PRUFX vs. PRCOX
Compare and contrast key facts about T. Rowe Price Growth Stock I (PRUFX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
PRUFX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P 500. It was launched on Apr 11, 1950. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
PRUFX vs. PRCOX - Performance Comparison
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PRUFX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
PRUFX
PRCOX
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.
| PRUFX | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.82 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.28 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.95 | -0.60 |
Martin ratioReturn relative to average drawdown | 1.21 | 4.54 | -3.33 |
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
| PRUFX | PRCOX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| PRUFX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.97% | -9.32% | -8.65% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -9.22% | -0.43% |
Ulcer IndexDepth 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.
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Volatility by Period
| PRUFX | PRCOX | Difference | |
|---|---|---|---|
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% |