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PNAIX vs. SCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PNAIX vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price All-Cap Opportunities Fund I Class (PNAIX) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

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PNAIX vs. SCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNAIX
T. Rowe Price All-Cap Opportunities Fund I Class
-9.56%26.95%25.43%29.18%-21.25%20.76%44.92%35.66%1.40%20.15%
SCHX
Schwab U.S. Large-Cap ETF
-3.70%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%

Returns By Period

In the year-to-date period, PNAIX achieves a -9.56% return, which is significantly lower than SCHX's -3.70% return. Over the past 10 years, PNAIX has outperformed SCHX with an annualized return of 15.47%, while SCHX has yielded a comparatively lower 14.02% annualized return.


PNAIX

1D
3.15%
1M
-6.00%
YTD
-9.56%
6M
-0.64%
1Y
19.87%
3Y*
20.19%
5Y*
10.82%
10Y*
15.47%

SCHX

1D
0.78%
1M
-4.31%
YTD
-3.70%
6M
-1.70%
1Y
17.91%
3Y*
18.55%
5Y*
11.30%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PNAIX vs. SCHX - Expense Ratio Comparison

PNAIX has a 0.66% expense ratio, which is higher than SCHX's 0.03% expense ratio.


Return for Risk

PNAIX vs. SCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PNAIX
PNAIX Risk / Return Rank: 5353
Overall Rank
PNAIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PNAIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
PNAIX Omega Ratio Rank: 5858
Omega Ratio Rank
PNAIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PNAIX Martin Ratio Rank: 4444
Martin Ratio Rank

SCHX
SCHX Risk / Return Rank: 5858
Overall Rank
SCHX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCHX Omega Ratio Rank: 5959
Omega Ratio Rank
SCHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHX Martin Ratio Rank: 6767
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.

PNAIX vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price All-Cap Opportunities Fund I Class (PNAIX) and Schwab U.S. Large-Cap ETF (SCHX). 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.


PNAIXSCHXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.98

+0.06

Sortino ratio

Return per unit of downside risk

1.68

1.50

+0.18

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.30

1.51

-0.21

Martin ratio

Return relative to average drawdown

4.81

7.02

-2.21

PNAIX vs. SCHX - Sharpe Ratio Comparison

The current PNAIX Sharpe Ratio is 1.04, which is comparable to the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PNAIX and SCHX, 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


PNAIXSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.98

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.66

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.78

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.80

-0.03

Correlation

The correlation between PNAIX and SCHX 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.


Dividends

PNAIX vs. SCHX - Dividend Comparison

PNAIX's dividend yield for the trailing twelve months is around 18.63%, more than SCHX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
PNAIX
T. Rowe Price All-Cap Opportunities Fund I Class
18.63%16.85%9.37%5.23%3.31%20.62%15.56%7.43%12.75%0.29%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.16%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Drawdowns

PNAIX vs. SCHX - Drawdown Comparison

The maximum PNAIX drawdown since its inception was -30.49%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for PNAIX and SCHX.


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Drawdown Indicators


PNAIXSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-30.49%

-34.33%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.02%

-12.19%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.29%

-25.41%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-30.49%

-34.33%

+3.84%

Current Drawdown

Current decline from peak

-11.31%

-5.67%

-5.64%

Average Drawdown

Average peak-to-trough decline

-5.54%

-4.00%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.62%

+1.16%

Volatility

PNAIX vs. SCHX - Volatility Comparison

T. Rowe Price All-Cap Opportunities Fund I Class (PNAIX) has a higher volatility of 6.04% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that PNAIX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PNAIXSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.36%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

9.67%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

18.33%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

17.13%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

18.13%

+1.15%