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PRCOX vs. DNLAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

PRCOX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. Equity Research Fund (PRCOX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
511.31%
238.94%
PRCOX
DNLAX

Key characteristics

Sharpe Ratio

PRCOX:

2.21

DNLAX:

-0.34

Sortino Ratio

PRCOX:

2.92

DNLAX:

-0.31

Omega Ratio

PRCOX:

1.41

DNLAX:

0.96

Calmar Ratio

PRCOX:

3.21

DNLAX:

-0.22

Martin Ratio

PRCOX:

14.25

DNLAX:

-1.01

Ulcer Index

PRCOX:

2.00%

DNLAX:

6.84%

Daily Std Dev

PRCOX:

12.91%

DNLAX:

20.31%

Max Drawdown

PRCOX:

-58.69%

DNLAX:

-69.14%

Current Drawdown

PRCOX:

-3.12%

DNLAX:

-30.20%

Returns By Period

In the year-to-date period, PRCOX achieves a 26.62% return, which is significantly higher than DNLAX's -8.25% return. Over the past 10 years, PRCOX has outperformed DNLAX with an annualized return of 10.69%, while DNLAX has yielded a comparatively lower 4.52% annualized return.


PRCOX

YTD

26.62%

1M

-0.00%

6M

8.17%

1Y

27.17%

5Y*

14.68%

10Y*

10.69%

DNLAX

YTD

-8.25%

1M

-16.62%

6M

-14.16%

1Y

-8.33%

5Y*

8.25%

10Y*

4.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRCOX vs. DNLAX - Expense Ratio Comparison

PRCOX has a 0.42% expense ratio, which is lower than DNLAX's 1.14% expense ratio.


DNLAX
BNY Mellon Natural Resources Fund Class A
Expense ratio chart for DNLAX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for PRCOX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

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.


Sharpe ratio
The chart of Sharpe ratio for PRCOX, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21-0.34
The chart of Sortino ratio for PRCOX, currently valued at 2.92, compared to the broader market-2.000.002.004.006.008.0010.002.92-0.31
The chart of Omega ratio for PRCOX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.410.96
The chart of Calmar ratio for PRCOX, currently valued at 3.21, compared to the broader market0.002.004.006.008.0010.0012.0014.003.21-0.22
The chart of Martin ratio for PRCOX, currently valued at 14.25, compared to the broader market0.0020.0040.0060.0014.25-1.01
PRCOX
DNLAX

The current PRCOX Sharpe Ratio is 2.21, which is higher than the DNLAX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of PRCOX and DNLAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.21
-0.34
PRCOX
DNLAX

Dividends

PRCOX vs. DNLAX - Dividend Comparison

Neither PRCOX nor DNLAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.00%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
0.00%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.12%
-30.20%
PRCOX
DNLAX

Volatility

PRCOX vs. DNLAX - Volatility Comparison

The current volatility for T. Rowe Price U.S. Equity Research Fund (PRCOX) is 4.10%, while BNY Mellon Natural Resources Fund Class A (DNLAX) has a volatility of 9.57%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.10%
9.57%
PRCOX
DNLAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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