PRCOX vs. ^GSPC

The year-to-date returns for both investments are quite close, with PRCOX having a 1.27% return and ^GSPC slightly higher at 1.30%. Both investments have delivered pretty close results over the past 10 years, with PRCOX having a 10.43% annualized return and ^GSPC not far ahead at 10.89%.

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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.

The current PRCOX Sharpe Ratio is 0.67, which is comparable to the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PRCOX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

T. Rowe Price U.S. Equity Research Fund (PRCOX) and S&P 500 (^GSPC) have volatilities of 5.52% and 5.42%, 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.