PCCOX vs. TRLGX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
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. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Performance
PCCOX vs. TRLGX - Performance Comparison
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PCCOX vs. TRLGX - 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 | -7.20% | 17.12% | 26.56% | 29.93% | -18.71% | 28.17% | 19.96% | 33.13% | -4.55% | 23.01% |
TRLGX T. Rowe Price Large-Cap Growth Fund | -11.46% | 17.51% | 37.57% | 46.22% | -35.26% | 23.24% | 39.57% | 28.51% | 4.35% | 36.56% |
Returns By Period
In the year-to-date period, PCCOX achieves a -7.20% return, which is significantly higher than TRLGX's -11.46% return.
PCCOX
- 1D
- -0.43%
- 1M
- -8.17%
- YTD
- -7.20%
- 6M
- -4.20%
- 1Y
- 14.21%
- 3Y*
- 18.22%
- 5Y*
- 12.03%
- 10Y*
- —
TRLGX
- 1D
- 3.95%
- 1M
- -5.81%
- YTD
- -11.46%
- 6M
- -10.30%
- 1Y
- 12.15%
- 3Y*
- 22.38%
- 5Y*
- 9.59%
- 10Y*
- 16.72%
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PCCOX vs. TRLGX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is lower than TRLGX's 0.55% expense ratio.
Return for Risk
PCCOX vs. TRLGX — Risk / Return Rank
PCCOX
TRLGX
PCCOX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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 | TRLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.59 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.02 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.55 | +0.42 |
Martin ratioReturn relative to average drawdown | 4.60 | 1.83 | +2.77 |
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 | TRLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.43 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.55 | +0.23 |
Correlation
The correlation between PCCOX and TRLGX is 0.92, 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. TRLGX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.91%, less than TRLGX's 15.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCCOX T. Rowe Price U.S. Equity Research Fund I Class | 1.91% | 1.77% | 0.71% | 1.22% | 1.38% | 3.78% | 1.12% | 1.45% | 5.77% | 7.18% | 0.00% | 0.00% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 15.46% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
Drawdowns
PCCOX vs. TRLGX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PCCOX and TRLGX.
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Drawdown Indicators
| PCCOX | TRLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -55.56% | +21.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -18.18% | +5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -40.44% | +15.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.44% | — |
Current DrawdownCurrent decline from peak | -9.30% | -14.94% | +5.64% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -8.71% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 5.43% | -2.80% |
Volatility
PCCOX vs. TRLGX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) is 4.50%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 7.19%. This indicates that PCCOX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | TRLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 7.19% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 12.51% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 22.17% | -4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 22.41% | -5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 21.73% | -2.95% |