PRCOX vs. ^GSPC
Compare and contrast key facts about T. Rowe Price U.S. Equity Research Fund (PRCOX) and S&P 500 (^GSPC).
PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCOX or ^GSPC.
Correlation
The correlation between PRCOX and ^GSPC is 0.95, 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.
Performance
PRCOX vs. ^GSPC - Performance Comparison
Key characteristics
PRCOX:
2.01
^GSPC:
1.90
PRCOX:
2.68
^GSPC:
2.54
PRCOX:
1.37
^GSPC:
1.35
PRCOX:
2.94
^GSPC:
2.81
PRCOX:
13.21
^GSPC:
12.39
PRCOX:
1.97%
^GSPC:
1.93%
PRCOX:
12.98%
^GSPC:
12.58%
PRCOX:
-58.69%
^GSPC:
-56.78%
PRCOX:
-4.11%
^GSPC:
-3.58%
Returns By Period
In the year-to-date period, PRCOX achieves a 25.33% return, which is significantly higher than ^GSPC's 23.11% return. Both investments have delivered pretty close results over the past 10 years, with PRCOX having a 10.63% annualized return and ^GSPC not far ahead at 11.01%.
PRCOX
25.33%
-0.49%
6.54%
25.33%
14.47%
10.63%
^GSPC
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
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Risk-Adjusted Performance
PRCOX vs. ^GSPC - 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 S&P 500 (^GSPC). 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.
Drawdowns
PRCOX vs. ^GSPC - Drawdown Comparison
The maximum PRCOX drawdown since its inception was -58.69%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PRCOX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
PRCOX vs. ^GSPC - Volatility Comparison
T. Rowe Price U.S. Equity Research Fund (PRCOX) has a higher volatility of 3.99% compared to S&P 500 (^GSPC) at 3.64%. This indicates that PRCOX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.