PRCOX vs. PRWAX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or PRWAX.
Performance
PRCOX vs. PRWAX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with PRCOX having a 27.29% return and PRWAX slightly higher at 27.35%. Over the past 10 years, PRCOX has outperformed PRWAX with an annualized return of 10.39%, while PRWAX has yielded a comparatively lower 5.35% annualized return.
PRCOX
27.29%
1.70%
13.12%
33.49%
15.55%
10.39%
PRWAX
27.35%
2.04%
11.59%
26.32%
7.86%
5.35%
Key characteristics
| PRCOX | PRWAX | |
|---|---|---|
| Sharpe Ratio | 2.72 | 1.96 |
| Sortino Ratio | 3.61 | 2.55 |
| Omega Ratio | 1.50 | 1.37 |
| Calmar Ratio | 3.84 | 1.02 |
| Martin Ratio | 17.48 | 11.05 |
| Ulcer Index | 1.95% | 2.44% |
| Daily Std Dev | 12.55% | 13.79% |
| Max Drawdown | -58.69% | -70.45% |
| Current Drawdown | -0.87% | -4.61% |
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PRCOX vs. PRWAX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is lower than PRWAX's 0.76% expense ratio.
Correlation
The correlation between PRCOX and PRWAX 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. PRWAX - 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 All-Cap Opportunities Fund (PRWAX). 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. PRWAX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 0.92%, more than PRWAX's 0.16% 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 0.16% | 0.20% | 0.00% | 0.00% | 0.03% | 0.40% | 0.23% | 0.17% | 0.05% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRCOX vs. PRWAX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for PRCOX and PRWAX. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. PRWAX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX) have volatilities of 4.02% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.