TGRW vs. PRCOX
Compare and contrast key facts about T. Rowe Price Growth Stock ETF (TGRW) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
TGRW is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. 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: TGRW or PRCOX.
Key characteristics
| TGRW | PRCOX | |
|---|---|---|
| YTD Return | 29.43% | 28.21% |
| 1Y Return | 40.54% | 41.23% |
| 3Y Return (Ann) | 4.27% | 10.00% |
| Sharpe Ratio | 2.34 | 3.17 |
| Sortino Ratio | 3.05 | 4.19 |
| Omega Ratio | 1.43 | 1.59 |
| Calmar Ratio | 1.94 | 4.52 |
| Martin Ratio | 11.17 | 20.72 |
| Ulcer Index | 3.53% | 1.94% |
| Daily Std Dev | 16.83% | 12.67% |
| Max Drawdown | -43.33% | -58.69% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TGRW and PRCOX is 0.91, 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
TGRW vs. PRCOX - Performance Comparison
The year-to-date returns for both stocks are quite close, with TGRW having a 29.43% return and PRCOX slightly lower at 28.21%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TGRW vs. PRCOX - Expense Ratio Comparison
TGRW has a 0.52% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
TGRW vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock ETF (TGRW) 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
TGRW vs. PRCOX - Dividend Comparison
TGRW's dividend yield for the trailing twelve months is around 0.01%, less than PRCOX's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRW T. Rowe Price Growth Stock ETF | 0.01% | 0.01% | 0.00% | 0.40% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.91% | 1.17% | 0.88% | 0.69% | 0.87% | 0.55% | 1.23% | 1.07% | 1.24% | 1.64% | 1.12% | 0.92% |
Drawdowns
TGRW vs. PRCOX - Drawdown Comparison
The maximum TGRW drawdown since its inception was -43.33%, smaller than the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for TGRW and PRCOX. For additional features, visit the drawdowns tool.
Volatility
TGRW vs. PRCOX - Volatility Comparison
T. Rowe Price Growth Stock ETF (TGRW) has a higher volatility of 4.93% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 3.96%. This indicates that TGRW'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.