PRCOX vs. FITLX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and Fidelity US Sustainability Index Fund (FITLX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. FITLX is managed by Fidelity. It was launched on May 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or FITLX.
Performance
PRCOX vs. FITLX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with PRCOX having a 26.62% return and FITLX slightly lower at 25.51%.
PRCOX
26.62%
1.20%
11.82%
33.39%
15.44%
10.36%
FITLX
25.51%
1.76%
11.73%
32.13%
16.03%
N/A
Key characteristics
| PRCOX | FITLX | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.37 |
| Sortino Ratio | 3.53 | 3.17 |
| Omega Ratio | 1.49 | 1.44 |
| Calmar Ratio | 3.74 | 3.36 |
| Martin Ratio | 17.02 | 14.21 |
| Ulcer Index | 1.95% | 2.25% |
| Daily Std Dev | 12.54% | 13.50% |
| Max Drawdown | -58.69% | -34.35% |
| Current Drawdown | -1.39% | -1.62% |
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. FITLX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is higher than FITLX's 0.11% expense ratio.
Correlation
The correlation between PRCOX and FITLX is 0.97, 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. FITLX - 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 Fidelity US Sustainability Index Fund (FITLX). 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. FITLX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 0.92%, more than FITLX's 0.90% 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% |
FITLX Fidelity US Sustainability Index Fund | 0.90% | 1.12% | 1.49% | 0.81% | 1.01% | 1.27% | 1.37% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRCOX vs. FITLX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for PRCOX and FITLX. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. FITLX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Equity Research Fund (PRCOX) is 4.16%, while Fidelity US Sustainability Index Fund (FITLX) has a volatility of 4.50%. This indicates that PRCOX experiences smaller price fluctuations and is considered to be less risky than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.