PortfoliosLab logoPortfoliosLab logo
PRUFX vs. PRCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRUFX vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth Stock I (PRUFX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRUFX vs. PRCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRUFX
T. Rowe Price Growth Stock I
-14.47%15.79%38.50%45.49%-40.03%20.01%37.08%31.83%-0.90%33.79%
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

In the year-to-date period, PRUFX achieves a -14.47% return, which is significantly lower than PRCOX's -7.21% return. Both investments have delivered pretty close results over the past 10 years, with PRUFX having a 13.86% annualized return and PRCOX not far ahead at 14.30%.


PRUFX

1D
-0.46%
1M
-8.94%
YTD
-14.47%
6M
-13.68%
1Y
9.42%
3Y*
19.76%
5Y*
6.96%
10Y*
13.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRUFX vs. PRCOX - Expense Ratio Comparison

PRUFX has a 0.52% expense ratio, which is higher than PRCOX's 0.42% expense ratio.


Return for Risk

PRUFX vs. PRCOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRUFX
PRUFX Risk / Return Rank: 1515
Overall Rank
PRUFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PRUFX Sortino Ratio Rank: 1717
Sortino Ratio Rank
PRUFX Omega Ratio Rank: 1717
Omega Ratio Rank
PRUFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRUFX Martin Ratio Rank: 1313
Martin Ratio Rank

PRCOX
PRCOX Risk / Return Rank: 4242
Overall Rank
PRCOX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PRCOX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PRCOX Omega Ratio Rank: 4747
Omega Ratio Rank
PRCOX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRCOX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRUFX vs. PRCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock I (PRUFX) 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.


PRUFXPRCOXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.82

-0.39

Sortino ratio

Return per unit of downside risk

0.78

1.28

-0.50

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.35

0.95

-0.60

Martin ratio

Return relative to average drawdown

1.21

4.54

-3.33

PRUFX vs. PRCOX - Sharpe Ratio Comparison

The current PRUFX Sharpe Ratio is 0.43, which is lower than the PRCOX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PRUFX and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRUFXPRCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.82

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.69

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.78

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.54

+0.06

Correlation

The correlation between PRUFX and PRCOX is 0.91, 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

PRUFX vs. PRCOX - Dividend Comparison

PRUFX's dividend yield for the trailing twelve months is around 15.78%, more than PRCOX's 1.85% yield.


TTM20252024202320222021202020192018201720162015
PRUFX
T. Rowe Price Growth Stock I
15.78%13.50%13.20%3.33%3.54%9.50%3.64%2.52%9.26%13.72%2.38%0.00%
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

PRUFX vs. PRCOX - Drawdown Comparison

The maximum PRUFX drawdown since its inception was -46.35%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for PRUFX and PRCOX.


Loading graphics...

Drawdown Indicators


PRUFXPRCOXDifference

Max Drawdown

Largest peak-to-trough decline

-46.35%

-53.96%

+7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-12.19%

-5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-46.35%

-24.94%

-21.41%

Max Drawdown (10Y)

Largest decline over 10 years

-46.35%

-34.42%

-11.93%

Current Drawdown

Current decline from peak

-17.97%

-9.32%

-8.65%

Average Drawdown

Average peak-to-trough decline

-9.65%

-9.22%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

2.63%

+2.61%

Volatility

PRUFX vs. PRCOX - Volatility Comparison

T. Rowe Price Growth Stock I (PRUFX) has a higher volatility of 5.45% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 4.50%. This indicates that PRUFX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRUFXPRCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

4.50%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

8.87%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

18.14%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

17.27%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

18.31%

+3.71%