PREIX vs. PRCOX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund (PREIX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
PREIX vs. PRCOX - Performance Comparison
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PREIX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PREIX T. Rowe Price Equity Index 500 Fund | -7.11% | 19.24% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 31.47% | -4.59% | 21.01% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -7.21% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PREIX having a -7.11% return and PRCOX slightly lower at -7.21%. Both investments have delivered pretty close results over the past 10 years, with PREIX having a 13.66% annualized return and PRCOX not far ahead at 14.30%.
PREIX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.11%
- 6M
- -3.40%
- 1Y
- 15.76%
- 3Y*
- 17.48%
- 5Y*
- 11.51%
- 10Y*
- 13.66%
PRCOX
- 1D
- -0.43%
- 1M
- -8.17%
- YTD
- -7.21%
- 6M
- -4.25%
- 1Y
- 14.10%
- 3Y*
- 18.09%
- 5Y*
- 11.91%
- 10Y*
- 14.30%
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PREIX vs. PRCOX - Expense Ratio Comparison
PREIX has a 0.15% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Return for Risk
PREIX vs. PRCOX — Risk / Return Rank
PREIX
PRCOX
PREIX vs. PRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Index 500 Fund (PREIX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.
| PREIX | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.82 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.28 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.95 | +0.21 |
Martin ratioReturn relative to average drawdown | 5.66 | 4.54 | +1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PREIX | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.82 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.69 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.78 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.54 | +0.05 |
Correlation
The correlation between PREIX and PRCOX is 0.96, 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.
Dividends
PREIX vs. PRCOX - Dividend Comparison
PREIX's dividend yield for the trailing twelve months is around 3.97%, more than PRCOX's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREIX T. Rowe Price Equity Index 500 Fund | 3.97% | 3.66% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.85% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
PREIX vs. PRCOX - Drawdown Comparison
The maximum PREIX drawdown since its inception was -55.32%, roughly equal to the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for PREIX and PRCOX.
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Drawdown Indicators
| PREIX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.32% | -53.96% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -12.19% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -24.94% | +0.34% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | -34.42% | +0.61% |
Current DrawdownCurrent decline from peak | -8.93% | -9.32% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -9.22% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.63% | -0.14% |
Volatility
PREIX vs. PRCOX - Volatility Comparison
The current volatility for T. Rowe Price Equity Index 500 Fund (PREIX) is 4.25%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 4.50%. This indicates that PREIX experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PREIX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.50% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 8.87% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 18.14% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 17.27% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 18.31% | -0.25% |