PRWCX vs. VOO
Compare and contrast key facts about T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard S&P 500 ETF (VOO).
PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWCX or VOO.
Performance
PRWCX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PRWCX achieves a 13.36% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, PRWCX has underperformed VOO with an annualized return of 10.63%, while VOO has yielded a comparatively higher 13.15% annualized return.
PRWCX
13.36%
-0.18%
6.45%
19.11%
11.31%
10.63%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| PRWCX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.69 |
| Sortino Ratio | 3.57 | 3.59 |
| Omega Ratio | 1.48 | 1.50 |
| Calmar Ratio | 5.86 | 3.89 |
| Martin Ratio | 20.65 | 17.64 |
| Ulcer Index | 0.95% | 1.86% |
| Daily Std Dev | 7.55% | 12.20% |
| Max Drawdown | -41.77% | -33.99% |
| Current Drawdown | -1.28% | -1.40% |
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PRWCX vs. VOO - Expense Ratio Comparison
PRWCX has a 0.68% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PRWCX and VOO is 0.95, 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.
Risk-Adjusted Performance
PRWCX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
PRWCX vs. VOO - Dividend Comparison
PRWCX's dividend yield for the trailing twelve months is around 1.86%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRWCX T. Rowe Price Capital Appreciation Fund | 1.86% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PRWCX vs. VOO - Drawdown Comparison
The maximum PRWCX drawdown since its inception was -41.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRWCX and VOO. For additional features, visit the drawdowns tool.
Volatility
PRWCX vs. VOO - Volatility Comparison
The current volatility for T. Rowe Price Capital Appreciation Fund (PRWCX) is 2.65%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that PRWCX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.