PRCOX vs. AVEMX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and Ave Maria Value Fund (AVEMX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. AVEMX is managed by Ave Maria Mutual Funds. It was launched on May 1, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or AVEMX.
Performance
PRCOX vs. AVEMX - Performance Comparison
Returns By Period
In the year-to-date period, PRCOX achieves a 26.62% return, which is significantly lower than AVEMX's 31.07% return. Over the past 10 years, PRCOX has outperformed AVEMX with an annualized return of 10.36%, while AVEMX has yielded a comparatively lower 3.93% annualized return.
PRCOX
26.62%
1.20%
11.82%
33.39%
15.44%
10.36%
AVEMX
31.07%
6.87%
24.10%
31.05%
9.94%
3.93%
Key characteristics
| PRCOX | AVEMX | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.00 |
| Sortino Ratio | 3.53 | 2.76 |
| Omega Ratio | 1.49 | 1.37 |
| Calmar Ratio | 3.74 | 3.14 |
| Martin Ratio | 17.02 | 8.59 |
| Ulcer Index | 1.95% | 3.60% |
| Daily Std Dev | 12.54% | 15.46% |
| Max Drawdown | -58.69% | -60.09% |
| Current Drawdown | -1.39% | -0.92% |
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PRCOX vs. AVEMX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is lower than AVEMX's 0.97% expense ratio.
Correlation
The correlation between PRCOX and AVEMX is 0.85, 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
PRCOX vs. AVEMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Equity Research Fund (PRCOX) and Ave Maria Value Fund (AVEMX). 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.
Dividends
PRCOX vs. AVEMX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 0.92%, more than AVEMX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AVEMX Ave Maria Value Fund | 0.62% | 0.82% | 1.15% | 0.27% | 0.47% | 0.04% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% |
Drawdowns
PRCOX vs. AVEMX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, roughly equal to the maximum AVEMX drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for PRCOX and AVEMX. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. AVEMX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund (PRCOX) is 4.16%, while Ave Maria Value Fund (AVEMX) has a volatility of 5.08%. This indicates that PRCOX experiences smaller price fluctuations and is considered to be less risky than AVEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.