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PRCOX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

PRCOX vs. PRWAX - 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 T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
552.15%
189.07%
PRCOX
PRWAX

Key characteristics

Sharpe Ratio

PRCOX:

2.21

PRWAX:

1.19

Sortino Ratio

PRCOX:

2.92

PRWAX:

1.52

Omega Ratio

PRCOX:

1.41

PRWAX:

1.25

Calmar Ratio

PRCOX:

3.21

PRWAX:

0.69

Martin Ratio

PRCOX:

14.25

PRWAX:

7.06

Ulcer Index

PRCOX:

2.00%

PRWAX:

2.60%

Daily Std Dev

PRCOX:

12.91%

PRWAX:

15.38%

Max Drawdown

PRCOX:

-58.69%

PRWAX:

-70.45%

Current Drawdown

PRCOX:

-3.12%

PRWAX:

-12.86%

Returns By Period

In the year-to-date period, PRCOX achieves a 26.62% return, which is significantly higher than PRWAX's 16.34% return. Over the past 10 years, PRCOX has outperformed PRWAX with an annualized return of 10.69%, while PRWAX has yielded a comparatively lower 5.96% annualized return.


PRCOX

YTD

26.62%

1M

-0.00%

6M

8.17%

1Y

27.17%

5Y*

14.68%

10Y*

10.69%

PRWAX

YTD

16.34%

1M

-8.01%

6M

-1.70%

1Y

17.08%

5Y*

6.48%

10Y*

5.96%

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. PRWAX - Expense Ratio Comparison

PRCOX has a 0.42% expense ratio, which is lower than PRWAX's 0.76% expense ratio.


PRWAX
T. Rowe Price All-Cap Opportunities Fund
Expense ratio chart for PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
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%

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.


Sharpe ratio
The chart of Sharpe ratio for PRCOX, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.211.19
The chart of Sortino ratio for PRCOX, currently valued at 2.92, compared to the broader market-2.000.002.004.006.008.0010.002.921.52
The chart of Omega ratio for PRCOX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.411.25
The chart of Calmar ratio for PRCOX, currently valued at 3.21, compared to the broader market0.002.004.006.008.0010.0012.0014.003.210.69
The chart of Martin ratio for PRCOX, currently valued at 14.25, compared to the broader market0.0020.0040.0060.0014.257.06
PRCOX
PRWAX

The current PRCOX Sharpe Ratio is 2.21, which is higher than the PRWAX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of PRCOX and PRWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.21
1.19
PRCOX
PRWAX

Dividends

PRCOX vs. PRWAX - Dividend Comparison

Neither PRCOX nor PRWAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.00%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
0.00%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.12%
-12.86%
PRCOX
PRWAX

Volatility

PRCOX vs. PRWAX - Volatility Comparison

The current volatility for T. Rowe Price U.S. Equity Research Fund (PRCOX) is 4.10%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 9.04%. This indicates that PRCOX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.10%
9.04%
PRCOX
PRWAX
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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.

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