PRSGX vs. PRCOX
Compare and contrast key facts about T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
PRSGX is managed by T. Rowe Price. It was launched on Jun 29, 1990. 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: PRSGX or PRCOX.
Correlation
The correlation between PRSGX and PRCOX is 0.94, 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
PRSGX vs. PRCOX - Performance Comparison
Key characteristics
PRSGX:
0.93
PRCOX:
1.82
PRSGX:
1.26
PRCOX:
2.45
PRSGX:
1.18
PRCOX:
1.33
PRSGX:
0.65
PRCOX:
2.69
PRSGX:
3.34
PRCOX:
11.37
PRSGX:
3.46%
PRCOX:
2.10%
PRSGX:
12.37%
PRCOX:
13.16%
PRSGX:
-62.07%
PRCOX:
-58.69%
PRSGX:
-7.88%
PRCOX:
-0.49%
Returns By Period
In the year-to-date period, PRSGX achieves a 4.55% return, which is significantly higher than PRCOX's 4.04% return. Over the past 10 years, PRSGX has underperformed PRCOX with an annualized return of 1.80%, while PRCOX has yielded a comparatively higher 10.89% annualized return.
PRSGX
4.55%
1.06%
1.52%
11.82%
3.05%
1.80%
PRCOX
4.04%
1.00%
10.56%
24.58%
14.62%
10.89%
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PRSGX vs. PRCOX - Expense Ratio Comparison
PRSGX has a 0.73% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
PRSGX vs. PRCOX — Risk-Adjusted Performance Rank
PRSGX
PRCOX
PRSGX vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) 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.
Dividends
PRSGX vs. PRCOX - Dividend Comparison
PRSGX's dividend yield for the trailing twelve months is around 0.93%, more than PRCOX's 0.62% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 0.93% | 0.97% | 0.91% | 0.68% | 0.61% | 0.82% | 1.29% | 1.35% | 1.07% | 1.19% | 1.24% | 9.26% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.62% | 0.64% | 1.17% | 0.88% | 0.69% | 0.87% | 0.55% | 1.23% | 1.07% | 1.24% | 1.64% | 1.12% |
Drawdowns
PRSGX vs. PRCOX - Drawdown Comparison
The maximum PRSGX drawdown since its inception was -62.07%, which is greater than PRCOX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for PRSGX and PRCOX. For additional features, visit the drawdowns tool.
Volatility
PRSGX vs. PRCOX - Volatility Comparison
The current volatility for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) is 2.43%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 3.25%. This indicates that PRSGX 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.