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

Correlation

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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.10%
9.39%
PEOPX
PRCOX

Key characteristics

Sharpe Ratio

PEOPX:

0.99

PRCOX:

2.18

Sortino Ratio

PEOPX:

1.25

PRCOX:

2.90

Omega Ratio

PEOPX:

1.22

PRCOX:

1.40

Calmar Ratio

PEOPX:

0.67

PRCOX:

3.17

Martin Ratio

PEOPX:

7.47

PRCOX:

14.06

Ulcer Index

PEOPX:

2.03%

PRCOX:

2.00%

Daily Std Dev

PEOPX:

15.33%

PRCOX:

12.92%

Max Drawdown

PEOPX:

-55.51%

PRCOX:

-58.69%

Current Drawdown

PEOPX:

-10.97%

PRCOX:

-2.37%

Returns By Period

In the year-to-date period, PEOPX achieves a 14.61% return, which is significantly lower than PRCOX's 27.61% return. Over the past 10 years, PEOPX has underperformed PRCOX with an annualized return of 1.86%, while PRCOX has yielded a comparatively higher 10.74% annualized return.


PEOPX

YTD

14.61%

1M

-9.13%

6M

-0.10%

1Y

15.00%

5Y*

1.61%

10Y*

1.86%

PRCOX

YTD

27.61%

1M

-0.02%

6M

9.39%

1Y

28.02%

5Y*

14.85%

10Y*

10.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

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 0.99, compared to the broader market-1.000.001.002.003.004.000.992.18
The chart of Sortino ratio for PEOPX, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.001.252.90
The chart of Omega ratio for PEOPX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.40
The chart of Calmar ratio for PEOPX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.0014.000.673.17
The chart of Martin ratio for PEOPX, currently valued at 7.47, compared to the broader market0.0020.0040.0060.007.4714.06
PEOPX
PRCOX

The current PEOPX Sharpe Ratio is 0.99, which is lower than the PRCOX Sharpe Ratio of 2.18. 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.99
2.18
PEOPX
PRCOX

Dividends

PEOPX vs. PRCOX - Dividend Comparison

Neither PEOPX nor PRCOX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PEOPX
BNY Mellon S&P 500 Index Fund
0.00%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
0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-10.97%
-2.37%
PEOPX
PRCOX

Volatility

PEOPX vs. PRCOX - Volatility Comparison

BNY Mellon S&P 500 Index Fund (PEOPX) has a higher volatility of 9.74% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 4.14%. This indicates that PEOPX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.74%
4.14%
PEOPX
PRCOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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