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PRFDX vs. PREIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRFDX and PREIX is 0.90, 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.


-0.50.00.51.00.9

Performance

PRFDX vs. PREIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Equity Index 500 Fund (PREIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.75%
9.90%
PRFDX
PREIX

Key characteristics

Sharpe Ratio

PRFDX:

1.27

PREIX:

2.15

Sortino Ratio

PRFDX:

1.82

PREIX:

2.86

Omega Ratio

PRFDX:

1.23

PREIX:

1.40

Calmar Ratio

PRFDX:

1.23

PREIX:

3.18

Martin Ratio

PRFDX:

6.93

PREIX:

13.94

Ulcer Index

PRFDX:

1.90%

PREIX:

1.93%

Daily Std Dev

PRFDX:

10.43%

PREIX:

12.55%

Max Drawdown

PRFDX:

-61.32%

PREIX:

-55.32%

Current Drawdown

PRFDX:

-6.18%

PREIX:

-2.20%

Returns By Period

In the year-to-date period, PRFDX achieves a 12.17% return, which is significantly lower than PREIX's 26.28% return. Over the past 10 years, PRFDX has underperformed PREIX with an annualized return of 3.30%, while PREIX has yielded a comparatively higher 12.88% annualized return.


PRFDX

YTD

12.17%

1M

-5.41%

6M

2.75%

1Y

12.84%

5Y*

5.13%

10Y*

3.30%

PREIX

YTD

26.28%

1M

-0.17%

6M

9.90%

1Y

26.70%

5Y*

14.68%

10Y*

12.88%

Compare stocks, funds, or ETFs

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PRFDX vs. PREIX - Expense Ratio Comparison

PRFDX has a 0.63% expense ratio, which is higher than PREIX's 0.15% expense ratio.


PRFDX
T. Rowe Price Equity Income Fund
Expense ratio chart for PRFDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for PREIX: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

PRFDX vs. PREIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRFDX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.001.272.15
The chart of Sortino ratio for PRFDX, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.001.822.86
The chart of Omega ratio for PRFDX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.40
The chart of Calmar ratio for PRFDX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.233.18
The chart of Martin ratio for PRFDX, currently valued at 6.93, compared to the broader market0.0020.0040.0060.006.9313.94
PRFDX
PREIX

The current PRFDX Sharpe Ratio is 1.27, which is lower than the PREIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of PRFDX and PREIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.27
2.15
PRFDX
PREIX

Dividends

PRFDX vs. PREIX - Dividend Comparison

PRFDX's dividend yield for the trailing twelve months is around 8.89%, more than PREIX's 0.80% yield.


TTM20232022202120202019201820172016201520142013
PRFDX
T. Rowe Price Equity Income Fund
8.89%2.09%2.13%1.75%2.18%2.37%2.67%2.01%2.32%2.28%2.01%1.64%
PREIX
T. Rowe Price Equity Index 500 Fund
0.80%1.33%1.50%1.15%1.56%1.78%1.95%1.65%1.83%2.02%1.69%1.63%

Drawdowns

PRFDX vs. PREIX - Drawdown Comparison

The maximum PRFDX drawdown since its inception was -61.32%, which is greater than PREIX's maximum drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for PRFDX and PREIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.18%
-2.20%
PRFDX
PREIX

Volatility

PRFDX vs. PREIX - Volatility Comparison

The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.18%, while T. Rowe Price Equity Index 500 Fund (PREIX) has a volatility of 3.89%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.18%
3.89%
PRFDX
PREIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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