PRCOX vs. VTCLX
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994. VTCLX is managed by Blackrock. It was launched on Sep 6, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or VTCLX.
Performance
PRCOX vs. VTCLX - Performance Comparison
Returns By Period
In the year-to-date period, PRCOX achieves a 26.62% return, which is significantly higher than VTCLX's 24.66% return. Over the past 10 years, PRCOX has underperformed VTCLX with an annualized return of 10.36%, while VTCLX has yielded a comparatively higher 13.08% annualized return.
PRCOX
26.62%
1.20%
11.82%
33.39%
15.44%
10.36%
VTCLX
24.66%
1.66%
12.13%
31.83%
15.38%
13.08%
Key characteristics
| PRCOX | VTCLX | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.54 |
| Sortino Ratio | 3.53 | 3.39 |
| Omega Ratio | 1.49 | 1.47 |
| Calmar Ratio | 3.74 | 3.68 |
| Martin Ratio | 17.02 | 16.15 |
| Ulcer Index | 1.95% | 1.95% |
| Daily Std Dev | 12.54% | 12.44% |
| Max Drawdown | -58.69% | -55.18% |
| Current Drawdown | -1.39% | -1.41% |
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PRCOX vs. VTCLX - Expense Ratio Comparison
PRCOX has a 0.42% expense ratio, which is higher than VTCLX's 0.09% expense ratio.
Correlation
The correlation between PRCOX and VTCLX is 0.99, 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. VTCLX - 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 Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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. VTCLX - Dividend Comparison
PRCOX's dividend yield for the trailing twelve months is around 0.92%, less than VTCLX's 1.07% 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 1.07% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% | 1.56% | 1.52% |
Drawdowns
PRCOX vs. VTCLX - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, which is greater than VTCLX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for PRCOX and VTCLX. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. VTCLX - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) have volatilities of 4.16% and 4.21%, 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.