PortfoliosLab logo
TRBUX vs. PRCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRBUX and PRCOX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

TRBUX vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Ultra Short-Term Bond Fund (TRBUX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
30.57%
286.42%
TRBUX
PRCOX

Key characteristics

Sharpe Ratio

TRBUX:

3.07

PRCOX:

0.55

Sortino Ratio

TRBUX:

7.48

PRCOX:

0.89

Omega Ratio

TRBUX:

3.37

PRCOX:

1.13

Calmar Ratio

TRBUX:

12.05

PRCOX:

0.56

Martin Ratio

TRBUX:

42.31

PRCOX:

2.15

Ulcer Index

TRBUX:

0.11%

PRCOX:

5.00%

Daily Std Dev

TRBUX:

1.55%

PRCOX:

19.69%

Max Drawdown

TRBUX:

-4.15%

PRCOX:

-58.69%

Current Drawdown

TRBUX:

-0.20%

PRCOX:

-8.42%

Returns By Period

In the year-to-date period, TRBUX achieves a 0.60% return, which is significantly higher than PRCOX's -4.26% return. Over the past 10 years, TRBUX has underperformed PRCOX with an annualized return of 2.63%, while PRCOX has yielded a comparatively higher 9.86% annualized return.


TRBUX

YTD

0.60%

1M

0.00%

6M

1.65%

1Y

4.76%

5Y*

3.34%

10Y*

2.63%

PRCOX

YTD

-4.26%

1M

11.63%

6M

-4.51%

1Y

9.40%

5Y*

15.80%

10Y*

9.86%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRBUX vs. PRCOX - Expense Ratio Comparison

TRBUX has a 0.31% expense ratio, which is lower than PRCOX's 0.42% expense ratio.


Risk-Adjusted Performance

TRBUX vs. PRCOX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRBUX
The Risk-Adjusted Performance Rank of TRBUX is 9999
Overall Rank
The Sharpe Ratio Rank of TRBUX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBUX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of TRBUX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of TRBUX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of TRBUX is 9999
Martin Ratio Rank

PRCOX
The Risk-Adjusted Performance Rank of PRCOX is 5454
Overall Rank
The Sharpe Ratio Rank of PRCOX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCOX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PRCOX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PRCOX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PRCOX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRBUX vs. PRCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Ultra Short-Term Bond Fund (TRBUX) 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.


The current TRBUX Sharpe Ratio is 3.07, which is higher than the PRCOX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TRBUX and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
3.08
0.48
TRBUX
PRCOX

Dividends

TRBUX vs. PRCOX - Dividend Comparison

TRBUX's dividend yield for the trailing twelve months is around 4.64%, more than PRCOX's 0.67% yield.


TTM20242023202220212020201920182017201620152014
TRBUX
T. Rowe Price Ultra Short-Term Bond Fund
4.64%5.06%4.02%1.97%1.11%1.83%2.72%2.58%1.88%1.20%0.80%0.42%
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.67%0.64%1.17%1.28%3.71%1.04%0.97%5.60%7.02%7.28%8.76%5.01%

Drawdowns

TRBUX vs. PRCOX - Drawdown Comparison

The maximum TRBUX drawdown since its inception was -4.15%, smaller than the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for TRBUX and PRCOX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.20%
-8.42%
TRBUX
PRCOX

Volatility

TRBUX vs. PRCOX - Volatility Comparison

The current volatility for T. Rowe Price Ultra Short-Term Bond Fund (TRBUX) is 0.41%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 11.44%. This indicates that TRBUX 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
0.41%
11.44%
TRBUX
PRCOX