RPTTX vs. PRCOX
RPTTX (T. Rowe Price Diversified Mid Cap Growth I) and PRCOX (T. Rowe Price U.S. Equity Research Fund) are both mutual funds - RPTTX is a Mid Cap Growth Equities fund tracking the Russell MidCap Growth Index, while PRCOX is a Large Cap Blend Equities fund actively managed by T. Rowe Price. RPTTX is passively managed, while PRCOX is actively managed. Over the past 5 years, RPTTX returned 5.32%/yr vs 13.05%/yr for PRCOX. Their correlation of 0.87 means they have usually moved in the same direction. RPTTX charges 0.67%/yr vs 0.42%/yr for PRCOX.
Performance
RPTTX vs. PRCOX - Performance Comparison
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Returns By Period
In the year-to-date period, RPTTX achieves a 1.95% return, which is significantly lower than PRCOX's 9.19% return.
RPTTX
- 1D
- 2.45%
- 1M
- -3.50%
- 6M
- 2.17%
- YTD
- 1.95%
- 1Y
- 1.08%
- 3Y*
- 12.86%
- 5Y*
- 5.32%
- 10Y*
- —
- ALL TIME*
- 12.23%
PRCOX
- 1D
- 1.65%
- 1M
- -0.98%
- 6M
- 7.45%
- YTD
- 9.19%
- 1Y
- 19.80%
- 3Y*
- 19.25%
- 5Y*
- 13.05%
- 10Y*
- 15.49%
- ALL TIME*
- 10.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RPTTX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPTTX T. Rowe Price Diversified Mid Cap Growth I | 1.95% | 10.48% | 23.99% | 21.00% | -24.50% | 13.69% | 32.02% | 38.08% | -3.02% | 13.20% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 9.19% | 16.34% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 13.85% |
Correlation
The correlation between RPTTX and PRCOX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 4, 2017 | 0.87 |
The correlation between RPTTX and PRCOX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
RPTTX vs. PRCOX — Risk / Return Rank
RPTTX
PRCOX
RPTTX vs. PRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Diversified Mid Cap Growth I (RPTTX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RPTTX | PRCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.24 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.90 | -1.95 |
| Martin ratioReturn relative to average drawdown | -0.17 | 8.13 | -8.30 |
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Drawdowns
RPTTX vs. PRCOX - Drawdown Comparison
The maximum RPTTX drawdown since its inception was -35.91%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for RPTTX and PRCOX.
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Drawdown Indicators
| RPTTX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.91% | -53.96% | +18.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -9.32% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -25.04% | -19.39% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -35.62% | -24.94% | -10.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.42% | — |
Current DrawdownCurrent decline from peak | -5.85% | -2.57% | -3.28% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -9.14% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 2.17% | +2.53% |
Volatility
RPTTX vs. PRCOX - Volatility Comparison
T. Rowe Price Diversified Mid Cap Growth I (RPTTX) has a higher volatility of 5.22% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 3.61%. This indicates that RPTTX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPTTX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.61% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 10.65% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 13.10% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 17.48% | +4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.03% | 18.36% | +3.67% |
RPTTX vs. PRCOX - Expense Ratio Comparison
RPTTX has a 0.67% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Dividends
RPTTX vs. PRCOX - Dividend Comparison
RPTTX's dividend yield for the trailing twelve months is around 7.74%, more than PRCOX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.07% | 1.17% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
RPTTX T. Rowe Price Diversified Mid Cap Growth I | 7.74% | 7.89% | 8.53% | 6.85% | 1.22% | 10.29% | 4.89% | 2.13% | 5.38% | 3.81% | 0.00% | 0.00% |
Frequently Asked Questions
RPTTX and PRCOX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPTTX has higher volatility (5.22%) compared to PRCOX (3.61%). In terms of maximum drawdown, RPTTX dropped -35.91% vs PRCOX's -53.96%.
PRCOX currently has the higher Sharpe Ratio (1.35 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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