PRCOX vs. PRDGX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or PRDGX.
Performance
PRCOX vs. PRDGX - Performance Comparison
Returns By Period
In the year-to-date period, PRCOX achieves a 27.29% return, which is significantly higher than PRDGX's 17.66% return. Over the past 10 years, PRCOX has underperformed PRDGX with an annualized return of 10.39%, while PRDGX has yielded a comparatively higher 11.84% annualized return.
PRCOX
27.29%
1.70%
13.12%
33.49%
15.55%
10.39%
PRDGX
17.66%
0.69%
8.55%
22.83%
12.33%
11.84%
Key characteristics
| PRCOX | PRDGX | |
|---|---|---|
| Sharpe Ratio | 2.72 | 2.43 |
| Sortino Ratio | 3.61 | 3.40 |
| Omega Ratio | 1.50 | 1.44 |
| Calmar Ratio | 3.84 | 4.63 |
| Martin Ratio | 17.48 | 16.38 |
| Ulcer Index | 1.95% | 1.43% |
| Daily Std Dev | 12.55% | 9.62% |
| Max Drawdown | -58.69% | -49.79% |
| Current Drawdown | -0.87% | -0.57% |
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PRCOX vs. PRDGX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is lower than PRDGX's 0.62% expense ratio.
Correlation
The correlation between PRCOX and PRDGX is 0.93, 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. PRDGX - 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 T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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. PRDGX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 0.92%, less than PRDGX's 0.98% 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% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.98% | 1.16% | 1.14% | 0.78% | 1.03% | 1.24% | 1.76% | 1.22% | 1.53% | 1.78% | 1.30% | 1.22% |
Drawdowns
PRCOX vs. PRDGX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PRCOX and PRDGX. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. PRDGX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 4.02% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.17%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.