STSEX vs. PRCOX
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
STSEX is managed by BlackRock. It was launched on Dec 17, 1976. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
STSEX vs. PRCOX - Performance Comparison
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STSEX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | -5.16% | 19.42% | 16.06% | 20.71% | -5.51% | 31.09% | 9.30% | 28.62% | -2.95% | 15.24% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -4.40% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
In the year-to-date period, STSEX achieves a -5.16% return, which is significantly lower than PRCOX's -4.40% return. Over the past 10 years, STSEX has underperformed PRCOX with an annualized return of 13.27%, while PRCOX has yielded a comparatively higher 14.64% annualized return.
STSEX
- 1D
- 1.64%
- 1M
- -3.81%
- YTD
- -5.16%
- 6M
- -4.32%
- 1Y
- 11.17%
- 3Y*
- 15.00%
- 5Y*
- 12.48%
- 10Y*
- 13.27%
PRCOX
- 1D
- 3.03%
- 1M
- -5.43%
- YTD
- -4.40%
- 6M
- -1.63%
- 1Y
- 17.03%
- 3Y*
- 19.27%
- 5Y*
- 12.31%
- 10Y*
- 14.64%
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STSEX vs. PRCOX - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Return for Risk
STSEX vs. PRCOX — Risk / Return Rank
STSEX
PRCOX
STSEX vs. PRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) 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.
| STSEX | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.97 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.49 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.29 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.87 | 6.07 | -1.20 |
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
| STSEX | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.97 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.72 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.80 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.55 | +0.10 |
Correlation
The correlation between STSEX and PRCOX is 0.89, 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
STSEX vs. PRCOX - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.95%, less than PRCOX's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.95% | 0.90% | 0.93% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.80% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
STSEX vs. PRCOX - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for STSEX and PRCOX.
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Drawdown Indicators
| STSEX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -53.96% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -12.19% | +3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -24.94% | +5.37% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -34.42% | +3.14% |
Current DrawdownCurrent decline from peak | -6.64% | -6.57% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -9.22% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.59% | -0.17% |
Volatility
STSEX vs. PRCOX - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 3.39%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 5.63%. This indicates that STSEX experiences smaller price fluctuations and is considered to be less risky 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
| STSEX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 5.63% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 9.35% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 18.35% | -3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 17.33% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 18.33% | -1.62% |