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PRWCX vs. PREIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRWCX and PREIX is 0.86, 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.


Performance

PRWCX vs. PREIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Capital Appreciation Fund (PRWCX) and T. Rowe Price Equity Index 500 Fund (PREIX). The values are adjusted to include any dividend payments, if applicable.

1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%December2025FebruaryMarchAprilMay
2,899.05%
2,100.25%
PRWCX
PREIX

Key characteristics

Sharpe Ratio

PRWCX:

0.94

PREIX:

0.72

Sortino Ratio

PRWCX:

1.42

PREIX:

1.11

Omega Ratio

PRWCX:

1.20

PREIX:

1.16

Calmar Ratio

PRWCX:

1.12

PREIX:

0.74

Martin Ratio

PRWCX:

4.87

PREIX:

2.92

Ulcer Index

PRWCX:

2.16%

PREIX:

4.75%

Daily Std Dev

PRWCX:

11.21%

PREIX:

19.39%

Max Drawdown

PRWCX:

-41.77%

PREIX:

-55.32%

Current Drawdown

PRWCX:

-2.79%

PREIX:

-7.84%

Returns By Period

In the year-to-date period, PRWCX achieves a 0.72% return, which is significantly higher than PREIX's -3.59% return. Over the past 10 years, PRWCX has underperformed PREIX with an annualized return of 10.20%, while PREIX has yielded a comparatively higher 11.90% annualized return.


PRWCX

YTD

0.72%

1M

5.83%

6M

0.80%

1Y

8.57%

5Y*

11.60%

10Y*

10.20%

PREIX

YTD

-3.59%

1M

11.41%

6M

-1.77%

1Y

10.29%

5Y*

15.85%

10Y*

11.90%

*Annualized

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PRWCX vs. PREIX - Expense Ratio Comparison

PRWCX has a 0.68% expense ratio, which is higher than PREIX's 0.15% expense ratio.


Risk-Adjusted Performance

PRWCX vs. PREIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRWCX
The Risk-Adjusted Performance Rank of PRWCX is 7777
Overall Rank
The Sharpe Ratio Rank of PRWCX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWCX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PRWCX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PRWCX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of PRWCX is 8383
Martin Ratio Rank

PREIX
The Risk-Adjusted Performance Rank of PREIX is 6464
Overall Rank
The Sharpe Ratio Rank of PREIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PREIX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PREIX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of PREIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of PREIX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRWCX vs. PREIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund (PRWCX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.


The current PRWCX Sharpe Ratio is 0.94, which is higher than the PREIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRWCX and PREIX, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.94
0.72
PRWCX
PREIX

Dividends

PRWCX vs. PREIX - Dividend Comparison

PRWCX's dividend yield for the trailing twelve months is around 2.31%, more than PREIX's 1.16% yield.


TTM20242023202220212020201920182017201620152014
PRWCX
T. Rowe Price Capital Appreciation Fund
2.31%2.33%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%
PREIX
T. Rowe Price Equity Index 500 Fund
1.16%1.13%1.33%1.50%1.15%1.56%1.78%1.95%1.65%1.83%2.02%1.69%

Drawdowns

PRWCX vs. PREIX - Drawdown Comparison

The maximum PRWCX drawdown since its inception was -41.77%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for PRWCX and PREIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.79%
-7.84%
PRWCX
PREIX

Volatility

PRWCX vs. PREIX - Volatility Comparison

The current volatility for T. Rowe Price Capital Appreciation Fund (PRWCX) is 7.80%, while T. Rowe Price Equity Index 500 Fund (PREIX) has a volatility of 13.18%. This indicates that PRWCX experiences smaller price fluctuations and is considered to be less risky than PREIX 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%12.00%14.00%December2025FebruaryMarchAprilMay
7.80%
13.18%
PRWCX
PREIX