PRCOX vs. CMNWX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and Principal Capital Appreciation Fund (CMNWX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. CMNWX is managed by Principal. It was launched on Nov 24, 1986.
Performance
PRCOX vs. CMNWX - Performance Comparison
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PRCOX vs. CMNWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | -4.40% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
CMNWX Principal Capital Appreciation Fund | -3.89% | 13.27% | 32.14% | 25.01% | -16.37% | 27.45% | 18.36% | 32.21% | -4.12% | 20.64% |
Returns By Period
In the year-to-date period, PRCOX achieves a -4.40% return, which is significantly lower than CMNWX's -3.89% return. Both investments have delivered pretty close results over the past 10 years, with PRCOX having a 14.64% annualized return and CMNWX not far behind at 14.07%.
PRCOX
- 1D
- 3.03%
- 1M
- -5.43%
- YTD
- -4.40%
- 6M
- -1.63%
- 1Y
- 17.03%
- 3Y*
- 19.27%
- 5Y*
- 12.31%
- 10Y*
- 14.64%
CMNWX
- 1D
- 2.99%
- 1M
- -5.37%
- YTD
- -3.89%
- 6M
- -3.05%
- 1Y
- 14.87%
- 3Y*
- 19.32%
- 5Y*
- 12.60%
- 10Y*
- 14.07%
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PRCOX vs. CMNWX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is lower than CMNWX's 0.80% expense ratio.
Return for Risk
PRCOX vs. CMNWX — Risk / Return Rank
PRCOX
CMNWX
PRCOX vs. CMNWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Equity Research Fund (PRCOX) and Principal Capital Appreciation Fund (CMNWX). 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.
| PRCOX | CMNWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.88 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.39 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.40 | -0.11 |
Martin ratioReturn relative to average drawdown | 6.07 | 6.59 | -0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRCOX | CMNWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.88 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.75 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.82 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.69 | -0.15 |
Correlation
The correlation between PRCOX and CMNWX is 0.93, 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
PRCOX vs. CMNWX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 1.80%, less than CMNWX's 9.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.80% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
CMNWX Principal Capital Appreciation Fund | 9.10% | 8.75% | 10.03% | 0.71% | 0.69% | 9.52% | 5.33% | 8.37% | 46.60% | 7.72% | 10.32% | 5.42% |
Drawdowns
PRCOX vs. CMNWX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -53.96%, which is greater than CMNWX's maximum drawdown of -50.43%. Use the drawdown chart below to compare losses from any high point for PRCOX and CMNWX.
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Drawdown Indicators
| PRCOX | CMNWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -50.43% | -3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -11.50% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -23.35% | -1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -33.26% | -1.16% |
Current DrawdownCurrent decline from peak | -6.57% | -6.19% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -6.99% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.44% | +0.15% |
Volatility
PRCOX vs. CMNWX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) and Principal Capital Appreciation Fund (CMNWX) have volatilities of 5.63% and 5.65%, 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.
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Volatility by Period
| PRCOX | CMNWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.65% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 10.00% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 17.54% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 16.81% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 17.17% | +1.16% |