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PCCOX vs. VIIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCCOX vs. VIIIX - 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 Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

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PCCOX vs. VIIIX - 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%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
-7.06%17.87%26.29%25.79%-18.14%28.69%18.41%31.48%-4.41%20.79%

Returns By Period

The year-to-date returns for both investments are quite close, with PCCOX having a -7.20% return and VIIIX slightly higher at -7.06%.


PCCOX

1D
-0.43%
1M
-8.17%
YTD
-7.20%
6M
-4.20%
1Y
14.21%
3Y*
18.22%
5Y*
12.03%
10Y*

VIIIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.57%
5Y*
11.54%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCCOX vs. VIIIX - Expense Ratio Comparison

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


Return for Risk

PCCOX vs. VIIIX — 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

VIIIX
VIIIX Risk / Return Rank: 4646
Overall Rank
VIIIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 5050
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 5353
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. VIIIX - 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 Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.


PCCOXVIIIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.84

-0.01

Sortino ratio

Return per unit of downside risk

1.28

1.30

-0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

0.96

1.06

-0.10

Martin ratio

Return relative to average drawdown

4.60

5.14

-0.54

PCCOX vs. VIIIX - Sharpe Ratio Comparison

The current PCCOX Sharpe Ratio is 0.82, which is comparable to the VIIIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PCCOX and VIIIX, 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


PCCOXVIIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.84

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.69

+0.01

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

0.46

+0.31

Correlation

The correlation between PCCOX and VIIIX 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. VIIIX - Dividend Comparison

PCCOX's dividend yield for the trailing twelve months is around 1.91%, less than VIIIX's 2.90% 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%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.90%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%

Drawdowns

PCCOX vs. VIIIX - Drawdown Comparison

The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for PCCOX and VIIIX.


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Drawdown Indicators


PCCOXVIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-55.18%

+20.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-12.12%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-24.50%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-9.30%

-8.90%

-0.40%

Average Drawdown

Average peak-to-trough decline

-4.57%

-10.07%

+5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.49%

+0.14%

Volatility

PCCOX vs. VIIIX - Volatility Comparison

T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) has a higher volatility of 4.50% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 4.24%. This indicates that PCCOX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCCOXVIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

4.24%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

9.08%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

18.13%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

16.85%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

18.02%

+0.76%