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PRUIX vs. PCCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRUIX vs. PCCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price U.S. Equity Research Fund I Class (PCCOX). The values are adjusted to include any dividend payments, if applicable.

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PRUIX vs. PCCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRUIX
T. Rowe Price Equity Index 500 Fund - I Class
-7.08%19.40%24.95%26.24%-18.14%28.62%18.31%31.63%-4.44%20.12%
PCCOX
T. Rowe Price U.S. Equity Research Fund I Class
-7.20%17.12%26.56%29.93%-18.71%28.17%19.96%33.13%-4.55%23.01%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRUIX having a -7.08% return and PCCOX slightly lower at -7.20%.


PRUIX

1D
-0.39%
1M
-7.69%
YTD
-7.08%
6M
-3.34%
1Y
15.92%
3Y*
17.64%
5Y*
11.66%
10Y*
13.81%

PCCOX

1D
-0.43%
1M
-8.17%
YTD
-7.20%
6M
-4.20%
1Y
14.21%
3Y*
18.22%
5Y*
12.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRUIX vs. PCCOX - Expense Ratio Comparison

PRUIX has a 0.05% expense ratio, which is lower than PCCOX's 0.34% expense ratio.


Return for Risk

PRUIX vs. PCCOX — Risk / Return Rank

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

PRUIX
PRUIX Risk / Return Rank: 5353
Overall Rank
PRUIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PRUIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRUIX Omega Ratio Rank: 5656
Omega Ratio Rank
PRUIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PRUIX Martin Ratio Rank: 6060
Martin Ratio Rank

PCCOX
PCCOX Risk / Return Rank: 4141
Overall Rank
PCCOX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PCCOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PCCOX Omega Ratio Rank: 4646
Omega Ratio Rank
PCCOX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PCCOX Martin Ratio Rank: 4545
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.

PRUIX vs. PCCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price U.S. Equity Research Fund I Class (PCCOX). 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.


PRUIXPCCOXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.82

+0.10

Sortino ratio

Return per unit of downside risk

1.41

1.28

+0.12

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.18

0.96

+0.22

Martin ratio

Return relative to average drawdown

5.74

4.60

+1.15

PRUIX vs. PCCOX - Sharpe Ratio Comparison

The current PRUIX Sharpe Ratio is 0.92, which is comparable to the PCCOX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PRUIX and PCCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRUIXPCCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.82

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.70

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.77

-0.01

Correlation

The correlation between PRUIX and PCCOX is 0.99, 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

PRUIX vs. PCCOX - Dividend Comparison

PRUIX's dividend yield for the trailing twelve months is around 4.10%, more than PCCOX's 1.91% yield.


TTM2025202420232022202120202019201820172016
PRUIX
T. Rowe Price Equity Index 500 Fund - I Class
4.10%3.78%1.28%1.44%1.69%1.64%2.09%2.25%2.77%1.39%2.16%
PCCOX
T. Rowe Price U.S. Equity Research Fund I Class
1.91%1.77%0.71%1.22%1.38%3.78%1.12%1.45%5.77%7.18%0.00%

Drawdowns

PRUIX vs. PCCOX - Drawdown Comparison

The maximum PRUIX drawdown since its inception was -33.80%, roughly equal to the maximum PCCOX drawdown of -34.42%. Use the drawdown chart below to compare losses from any high point for PRUIX and PCCOX.


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Drawdown Indicators


PRUIXPCCOXDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-34.42%

+0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-12.19%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-24.90%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

Current Drawdown

Current decline from peak

-8.91%

-9.30%

+0.39%

Average Drawdown

Average peak-to-trough decline

-4.28%

-4.57%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.63%

-0.14%

Volatility

PRUIX vs. PCCOX - Volatility Comparison

The current volatility for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) is 4.24%, while T. Rowe Price U.S. Equity Research Fund I Class (PCCOX) has a volatility of 4.50%. This indicates that PRUIX experiences smaller price fluctuations and is considered to be less risky than PCCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRUIXPCCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.50%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

8.86%

+0.17%

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%

17.26%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

18.78%

-0.72%