- ISIN
- US92914G6926
- Issuer
- T. Rowe Price
- Inception Date
- Jan 23, 1989
- Category
- Diversified Portfolio
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ITCSX Performance Chart
VY T. Rowe Price Capital Appreciation Portfolio (ITCSX) is up 5.1% since the beginning of the year. ITCSX is currently trading at $25 per share. Investors who bought $1,000 worth of ITCSX shares 5 years ago would now be looking at an investment worth $1,432.
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Returns By Period
VY T. Rowe Price Capital Appreciation Portfolio (ITCSX) has returned 5.07% so far this year and 6.75% over the past 12 months. Over the last ten years, ITCSX has returned 10.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
VY T. Rowe Price Capital Appreciation Portfolio
- 1D
- 1.10%
- 1M
- -0.60%
- 6M
- 4.84%
- YTD
- 5.07%
- 1Y
- 6.75%
- 3Y*
- 10.88%
- 5Y*
- 7.45%
- 10Y*
- 10.59%
- ALL TIME*
- 9.20%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ITCSX Monthly Returns History
Based on dividend-adjusted daily data since Feb 9, 1989, ITCSX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2009 with a return of +10.2%, while the worst month was Oct 2008 at -17.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ITCSX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -9.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.22% | -0.63% | -3.30% | 6.59% | 2.91% | -0.35% | -0.18% | 5.07% | |||||
| 2025 | 3.96% | -3.91% | -0.11% | 0.04% | 3.01% | 3.23% | 2.33% | 0.68% | 1.02% | 1.27% | 0.88% | -2.23% | 10.36% |
| 2024 | 0.35% | 2.79% | 1.78% | -2.52% | 2.40% | 2.05% | 2.28% | 1.14% | 1.97% | -0.17% | 2.04% | -2.11% | 12.49% |
| 2023 | 5.03% | -1.96% | 3.25% | 1.29% | -0.41% | 3.60% | 2.21% | -0.51% | -3.04% | -2.32% | 6.47% | 4.18% | 18.69% |
| 2022 | -3.97% | -0.82% | 1.78% | -6.73% | 0.60% | -5.90% | 8.27% | -3.62% | -6.80% | 3.94% | 4.88% | -3.29% | -12.24% |
| 2021 | -1.96% | 2.29% | 3.75% | 4.59% | 0.20% | 0.78% | 2.21% | 1.81% | -2.31% | 4.63% | -1.68% | 3.00% | 18.38% |
Benchmark Metrics
VY T. Rowe Price Capital Appreciation Portfolio has an annualized alpha of 3.76%, beta of 0.57, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since February 09, 1989.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.73%) than losses (59.08%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 3.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.57 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.76%
- Beta
- 0.57
- R²
- 0.78
- Upside Capture
- 66.73%
- Downside Capture
- 59.08%
Expense Ratio
ITCSX has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ITCSX ranks 22 for risk / return — above 22% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for VY T. Rowe Price Capital Appreciation Portfolio (ITCSX) and compare them to S&P 500 Index.
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.
| ITCSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.00 | -1.08 |
| Martin ratioReturn relative to average drawdown | 3.28 | 8.49 | -5.21 |
Dividends
Dividend History
VY T. Rowe Price Capital Appreciation Portfolio provided a 13.29% dividend yield over the last twelve months, with an annual payout of $3.30 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.30 | $4.27 | $1.06 | $3.21 | $4.02 | $4.25 | $2.69 | $1.90 | $2.57 | $1.63 | $2.71 | $4.20 |
Dividend yield | 13.29% | 15.96% | 3.74% | 12.32% | 16.18% | 12.88% | 8.49% | 6.47% | 10.16% | 5.91% | 10.64% | 16.06% |
Monthly Dividends
The table displays the monthly dividend distributions for VY T. Rowe Price Capital Appreciation Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.30 | $3.30 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.27 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $1.06 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.72 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $3.21 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.71 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $4.02 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $4.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VY T. Rowe Price Capital Appreciation Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VY T. Rowe Price Capital Appreciation Portfolio was 42.47%, occurring on Nov 20, 2008. Recovery took 349 trading sessions.
The current VY T. Rowe Price Capital Appreciation Portfolio drawdown is 1.44%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-42.47%Nov 2008 | 1y 4mo | 1y 4mo | 2y 9moJul 2007 - Apr 2010 | Financial crisis2007–2009 |
-26.98%Mar 2020 | 1mo 4d | 3mo 29d | 5mo 3dFeb 2020 - Jul 2020 | COVID crash2020 |
-18.35%Oct 1990 | 1y 2mo | 10mo 7d | 2y 5dAug 1989 - Aug 1991 | — |
-17.29%Oct 2022 | 9mo 16d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-16.41%Dec 1994 | 1y 1mo | 11mo 23d | 2y 1moOct 1993 - Nov 1995 | — |
Drawdown Indicators
| ITCSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.47% | -56.78% | +14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -9.10% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -9.90% | -18.90% | +9.00% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -25.43% | +8.14% |
Max Drawdown (10Y)Largest decline over 10 years | -26.98% | -33.92% | +6.94% |
Current DrawdownCurrent decline from peak | -1.44% | -1.58% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -10.70% | +6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.14% | +0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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