PRUIX vs. PRWCX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
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. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Performance
PRUIX vs. PRWCX - Performance Comparison
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PRUIX vs. PRWCX - 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% |
PRWCX T. Rowe Price Capital Appreciation Fund | -5.03% | 20.92% | 12.50% | 18.85% | -12.00% | 18.45% | 18.13% | 24.62% | 0.63% | 15.34% |
Returns By Period
In the year-to-date period, PRUIX achieves a -7.08% return, which is significantly lower than PRWCX's -5.03% return. Over the past 10 years, PRUIX has outperformed PRWCX with an annualized return of 13.81%, while PRWCX has yielded a comparatively lower 11.20% annualized return.
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%
PRWCX
- 1D
- 0.06%
- 1M
- -4.88%
- YTD
- -5.03%
- 6M
- 3.83%
- 1Y
- 14.87%
- 3Y*
- 13.01%
- 5Y*
- 8.99%
- 10Y*
- 11.20%
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PRUIX vs. PRWCX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than PRWCX's 0.68% expense ratio.
Return for Risk
PRUIX vs. PRWCX — Risk / Return Rank
PRUIX
PRWCX
PRUIX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). 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 | PRWCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.13 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.11 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.93 | -0.75 |
Martin ratioReturn relative to average drawdown | 5.74 | 8.23 | -2.48 |
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 | PRWCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.13 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.68 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.87 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.90 | -0.13 |
Correlation
The correlation between PRUIX and PRWCX is 0.93, 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. PRWCX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 4.10%, less than PRWCX's 16.55% 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% |
PRWCX T. Rowe Price Capital Appreciation Fund | 16.55% | 15.72% | 10.38% | 4.15% | 9.44% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% |
Drawdowns
PRUIX vs. PRWCX - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for PRUIX and PRWCX.
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Drawdown Indicators
| PRUIX | PRWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -41.77% | +7.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -6.80% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -17.07% | -7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -26.86% | -6.94% |
Current DrawdownCurrent decline from peak | -8.91% | -6.27% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -3.34% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.66% | +0.83% |
Volatility
PRUIX vs. PRWCX - Volatility Comparison
T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) has a higher volatility of 4.24% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.94%. This indicates that PRUIX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUIX | PRWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 2.94% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 9.61% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 13.47% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 13.21% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 12.97% | +5.09% |