PRUIX vs. PRCOX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
PRUIX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P 500 Index. It was launched on Aug 28, 2015. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
PRUIX vs. PRCOX - Performance Comparison
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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 | -7.08% | 19.40% | 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 | -7.21% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PRUIX having a -7.08% return and PRCOX slightly lower at -7.21%. Both investments have delivered pretty close results over the past 10 years, with PRUIX having a 13.81% annualized return and PRCOX not far ahead at 14.30%.
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%
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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PRUIX vs. PRCOX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
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.
| PRUIX | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.82 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.28 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.95 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.74 | 4.54 | +1.21 |
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
| PRUIX | PRCOX | Difference | |
|---|---|---|---|
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 | 0.69 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.54 | +0.23 |
Correlation
The correlation between PRUIX and PRCOX 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. PRCOX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 4.10%, more than PRCOX's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 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
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 | -12.12% | -12.19% | +0.07% |
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 | -8.91% | -9.32% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -9.22% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.63% | -0.14% |
Volatility
PRUIX vs. PRCOX - 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 (PRCOX) has a volatility of 4.50%. This indicates that PRUIX 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.
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Volatility by Period
| PRUIX | PRCOX | Difference | |
|---|---|---|---|
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% | 8.87% | +0.16% |
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% | 17.27% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 18.31% | -0.25% |