PCCOX vs. VSMPX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX).
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. VSMPX is managed by Vanguard. It was launched on Apr 28, 2015.
Performance
PCCOX vs. VSMPX - Performance Comparison
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PCCOX vs. VSMPX - 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% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | -6.74% | 17.15% | 23.26% | 26.53% | -19.50% | 25.74% | 21.01% | 30.79% | -5.16% | 20.19% |
Returns By Period
In the year-to-date period, PCCOX achieves a -7.20% return, which is significantly lower than VSMPX's -6.74% return.
PCCOX
- 1D
- -0.43%
- 1M
- -8.17%
- YTD
- -7.20%
- 6M
- -4.20%
- 1Y
- 14.21%
- 3Y*
- 18.22%
- 5Y*
- 12.03%
- 10Y*
- —
VSMPX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.74%
- 6M
- -4.46%
- 1Y
- 14.79%
- 3Y*
- 16.72%
- 5Y*
- 10.14%
- 10Y*
- 13.29%
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PCCOX vs. VSMPX - Expense Ratio Comparison
PCCOX has a 0.34% expense ratio, which is higher than VSMPX's 0.02% expense ratio.
Return for Risk
PCCOX vs. VSMPX — Risk / Return Rank
PCCOX
VSMPX
PCCOX vs. VSMPX - 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 Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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 | VSMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.84 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.30 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.05 | -0.09 |
Martin ratioReturn relative to average drawdown | 4.60 | 5.10 | -0.50 |
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 | VSMPX | Difference | |
|---|---|---|---|
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 | 0.59 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.73 | +0.05 |
Correlation
The correlation between PCCOX and VSMPX 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. VSMPX - Dividend Comparison
PCCOX's dividend yield for the trailing twelve months is around 1.91%, more than VSMPX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.22% | 1.13% | 1.27% | 1.43% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% |
Drawdowns
PCCOX vs. VSMPX - Drawdown Comparison
The maximum PCCOX drawdown since its inception was -34.42%, roughly equal to the maximum VSMPX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PCCOX and VSMPX.
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Drawdown Indicators
| PCCOX | VSMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -34.97% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.41% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -25.35% | +0.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -9.30% | -8.92% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.65% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.56% | +0.07% |
Volatility
PCCOX vs. VSMPX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 4.50% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCCOX | VSMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 4.39% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 9.33% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 18.42% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 17.32% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 18.37% | +0.41% |