PRCHX vs. USD=X
PRCHX (T. Rowe Price Capital Appreciation and Income Fund Class I) is Diversified Portfolio fund actively managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past year, PRCHX returned 11.41% vs 0.00% for USD=X.
Performance
PRCHX vs. USD=X - Performance Comparison
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Returns By Period
PRCHX
- 1D
- 0.68%
- 1M
- -0.41%
- YTD
- 2.61%
- 6M
- 3.48%
- 1Y
- 11.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PRCHX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PRCHX T. Rowe Price Capital Appreciation and Income Fund Class I | 2.61% | 13.68% | 8.92% | 3.12% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
PRCHX vs. USD=X — Risk / Return Rank
PRCHX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PRCHX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation and Income Fund Class I (PRCHX) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRCHX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | — | — |
| Martin ratioReturn relative to average drawdown | 12.99 | — | — |
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Drawdowns
PRCHX vs. USD=X - Drawdown Comparison
The maximum PRCHX drawdown since its inception was -6.10%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PRCHX and USD=X.
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Drawdown Indicators
| PRCHX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.10% | 0.00% | -6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | 0.00% | -4.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | 0.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -1.37% | 0.00% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -0.65% | 0.00% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.00% | +0.91% |
Volatility
PRCHX vs. USD=X - Volatility Comparison
T. Rowe Price Capital Appreciation and Income Fund Class I (PRCHX) has a higher volatility of 2.18% compared to USD Cash (USD=X) at 0.00%. This indicates that PRCHX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCHX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.18% | 0.00% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.44% | 0.00% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.46% | 0.00% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 0.00% | +6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.56% | 0.00% | +6.56% |
Frequently Asked Questions
PRCHX has higher volatility (2.18%) compared to USD=X (0.00%). In terms of maximum drawdown, PRCHX dropped -6.10% vs USD=X's 0.00%.
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