PRCOX vs. DNLAX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and BNY Mellon Natural Resources Fund Class A (DNLAX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. DNLAX is managed by BNY Mellon. It was launched on Oct 31, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or DNLAX.
Performance
PRCOX vs. DNLAX - Performance Comparison
Returns By Period
In the year-to-date period, PRCOX achieves a 26.62% return, which is significantly higher than DNLAX's 10.04% return. Over the past 10 years, PRCOX has outperformed DNLAX with an annualized return of 10.36%, while DNLAX has yielded a comparatively lower 5.78% annualized return.
PRCOX
26.62%
1.20%
11.82%
33.39%
15.44%
10.36%
DNLAX
10.04%
2.91%
-1.14%
2.42%
13.25%
5.78%
Key characteristics
| PRCOX | DNLAX | |
|---|---|---|
| Sharpe Ratio | 2.65 | 0.09 |
| Sortino Ratio | 3.53 | 0.25 |
| Omega Ratio | 1.49 | 1.04 |
| Calmar Ratio | 3.74 | 0.07 |
| Martin Ratio | 17.02 | 0.25 |
| Ulcer Index | 1.95% | 7.75% |
| Daily Std Dev | 12.54% | 21.91% |
| Max Drawdown | -58.69% | -69.14% |
| Current Drawdown | -1.39% | -16.29% |
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PRCOX vs. DNLAX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is lower than DNLAX's 1.14% expense ratio.
Correlation
The correlation between PRCOX and DNLAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PRCOX vs. DNLAX - 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 BNY Mellon Natural Resources Fund Class A (DNLAX). 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. DNLAX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 0.92%, less than DNLAX's 2.11% 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% |
DNLAX BNY Mellon Natural Resources Fund Class A | 2.11% | 2.32% | 1.35% | 1.19% | 0.91% | 1.95% | 1.53% | 0.40% | 1.26% | 0.98% | 0.74% | 0.00% |
Drawdowns
PRCOX vs. DNLAX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, smaller than the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for PRCOX and DNLAX. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. DNLAX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund (PRCOX) is 4.16%, while BNY Mellon Natural Resources Fund Class A (DNLAX) has a volatility of 5.03%. This indicates that PRCOX experiences smaller price fluctuations and is considered to be less risky than DNLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.