PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRCOX vs. FLCEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRCOX and FLCEX is 0.95, 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.


-0.50.00.51.00.9

Performance

PRCOX vs. FLCEX - 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 Fidelity Large Cap Core Enhanced Index Fund (FLCEX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.57%
0
PRCOX
FLCEX

Key characteristics

Returns By Period


PRCOX

YTD

2.05%

1M

2.30%

6M

9.82%

1Y

28.24%

5Y*

14.25%

10Y*

11.23%

FLCEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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. FLCEX - Expense Ratio Comparison

PRCOX has a 0.42% expense ratio, which is higher than FLCEX's 0.39% expense ratio.


PRCOX
T. Rowe Price U.S. Equity Research Fund
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%
Expense ratio chart for FLCEX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

PRCOX vs. FLCEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRCOX
The Risk-Adjusted Performance Rank of PRCOX is 9090
Overall Rank
The Sharpe Ratio Rank of PRCOX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCOX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of PRCOX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PRCOX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PRCOX is 9292
Martin Ratio Rank

FLCEX
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRCOX vs. FLCEX - 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 Large Cap Core Enhanced Index Fund (FLCEX). 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-1.000.001.002.003.004.002.22
The chart of Sortino ratio for PRCOX, currently valued at 2.93, compared to the broader market0.005.0010.002.93
The chart of Omega ratio for PRCOX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
The chart of Calmar ratio for PRCOX, currently valued at 3.31, compared to the broader market0.005.0010.0015.0020.003.31
The chart of Martin ratio for PRCOX, currently valued at 13.66, compared to the broader market0.0020.0040.0060.0080.0013.66
PRCOX
FLCEX


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.22
1.00
PRCOX
FLCEX

Dividends

PRCOX vs. FLCEX - Dividend Comparison

PRCOX's dividend yield for the trailing twelve months is around 0.63%, while FLCEX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.63%0.64%1.17%0.88%0.69%0.87%0.55%1.23%1.07%1.24%1.64%1.12%
FLCEX
Fidelity Large Cap Core Enhanced Index Fund
0.00%0.00%1.21%1.25%14.25%2.29%2.38%7.67%3.82%1.57%2.82%7.44%

Drawdowns

PRCOX vs. FLCEX - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.91%
-1.37%
PRCOX
FLCEX

Volatility

PRCOX vs. FLCEX - Volatility Comparison

T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 5.15% compared to Fidelity Large Cap Core Enhanced Index Fund (FLCEX) at 0.00%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than FLCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.15%
0
PRCOX
FLCEX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab