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T. Rowe Price U.S. Equity Research Fund Advisor Class PACOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PACOX | Replication |
|---|---|---|
| Annualized growth | 17.5% | 9.5% |
| Annualized volatility | 5.7% | 5.2% |
| Sharpe ratio | 2.88 | 1.76 |
| Maximum drawdown | 0.9% | 1.1% |
| Replication fit (R²) | 0.98 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model PACOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTI | US Broad Market | 100.0% |