PCCOX vs. VPMAX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
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. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
PCCOX vs. VPMAX - Performance Comparison
Loading graphics...
PCCOX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 27.21% |
Returns By Period
In the year-to-date period, PCCOX achieves a -4.38% return, which is significantly lower than VPMAX's -2.75% return.
PCCOX
- 1D
- 3.04%
- 1M
- -5.42%
- YTD
- -4.38%
- 6M
- -1.57%
- 1Y
- 17.16%
- 3Y*
- 19.40%
- 5Y*
- 12.43%
- 10Y*
- —
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PCCOX vs. VPMAX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
PCCOX vs. VPMAX — Risk / Return Rank
PCCOX
VPMAX
PCCOX vs. VPMAX - 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 PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.78 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.50 | 3.30 | -1.80 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 3.76 | -2.46 |
Martin ratioReturn relative to average drawdown | 6.14 | 16.16 | -10.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PCCOX | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.78 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.75 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.62 | +0.17 |
Correlation
The correlation between PCCOX and VPMAX 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. VPMAX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.85%, less than VPMAX's 32.75% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
PCCOX vs. VPMAX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for PCCOX and VPMAX.
Loading graphics...
Drawdown Indicators
| PCCOX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -48.32% | +13.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -13.75% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -25.21% | +0.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -6.54% | -8.80% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -6.61% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.20% | -0.62% |
Volatility
PCCOX vs. VPMAX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) is 5.64%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 6.72%. This indicates that PCCOX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PCCOX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.72% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 22.09% | -12.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 28.98% | -10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 20.17% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 20.11% | -1.31% |