SWPPX vs. PRCOX
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
SWPPX is managed by Charles Schwab. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPPX or PRCOX.
Key characteristics
| SWPPX | PRCOX | |
|---|---|---|
| YTD Return | 24.28% | 25.12% |
| 1Y Return | 39.05% | 42.21% |
| 3Y Return (Ann) | 10.78% | 11.47% |
| 5Y Return (Ann) | 16.31% | 17.02% |
| 10Y Return (Ann) | 13.73% | 14.26% |
| Sharpe Ratio | 3.03 | 3.19 |
| Sortino Ratio | 4.01 | 4.20 |
| Omega Ratio | 1.55 | 1.58 |
| Calmar Ratio | 3.25 | 4.00 |
| Martin Ratio | 19.99 | 20.86 |
| Ulcer Index | 1.89% | 1.94% |
| Daily Std Dev | 12.49% | 12.62% |
| Max Drawdown | -55.06% | -54.26% |
| Current Drawdown | 0.00% | -0.12% |
Correlation
The correlation between SWPPX and PRCOX is 0.98, 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
SWPPX vs. PRCOX - Performance Comparison
The year-to-date returns for both investments are quite close, with SWPPX having a 24.28% return and PRCOX slightly higher at 25.12%. Both investments have delivered pretty close results over the past 10 years, with SWPPX having a 13.73% annualized return and PRCOX not far ahead at 14.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWPPX vs. PRCOX - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
SWPPX vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) 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.
Dividends
SWPPX vs. PRCOX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.15%, more than PRCOX's 0.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.15% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.94% | 1.17% | 1.28% | 3.71% | 1.04% | 0.97% | 5.60% | 7.02% | 7.28% | 8.76% | 5.01% | 0.92% |
Drawdowns
SWPPX vs. PRCOX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, roughly equal to the maximum PRCOX drawdown of -54.26%. Use the drawdown chart below to compare losses from any high point for SWPPX and PRCOX. For additional features, visit the drawdowns tool.
Volatility
SWPPX vs. PRCOX - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 2.54% and 2.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.