VTCLX vs. PRCOX
Compare and contrast key facts about Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
VTCLX is managed by Blackrock. It was launched on Sep 6, 1994. 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: VTCLX or PRCOX.
Performance
VTCLX vs. PRCOX - Performance Comparison
Returns By Period
In the year-to-date period, VTCLX achieves a 24.66% return, which is significantly lower than PRCOX's 26.62% return. Over the past 10 years, VTCLX has outperformed PRCOX with an annualized return of 13.08%, while PRCOX has yielded a comparatively lower 10.36% annualized return.
VTCLX
24.66%
1.66%
12.13%
31.83%
15.38%
13.08%
PRCOX
26.62%
1.20%
11.82%
33.39%
15.44%
10.36%
Key characteristics
| VTCLX | PRCOX | |
|---|---|---|
| Sharpe Ratio | 2.54 | 2.65 |
| Sortino Ratio | 3.39 | 3.53 |
| Omega Ratio | 1.47 | 1.49 |
| Calmar Ratio | 3.68 | 3.74 |
| Martin Ratio | 16.15 | 17.02 |
| Ulcer Index | 1.95% | 1.95% |
| Daily Std Dev | 12.44% | 12.54% |
| Max Drawdown | -55.18% | -58.69% |
| Current Drawdown | -1.41% | -1.39% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTCLX vs. PRCOX - Expense Ratio Comparison
VTCLX has a 0.09% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Correlation
The correlation between VTCLX and PRCOX is 0.99, 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.
Risk-Adjusted Performance
VTCLX vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) 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
VTCLX vs. PRCOX - Dividend Comparison
VTCLX's dividend yield for the trailing twelve months is around 1.07%, more than PRCOX's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 1.07% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% | 1.56% | 1.52% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.92% | 1.17% | 0.88% | 0.69% | 0.87% | 0.55% | 1.23% | 1.07% | 1.24% | 1.64% | 1.12% | 0.92% |
Drawdowns
VTCLX vs. PRCOX - Drawdown Comparison
The maximum VTCLX drawdown since its inception was -55.18%, smaller than the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for VTCLX and PRCOX. For additional features, visit the drawdowns tool.
Volatility
VTCLX vs. PRCOX - Volatility Comparison
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 4.21% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.