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PEOPX vs. PRCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PEOPX vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon S&P 500 Index Fund (PEOPX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.39%
13.12%
PEOPX
PRCOX

Returns By Period

In the year-to-date period, PEOPX achieves a 25.70% return, which is significantly lower than PRCOX's 27.29% return. Over the past 10 years, PEOPX has underperformed PRCOX with an annualized return of 2.92%, while PRCOX has yielded a comparatively higher 10.39% annualized return.


PEOPX

YTD

25.70%

1M

1.74%

6M

13.39%

1Y

24.04%

5Y (annualized)

4.28%

10Y (annualized)

2.92%

PRCOX

YTD

27.29%

1M

1.70%

6M

13.12%

1Y

33.49%

5Y (annualized)

15.55%

10Y (annualized)

10.39%

Key characteristics


PEOPXPRCOX
Sharpe Ratio1.852.72
Sortino Ratio2.373.61
Omega Ratio1.361.50
Calmar Ratio1.093.84
Martin Ratio9.4517.48
Ulcer Index2.60%1.95%
Daily Std Dev13.28%12.55%
Max Drawdown-55.51%-58.69%
Current Drawdown-0.92%-0.87%

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PEOPX vs. PRCOX - Expense Ratio Comparison

PEOPX has a 0.50% expense ratio, which is higher than PRCOX's 0.42% expense ratio.


PEOPX
BNY Mellon S&P 500 Index Fund
Expense ratio chart for PEOPX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for PRCOX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Correlation

-0.50.00.51.00.9

The correlation between PEOPX and PRCOX is 0.94, 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.

Risk-Adjusted Performance

PEOPX vs. PRCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon S&P 500 Index Fund (PEOPX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.


Sharpe ratio
The chart of Sharpe ratio for PEOPX, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.005.001.852.72
The chart of Sortino ratio for PEOPX, currently valued at 2.37, compared to the broader market0.005.0010.002.373.61
The chart of Omega ratio for PEOPX, currently valued at 1.36, compared to the broader market1.002.003.004.001.361.50
The chart of Calmar ratio for PEOPX, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.001.093.84
The chart of Martin ratio for PEOPX, currently valued at 9.45, compared to the broader market0.0020.0040.0060.0080.00100.009.4517.48
PEOPX
PRCOX

The current PEOPX Sharpe Ratio is 1.85, which is lower than the PRCOX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of PEOPX and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.85
2.72
PEOPX
PRCOX

Dividends

PEOPX vs. PRCOX - Dividend Comparison

PEOPX's dividend yield for the trailing twelve months is around 0.93%, more than PRCOX's 0.92% yield.


TTM20232022202120202019201820172016201520142013
PEOPX
BNY Mellon S&P 500 Index Fund
0.93%1.17%1.42%0.97%1.42%1.68%1.92%1.60%1.86%1.79%1.61%1.51%
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.92%1.17%0.88%0.69%0.87%0.55%1.23%1.07%1.24%1.64%1.12%0.92%

Drawdowns

PEOPX vs. PRCOX - Drawdown Comparison

The maximum PEOPX drawdown since its inception was -55.51%, smaller than the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for PEOPX and PRCOX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.92%
-0.87%
PEOPX
PRCOX

Volatility

PEOPX vs. PRCOX - Volatility Comparison

BNY Mellon S&P 500 Index Fund (PEOPX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 3.95% and 4.02%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.95%
4.02%
PEOPX
PRCOX