PRUIX vs. TRAIX
Compare and contrast key facts about T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX).
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. TRAIX is an actively managed fund by T. Rowe Price. It was launched on Dec 17, 2015.
Performance
PRUIX vs. TRAIX - Performance Comparison
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PRUIX vs. TRAIX - 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% |
TRAIX T. Rowe Price Capital Appreciation Fund - I Class | -4.98% | 21.05% | 12.64% | 19.01% | -11.89% | 18.59% | 18.28% | 24.71% | 0.76% | 15.45% |
Returns By Period
In the year-to-date period, PRUIX achieves a -7.08% return, which is significantly lower than TRAIX's -4.98% return. Over the past 10 years, PRUIX has outperformed TRAIX with an annualized return of 13.81%, while TRAIX has yielded a comparatively lower 11.32% 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%
TRAIX
- 1D
- 0.06%
- 1M
- -4.85%
- YTD
- -4.98%
- 6M
- 3.88%
- 1Y
- 15.02%
- 3Y*
- 13.15%
- 5Y*
- 9.13%
- 10Y*
- 11.32%
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PRUIX vs. TRAIX - Expense Ratio Comparison
PRUIX has a 0.05% expense ratio, which is lower than TRAIX's 0.59% expense ratio.
Return for Risk
PRUIX vs. TRAIX — Risk / Return Rank
PRUIX
TRAIX
PRUIX vs. TRAIX - 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 - I Class (TRAIX). 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 | TRAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.14 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.13 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.05 | -0.87 |
Martin ratioReturn relative to average drawdown | 5.74 | 8.55 | -2.81 |
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 | TRAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.14 | -0.22 |
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 | 0.88 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.88 | -0.12 |
Correlation
The correlation between PRUIX and TRAIX 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. TRAIX - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 4.10%, less than TRAIX's 16.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRAIX T. Rowe Price Capital Appreciation Fund - I Class | 16.70% | 15.87% | 10.52% | 4.28% | 9.70% | 9.35% | 8.08% | 5.92% | 7.57% | 6.96% | 3.59% |
Drawdowns
PRUIX vs. TRAIX - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, which is greater than TRAIX's maximum drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for PRUIX and TRAIX.
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Drawdown Indicators
| PRUIX | TRAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -26.84% | -6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -6.77% | -5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -17.00% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -26.84% | -6.96% |
Current DrawdownCurrent decline from peak | -8.91% | -6.24% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -2.86% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.62% | +0.87% |
Volatility
PRUIX vs. TRAIX - 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 - I Class (TRAIX) at 2.97%. This indicates that PRUIX's price experiences larger fluctuations and is considered to be riskier than TRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUIX | TRAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 2.97% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 9.57% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 13.40% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 13.22% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 12.97% | +5.09% |