PRUIX vs. PRCOX
PRUIX (T. Rowe Price Equity Index 500 Fund - I Class) and PRCOX (T. Rowe Price U.S. Equity Research Fund) are both Large Cap Blend Equities funds from T. Rowe Price. PRUIX is passively managed, while PRCOX is actively managed. Over the past 10 years, PRUIX returned 14.91%/yr vs 15.49%/yr for PRCOX. Their 0.99 correlation means they have historically moved very closely together. PRUIX charges 0.05%/yr vs 0.42%/yr for PRCOX.
Performance
PRUIX vs. PRCOX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PRUIX having a 9.31% return and PRCOX slightly lower at 9.19%. Both investments have delivered pretty close results over the past 10 years, with PRUIX having a 14.91% annualized return and PRCOX not far ahead at 15.49%.
PRUIX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.76%
- YTD
- 9.31%
- 1Y
- 20.57%
- 3Y*
- 18.98%
- 5Y*
- 12.64%
- 10Y*
- 14.91%
- ALL TIME*
- 15.00%
PRCOX
- 1D
- 1.65%
- 1M
- -0.98%
- 6M
- 7.45%
- YTD
- 9.19%
- 1Y
- 19.80%
- 3Y*
- 19.25%
- 5Y*
- 13.05%
- 10Y*
- 15.49%
- ALL TIME*
- 10.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRUIX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 9.31% | 17.82% | 24.95% | 26.24% | -18.14% | 28.62% | 18.31% | 31.63% | -4.44% | 21.14% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 9.19% | 16.34% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Correlation
The correlation between PRUIX and PRCOX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.99 |
The correlation between PRUIX and PRCOX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
PRUIX vs. PRCOX — Risk / Return Rank
PRUIX
PRCOX
PRUIX vs. PRCOX - 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 (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRUIX | PRCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.90 | +0.16 |
| Martin ratioReturn relative to average drawdown | 8.81 | 8.13 | +0.68 |
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Drawdowns
PRUIX vs. PRCOX - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for PRUIX and PRCOX.
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Drawdown Indicators
| PRUIX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -53.96% | +20.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -9.32% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -19.39% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -24.94% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -34.42% | +0.62% |
Current DrawdownCurrent decline from peak | -2.11% | -2.57% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -9.14% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.17% | -0.10% |
Volatility
PRUIX vs. PRCOX - Volatility Comparison
T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 3.44% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUIX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.61% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.65% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 13.10% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 17.48% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 18.36% | -0.26% |
PRUIX vs. PRCOX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Dividends
PRUIX vs. PRCOX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 2.28%, more than PRCOX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.07% | 1.17% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 2.28% | 2.44% | 1.28% | 1.44% | 1.69% | 1.64% | 2.09% | 2.25% | 2.77% | 1.39% | 2.16% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, PRUIX and PRCOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRCOX has higher volatility (3.61%) compared to PRUIX (3.44%). In terms of maximum drawdown, PRUIX dropped -33.80% vs PRCOX's -53.96%.
PRUIX currently has the higher Sharpe Ratio (1.42 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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