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

Correlation

The correlation between PRCOX and PRWAX is 0.91, 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.


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.

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Key characteristics

Sharpe Ratio

PRCOX:

0.58

PRWAX:

0.52

Sortino Ratio

PRCOX:

0.99

PRWAX:

0.89

Omega Ratio

PRCOX:

1.14

PRWAX:

1.13

Calmar Ratio

PRCOX:

0.65

PRWAX:

0.57

Martin Ratio

PRCOX:

2.42

PRWAX:

2.08

Ulcer Index

PRCOX:

5.14%

PRWAX:

5.16%

Daily Std Dev

PRCOX:

20.11%

PRWAX:

19.40%

Max Drawdown

PRCOX:

-58.69%

PRWAX:

-55.06%

Current Drawdown

PRCOX:

-4.25%

PRWAX:

-4.20%

Returns By Period

In the year-to-date period, PRCOX achieves a 0.10% return, which is significantly lower than PRWAX's 0.91% return. Over the past 10 years, PRCOX has underperformed PRWAX with an annualized return of 10.34%, while PRWAX has yielded a comparatively higher 15.47% annualized return.


PRCOX

YTD

0.10%

1M

6.63%

6M

-1.35%

1Y

11.52%

3Y*

15.19%

5Y*

15.80%

10Y*

10.34%

PRWAX

YTD

0.91%

1M

6.17%

6M

-1.67%

1Y

9.94%

3Y*

15.06%

5Y*

15.95%

10Y*

15.47%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRCOX vs. PRWAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRCOX
The Risk-Adjusted Performance Rank of PRCOX is 5454
Overall Rank
The Sharpe Ratio Rank of PRCOX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCOX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of PRCOX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of PRCOX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PRCOX is 5555
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 4747
Overall Rank
The Sharpe Ratio Rank of PRWAX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PRCOX Sharpe Ratio is 0.58, which is comparable to the PRWAX Sharpe Ratio of 0.52. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PRCOX vs. PRWAX - Dividend Comparison

PRCOX's dividend yield for the trailing twelve months is around 0.64%, less than PRWAX's 9.14% yield.


TTM20242023202220212020201920182017201620152014
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.64%0.64%1.17%1.28%3.71%1.04%0.97%5.60%7.02%7.28%8.76%5.01%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
9.14%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%14.73%

Drawdowns

PRCOX vs. PRWAX - Drawdown Comparison

The maximum PRCOX drawdown since its inception was -58.69%, which is greater than PRWAX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PRCOX and PRWAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRCOX vs. PRWAX - Volatility Comparison

T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 4.78% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 4.19%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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