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.
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
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Key characteristics
PRCOX:
0.58
PRWAX:
0.52
PRCOX:
0.99
PRWAX:
0.89
PRCOX:
1.14
PRWAX:
1.13
PRCOX:
0.65
PRWAX:
0.57
PRCOX:
2.42
PRWAX:
2.08
PRCOX:
5.14%
PRWAX:
5.16%
PRCOX:
20.11%
PRWAX:
19.40%
PRCOX:
-58.69%
PRWAX:
-55.06%
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
0.10%
6.63%
-1.35%
11.52%
15.19%
15.80%
10.34%
PRWAX
0.91%
6.17%
-1.67%
9.94%
15.06%
15.95%
15.47%
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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.
Risk-Adjusted Performance
PRCOX vs. PRWAX — Risk-Adjusted Performance Rank
PRCOX
PRWAX
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.
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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.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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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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