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.
Performance
PRCOX vs. PRDGX - Performance Comparison
Loading graphics...
PRCOX vs. PRDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | -7.21% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -2.47% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 18.89% |
Returns By Period
In the year-to-date period, PRCOX achieves a -7.21% return, which is significantly lower than PRDGX's -2.47% return. Over the past 10 years, PRCOX has outperformed PRDGX with an annualized return of 14.30%, while PRDGX has yielded a comparatively lower 12.09% annualized return.
PRCOX
- 1D
- -0.43%
- 1M
- -8.17%
- YTD
- -7.21%
- 6M
- -4.25%
- 1Y
- 14.10%
- 3Y*
- 18.09%
- 5Y*
- 11.91%
- 10Y*
- 14.30%
PRDGX
- 1D
- 0.03%
- 1M
- -7.31%
- YTD
- -2.47%
- 6M
- -0.01%
- 1Y
- 9.42%
- 3Y*
- 12.29%
- 5Y*
- 9.25%
- 10Y*
- 12.09%
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. PRDGX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is lower than PRDGX's 0.62% expense ratio.
Return for Risk
PRCOX vs. PRDGX — Risk / Return Rank
PRCOX
PRDGX
PRCOX vs. PRDGX - 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 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.
| PRCOX | PRDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.71 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.08 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.80 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.54 | 3.83 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRCOX | PRDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.71 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.66 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.76 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.65 | -0.11 |
Correlation
The correlation between PRCOX and PRDGX is 0.92, 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. PRDGX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 1.85%, less than PRDGX's 8.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.85% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 8.30% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
Drawdowns
PRCOX vs. PRDGX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -53.96%, 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.
Loading graphics...
Drawdown Indicators
| PRCOX | PRDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -49.79% | -4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -11.28% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -19.31% | -5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -33.18% | -1.24% |
Current DrawdownCurrent decline from peak | -9.32% | -7.32% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -5.44% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.34% | +0.29% |
Volatility
PRCOX vs. PRDGX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 4.50% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.43%. 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.
Loading graphics...
Volatility by Period
| PRCOX | PRDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 3.43% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.35% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 15.00% | +3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 14.05% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 15.86% | +2.45% |