PRCOX vs. SSSYX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and State Street Equity 500 Index Fund Class K (SSSYX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
PRCOX vs. SSSYX - Performance Comparison
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PRCOX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
The year-to-date returns for both investments are quite close, with PRCOX having a -7.21% return and SSSYX slightly higher at -7.05%. Both investments have delivered pretty close results over the past 10 years, with PRCOX having a 14.30% annualized return and SSSYX not far behind at 13.69%.
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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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PRCOX vs. SSSYX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PRCOX vs. SSSYX — Risk / Return Rank
PRCOX
SSSYX
PRCOX vs. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.84 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.30 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.06 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.54 | 5.13 | -0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRCOX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.68 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.11 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.11 | +0.43 |
Correlation
The correlation between PRCOX and SSSYX is 0.98, 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. SSSYX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 1.85%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
PRCOX vs. SSSYX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -53.96%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PRCOX and SSSYX.
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Drawdown Indicators
| PRCOX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -91.48% | +37.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -12.10% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -24.49% | -0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -91.48% | +57.06% |
Current DrawdownCurrent decline from peak | -9.32% | -8.88% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -4.20% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.49% | +0.14% |
Volatility
PRCOX vs. SSSYX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 4.50% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCOX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 4.24% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 9.08% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 18.10% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 16.85% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 124.43% | -106.12% |