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PCCOX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCCOX vs. TRLGX - 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 T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

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PCCOX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PCCOX
PCCOX Risk / Return Rank: 4141
Overall Rank
PCCOX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PCCOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PCCOX Omega Ratio Rank: 4646
Omega Ratio Rank
PCCOX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PCCOX Martin Ratio Rank: 4545
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 2121
Overall Rank
TRLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1717
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. 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.


PCCOXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.59

+0.23

Sortino ratio

Return per unit of downside risk

1.28

1.02

+0.27

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

0.96

0.55

+0.42

Martin ratio

Return relative to average drawdown

4.60

1.83

+2.77

PCCOX vs. TRLGX - Sharpe Ratio Comparison

The current PCCOX Sharpe Ratio is 0.82, which is higher than the TRLGX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PCCOX and TRLGX, 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


PCCOXTRLGXDifference

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.


TTM20252024202320222021202020192018201720162015
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


PCCOXTRLGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.30%

-14.94%

+5.64%

Average Drawdown

Average peak-to-trough decline

-4.57%

-8.71%

+4.14%

Ulcer Index

Depth 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


PCCOXTRLGXDifference

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%