PRCOX vs. VSTSX
PRCOX (T. Rowe Price U.S. Equity Research Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. PRCOX is actively managed, while VSTSX is passively managed. Over the past 5 years, PRCOX returned 13.21%/yr vs 11.77%/yr for VSTSX. Their 0.98 correlation means they have historically moved very closely together. PRCOX charges 0.42%/yr vs 0.01%/yr for VSTSX.
Performance
PRCOX vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, PRCOX achieves a 9.93% return, which is significantly lower than VSTSX's 10.51% return.
PRCOX
- 1D
- 0.68%
- 1M
- -0.31%
- 6M
- 7.49%
- YTD
- 9.93%
- 1Y
- 20.62%
- 3Y*
- 19.61%
- 5Y*
- 13.21%
- 10Y*
- 15.63%
- ALL TIME*
- 10.55%
VSTSX
- 1D
- 0.57%
- 1M
- -0.21%
- 6M
- 8.18%
- YTD
- 10.51%
- 1Y
- 21.83%
- 3Y*
- 18.95%
- 5Y*
- 11.77%
- 10Y*
- —
- ALL TIME*
- 14.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRCOX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | 9.93% | 16.34% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 10.51% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between PRCOX and VSTSX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.98 |
The correlation between PRCOX and VSTSX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
PRCOX vs. VSTSX — Risk / Return Rank
PRCOX
VSTSX
PRCOX vs. VSTSX - 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 Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.
| PRCOX | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.23 | -0.21 |
| Martin ratioReturn relative to average drawdown | 8.67 | 9.65 | -0.99 |
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Drawdowns
PRCOX vs. VSTSX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -53.96%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PRCOX and VSTSX.
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Drawdown Indicators
| PRCOX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -34.97% | -18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -8.92% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.39% | -19.36% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -25.35% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | — | — |
Current DrawdownCurrent decline from peak | -1.91% | -1.32% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -4.84% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.06% | +0.11% |
Volatility
PRCOX vs. VSTSX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 3.67% compared to Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) at 3.45%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCOX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.45% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 10.28% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 13.14% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 17.46% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 18.69% | -0.33% |
PRCOX vs. VSTSX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Dividends
PRCOX vs. VSTSX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 1.07%, which matches VSTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.07% | 1.17% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.08% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, PRCOX and VSTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRCOX has higher volatility (3.67%) compared to VSTSX (3.45%). In terms of maximum drawdown, PRCOX dropped -53.96% vs VSTSX's -34.97%.
VSTSX currently has the higher Sharpe Ratio (1.52 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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