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PRCOX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PRCOX vs. USD=X - 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 USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PRCOX

1D
1.88%
1M
-0.83%
YTD
8.95%
6M
9.41%
1Y
23.40%
3Y*
21.59%
5Y*
13.80%
10Y*
15.99%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRCOX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRCOX
T. Rowe Price U.S. Equity Research Fund
8.95%16.34%26.41%29.82%-18.80%28.06%19.82%33.04%-4.73%23.80%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

PRCOX vs. USD=X — Risk / Return Rank

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

PRCOX
PRCOX Risk / Return Rank: 7070
Overall Rank
PRCOX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRCOX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PRCOX Omega Ratio Rank: 6565
Omega Ratio Rank
PRCOX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRCOX Martin Ratio Rank: 8080
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRCOX vs. USD=X - 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 USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRCOXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

11.74

PRCOX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

PRCOX vs. USD=X - Drawdown Comparison

The maximum PRCOX drawdown since its inception was -53.96%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PRCOX and USD=X.


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Drawdown Indicators


PRCOXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-53.96%

0.00%

-53.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

0.00%

-9.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.39%

0.00%

-19.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

0.00%

-24.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.42%

0.00%

-34.42%

Current Drawdown

Current decline from peak

-2.79%

0.00%

-2.79%

Average Drawdown

Average peak-to-trough decline

-9.17%

0.00%

-9.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.00%

+2.04%

Volatility

PRCOX vs. USD=X - Volatility Comparison

T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 4.69% compared to USD Cash (USD=X) at 0.00%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRCOXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

0.00%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

0.00%

+10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

0.00%

+12.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

0.00%

+17.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

0.00%

+18.39%

Frequently Asked Questions


PRCOX has higher volatility (4.69%) compared to USD=X (0.00%). In terms of maximum drawdown, PRCOX dropped -53.96% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for PRCOX and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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