TRAIX vs. PRUIX
Compare and contrast key facts about T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) and T. Rowe Price Equity Index 500 Fund - I Class (PRUIX).
TRAIX is an actively managed fund by T. Rowe Price. It was launched on Dec 17, 2015. PRUIX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P 500 Index. It was launched on Aug 28, 2015.
Performance
TRAIX vs. PRUIX - Performance Comparison
Loading graphics...
TRAIX vs. PRUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRAIX T. Rowe Price Capital Appreciation Fund - I Class | -4.98% | 21.05% | 12.64% | 19.01% | -11.89% | 18.59% | 18.28% | 24.71% | 0.76% | 15.45% |
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | -7.08% | 19.40% | 24.95% | 26.24% | -18.14% | 28.62% | 18.31% | 31.63% | -4.44% | 21.14% |
Returns By Period
In the year-to-date period, TRAIX achieves a -4.98% return, which is significantly higher than PRUIX's -7.08% return. Over the past 10 years, TRAIX has underperformed PRUIX with an annualized return of 11.32%, while PRUIX has yielded a comparatively higher 13.81% annualized return.
TRAIX
- 1D
- 0.06%
- 1M
- -4.85%
- YTD
- -4.98%
- 6M
- 3.88%
- 1Y
- 15.02%
- 3Y*
- 13.15%
- 5Y*
- 9.13%
- 10Y*
- 11.32%
PRUIX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.08%
- 6M
- -3.34%
- 1Y
- 15.92%
- 3Y*
- 17.64%
- 5Y*
- 11.66%
- 10Y*
- 13.81%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRAIX vs. PRUIX - Expense Ratio Comparison
TRAIX has a 0.59% expense ratio, which is higher than PRUIX's 0.05% expense ratio.
Return for Risk
TRAIX vs. PRUIX — Risk / Return Rank
TRAIX
PRUIX
TRAIX vs. PRUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) and T. Rowe Price Equity Index 500 Fund - I Class (PRUIX). 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.
| TRAIX | PRUIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.92 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.41 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.18 | +0.87 |
Martin ratioReturn relative to average drawdown | 8.55 | 5.74 | +2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TRAIX | PRUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.92 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.69 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.77 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.77 | +0.12 |
Correlation
The correlation between TRAIX and PRUIX is 0.93, 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
TRAIX vs. PRUIX - Dividend Comparison
TRAIX's dividend yield for the trailing twelve months is around 16.70%, more than PRUIX's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TRAIX T. Rowe Price Capital Appreciation Fund - I Class | 16.70% | 15.87% | 10.52% | 4.28% | 9.70% | 9.35% | 8.08% | 5.92% | 7.57% | 6.96% | 3.59% |
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 4.10% | 3.78% | 1.28% | 1.44% | 1.69% | 1.64% | 2.09% | 2.25% | 2.77% | 1.39% | 2.16% |
Drawdowns
TRAIX vs. PRUIX - Drawdown Comparison
The maximum TRAIX drawdown since its inception was -26.84%, smaller than the maximum PRUIX drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for TRAIX and PRUIX.
Loading graphics...
Drawdown Indicators
| TRAIX | PRUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.84% | -33.80% | +6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -12.12% | +5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -17.00% | -24.52% | +7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -26.84% | -33.80% | +6.96% |
Current DrawdownCurrent decline from peak | -6.24% | -8.91% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -4.28% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.49% | -0.87% |
Volatility
TRAIX vs. PRUIX - Volatility Comparison
The current volatility for T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) is 2.97%, while T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) has a volatility of 4.24%. This indicates that TRAIX experiences smaller price fluctuations and is considered to be less risky than PRUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TRAIX | PRUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 4.24% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.03% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 18.09% | -4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 16.95% | -3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.97% | 18.06% | -5.09% |