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PRWAX vs. VEIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRWAX and VEIPX is 0.75, 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.


-0.50.00.51.00.8

Performance

PRWAX vs. VEIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Equity Income Fund Investor Shares (VEIPX). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
558.39%
2,645.05%
PRWAX
VEIPX

Key characteristics

Sharpe Ratio

PRWAX:

1.19

VEIPX:

0.58

Sortino Ratio

PRWAX:

1.52

VEIPX:

0.76

Omega Ratio

PRWAX:

1.25

VEIPX:

1.14

Calmar Ratio

PRWAX:

0.69

VEIPX:

0.63

Martin Ratio

PRWAX:

7.06

VEIPX:

3.71

Ulcer Index

PRWAX:

2.60%

VEIPX:

2.22%

Daily Std Dev

PRWAX:

15.38%

VEIPX:

14.11%

Max Drawdown

PRWAX:

-70.45%

VEIPX:

-54.12%

Current Drawdown

PRWAX:

-12.86%

VEIPX:

-12.06%

Returns By Period

In the year-to-date period, PRWAX achieves a 16.34% return, which is significantly higher than VEIPX's 6.15% return. Over the past 10 years, PRWAX has underperformed VEIPX with an annualized return of 5.96%, while VEIPX has yielded a comparatively higher 8.41% annualized return.


PRWAX

YTD

16.34%

1M

-8.01%

6M

-1.70%

1Y

17.08%

5Y*

6.48%

10Y*

5.96%

VEIPX

YTD

6.15%

1M

-10.69%

6M

-0.96%

1Y

6.87%

5Y*

7.07%

10Y*

8.41%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRWAX vs. VEIPX - Expense Ratio Comparison

PRWAX has a 0.76% expense ratio, which is higher than VEIPX's 0.28% expense ratio.


PRWAX
T. Rowe Price All-Cap Opportunities Fund
Expense ratio chart for PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for VEIPX: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

PRWAX vs. VEIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRWAX, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.001.190.58
The chart of Sortino ratio for PRWAX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.520.76
The chart of Omega ratio for PRWAX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.14
The chart of Calmar ratio for PRWAX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.0014.000.690.63
The chart of Martin ratio for PRWAX, currently valued at 7.06, compared to the broader market0.0020.0040.0060.007.063.71
PRWAX
VEIPX

The current PRWAX Sharpe Ratio is 1.19, which is higher than the VEIPX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PRWAX and VEIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.19
0.58
PRWAX
VEIPX

Dividends

PRWAX vs. VEIPX - Dividend Comparison

PRWAX has not paid dividends to shareholders, while VEIPX's dividend yield for the trailing twelve months is around 2.09%.


TTM20232022202120202019201820172016201520142013
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.00%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%0.00%0.00%0.00%
VEIPX
Vanguard Equity Income Fund Investor Shares
2.09%2.94%2.93%2.40%2.62%2.63%3.15%2.45%2.74%2.96%2.69%2.51%

Drawdowns

PRWAX vs. VEIPX - Drawdown Comparison

The maximum PRWAX drawdown since its inception was -70.45%, which is greater than VEIPX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for PRWAX and VEIPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.86%
-12.06%
PRWAX
VEIPX

Volatility

PRWAX vs. VEIPX - Volatility Comparison

The current volatility for T. Rowe Price All-Cap Opportunities Fund (PRWAX) is 9.04%, while Vanguard Equity Income Fund Investor Shares (VEIPX) has a volatility of 10.58%. This indicates that PRWAX experiences smaller price fluctuations and is considered to be less risky than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.04%
10.58%
PRWAX
VEIPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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