USD=X vs. PRCOX
USD=X (USD Cash) is a currency, while PRCOX (T. Rowe Price U.S. Equity Research Fund) is Large Cap Blend Equities fund actively managed by T. Rowe Price. Over the past 10 years, USD=X returned 0.00%/yr vs 15.99%/yr for PRCOX.
Performance
USD=X vs. PRCOX - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PRCOX
- 1D
- 1.88%
- 1M
- -0.83%
- YTD
- 8.95%
- 6M
- 9.41%
- 1Y
- 23.40%
- 3Y*
- 21.59%
- 5Y*
- 13.80%
- 10Y*
- 15.99%
USD=X vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 8.95% | 16.34% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
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Return for Risk
USD=X vs. PRCOX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PRCOX
USD=X vs. PRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USD=X | PRCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.59 | — |
| Martin ratioReturn relative to average drawdown | — | 11.74 | — |
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Drawdowns
USD=X vs. PRCOX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for USD=X and PRCOX.
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Drawdown Indicators
| USD=X | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -53.96% | +53.96% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -9.32% | +9.32% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -19.39% | +19.39% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -24.94% | +24.94% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -34.42% | +34.42% |
Current DrawdownCurrent decline from peak | 0.00% | -2.79% | +2.79% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -9.17% | +9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.04% | -2.04% |
Volatility
USD=X vs. PRCOX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 4.69%. This indicates that USD=X 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
| USD=X | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.69% | -4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.17% | -10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 12.51% | -12.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 17.42% | -17.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 18.39% | -18.39% |
Frequently Asked Questions
PRCOX has higher volatility (4.69%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs PRCOX's -53.96%.
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