PRCOX vs. SWPPX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and Schwab S&P 500 Index Fund (SWPPX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or SWPPX.
Performance
PRCOX vs. SWPPX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with PRCOX having a 27.29% return and SWPPX slightly lower at 26.21%. Over the past 10 years, PRCOX has underperformed SWPPX with an annualized return of 10.39%, while SWPPX has yielded a comparatively higher 13.15% annualized return.
PRCOX
27.29%
1.70%
13.12%
33.49%
15.55%
10.39%
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
Key characteristics
| PRCOX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.72 | 2.67 |
| Sortino Ratio | 3.61 | 3.56 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 3.84 | 3.89 |
| Martin Ratio | 17.48 | 17.43 |
| Ulcer Index | 1.95% | 1.89% |
| Daily Std Dev | 12.55% | 12.31% |
| Max Drawdown | -58.69% | -55.06% |
| Current Drawdown | -0.87% | -0.82% |
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PRCOX vs. SWPPX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between PRCOX and SWPPX is 0.97, 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. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 0.92%, less than SWPPX's 1.13% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
PRCOX vs. SWPPX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PRCOX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. SWPPX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) and Schwab S&P 500 Index Fund (SWPPX) 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.