USD=X vs. PRWAX
USD=X (USD Cash) is a currency, while PRWAX (T. Rowe Price All-Cap Opportunities Fund) is Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, USD=X returned 0.00%/yr vs 17.31%/yr for PRWAX.
Performance
USD=X vs. PRWAX - 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%
PRWAX
- 1D
- 2.24%
- 1M
- -1.86%
- YTD
- -1.73%
- 6M
- -1.68%
- 1Y
- 11.53%
- 3Y*
- 17.24%
- 5Y*
- 9.37%
- 10Y*
- 17.31%
USD=X vs. PRWAX - 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -1.73% | 16.37% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
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Return for Risk
USD=X vs. PRWAX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PRWAX
USD=X vs. PRWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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 | PRWAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.14 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.73 | — |
| Martin ratioReturn relative to average drawdown | — | 2.54 | — |
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Drawdowns
USD=X vs. PRWAX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for USD=X and PRWAX.
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Drawdown Indicators
| USD=X | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -55.06% | +55.06% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -14.09% | +14.09% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -19.06% | +19.06% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -29.38% | +29.38% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -30.50% | +30.50% |
Current DrawdownCurrent decline from peak | 0.00% | -3.66% | +3.66% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -9.89% | +9.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 4.05% | -4.05% |
Volatility
USD=X vs. PRWAX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 5.15%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than PRWAX 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 | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.15% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 11.37% | -11.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 13.90% | -13.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 17.70% | -17.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 18.76% | -18.76% |
Frequently Asked Questions
PRWAX has higher volatility (5.15%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs PRWAX's -55.06%.
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