PRCOX vs. PEOPX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and BNY Mellon S&P 500 Index Fund (PEOPX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. PEOPX is a passively managed fund by BNY Mellon that tracks the performance of the S&P 500 Index. It was launched on Jan 2, 1990.
Performance
PRCOX vs. PEOPX - Performance Comparison
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PRCOX vs. PEOPX - 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% |
PEOPX BNY Mellon S&P 500 Index Fund | -4.45% | 17.33% | 24.50% | 25.78% | -18.67% | 28.25% | 17.83% | 30.96% | -6.01% | 21.26% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PRCOX having a -4.40% return and PEOPX slightly lower at -4.45%. Over the past 10 years, PRCOX has outperformed PEOPX with an annualized return of 14.64%, while PEOPX has yielded a comparatively lower 13.41% annualized return.
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%
PEOPX
- 1D
- 2.92%
- 1M
- -5.07%
- YTD
- -4.45%
- 6M
- -2.34%
- 1Y
- 16.81%
- 3Y*
- 17.81%
- 5Y*
- 11.28%
- 10Y*
- 13.41%
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PRCOX vs. PEOPX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is lower than PEOPX's 0.50% expense ratio.
Return for Risk
PRCOX vs. PEOPX — Risk / Return Rank
PRCOX
PEOPX
PRCOX vs. PEOPX - 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 BNY Mellon S&P 500 Index Fund (PEOPX). 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 | PEOPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.95 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.45 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.48 | -0.19 |
Martin ratioReturn relative to average drawdown | 6.07 | 7.05 | -0.98 |
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 | PEOPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.95 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.67 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.75 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.08 |
Correlation
The correlation between PRCOX and PEOPX 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.
Dividends
PRCOX vs. PEOPX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 1.80%, less than PEOPX's 10.83% 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% |
PEOPX BNY Mellon S&P 500 Index Fund | 10.83% | 10.35% | 10.38% | 7.35% | 11.78% | 12.89% | 11.94% | 14.37% | 14.75% | 9.21% | 10.90% | 7.81% |
Drawdowns
PRCOX vs. PEOPX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -53.96%, smaller than the maximum PEOPX drawdown of -57.45%. Use the drawdown chart below to compare losses from any high point for PRCOX and PEOPX.
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Drawdown Indicators
| PRCOX | PEOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -57.45% | +3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.13% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -24.79% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -33.85% | -0.57% |
Current DrawdownCurrent decline from peak | -6.57% | -6.32% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -10.56% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.54% | +0.05% |
Volatility
PRCOX vs. PEOPX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 5.63% compared to BNY Mellon S&P 500 Index Fund (PEOPX) at 5.34%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than PEOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCOX | PEOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.34% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.53% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 18.32% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 16.92% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 17.95% | +0.38% |