.

PCCOX
T. Rowe Price U.S. Equity Research Fund I Class
SSSYX
State Street Equity 500 Index Fund Class K

Return for Risk

PCCOX vs. SSSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PCCOX
PCCOX Risk / Return Rank: 5050
Overall Rank
PCCOX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PCCOX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PCCOX Omega Ratio Rank: 5151
Omega Ratio Rank
PCCOX Calmar Ratio Rank: 4646
Calmar Ratio Rank
PCCOX Martin Ratio Rank: 5959
Martin Ratio Rank
SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
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. SSSYX - 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 Fund Class K (SSSYX). 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.

PCCOXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.97

0.00

Sortino ratio

Return per unit of downside risk

1.50

1.49

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.30

1.52

-0.22

Martin ratio

Return relative to average drawdown

6.14

7.30

-1.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PCCOX vs. SSSYX - Sharpe Ratio Comparison

The current PCCOX Sharpe Ratio is 0.97, which is comparable to the SSSYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PCCOX and SSSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

PCCOXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.97

0.00

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

—

0.11

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.11

+0.69

Correlation

The correlation between PCCOX and SSSYX 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. SSSYX - Dividend Comparison

PCCOX's dividend yield for the trailing twelve months is around 1.85%, more than SSSYX's 1.51% yield.

TTM20252024202320222021202020192018201720162015
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%
SSSYX
State Street Equity 500 Index Fund Class K		1.51%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

PCCOX vs. SSSYX - Drawdown Comparison

The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PCCOX and SSSYX.

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Drawdown Indicators

PCCOXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-91.48%

+57.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-12.10%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-24.49%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-91.48%

—

Current Drawdown

Current decline from peak

-6.54%

-6.22%

-0.32%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.20%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.52%

+0.06%

Volatility

PCCOX vs. SSSYX - 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 Fund Class K (SSSYX) at 5.34%. This indicates that PCCOX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PCCOXSSSYXDifference

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%

9.53%

-0.18%

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%

16.89%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

124.43%

-105.63%