- ISIN
- US45775L2007
- Issuer
- T. Rowe Price
- Inception Date
- Mar 31, 2000
- Category
- Large Cap Value Equities
- Min. Investment
- $500,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
TILCX Performance Chart
T. Rowe Price Large-Cap Value Fund (TILCX) is up 15.1% since the beginning of the year. TILCX is currently trading at $26 per share. Investors who bought $1,000 worth of TILCX shares 5 years ago would now be looking at an investment worth $1,556.
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Returns By Period
T. Rowe Price Large-Cap Value Fund (TILCX) has returned 15.11% so far this year and 26.91% over the past 12 months. Over the last ten years, TILCX has returned 11.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
T. Rowe Price Large-Cap Value Fund
- 1D
- 0.65%
- 1M
- 4.35%
- YTD
- 15.11%
- 6M
- 17.21%
- 1Y
- 26.91%
- 3Y*
- 16.96%
- 5Y*
- 9.24%
- 10Y*
- 11.05%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
TILCX Monthly Returns History
Based on dividend-adjusted daily data since Mar 30, 2000, TILCX's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was Mar 2020 at -17.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TILCX closed higher 52% of trading days. The best single day was Dec 8, 2000 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.19% | 3.48% | -5.18% | 9.01% | 3.02% | 0.27% | 15.11% | ||||||
| 2025 | 4.63% | 0.91% | -1.89% | -5.43% | 3.27% | 2.22% | -0.38% | 3.82% | 0.44% | 0.12% | 1.77% | 2.14% | 11.82% |
| 2024 | -0.31% | 3.58% | 5.31% | -3.24% | 3.47% | -0.98% | 3.84% | 2.31% | 0.62% | -1.16% | 5.36% | -7.24% | 11.32% |
| 2023 | 5.45% | -4.06% | -2.67% | 2.65% | -5.57% | 6.70% | 3.89% | -3.79% | -3.14% | -1.96% | 7.60% | 5.41% | 9.64% |
| 2022 | 0.11% | -0.79% | 1.49% | -5.18% | 2.75% | -8.25% | 5.88% | -2.08% | -9.06% | 9.62% | 6.34% | -4.17% | -5.10% |
| 2021 | -0.21% | 7.04% | 5.59% | 4.13% | 2.45% | -1.90% | -0.32% | 2.88% | -2.76% | 4.64% | -3.68% | 6.12% | 25.89% |
Benchmark Metrics
T. Rowe Price Large-Cap Value Fund has an annualized alpha of 2.74%, beta of 0.94, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since March 31, 2000.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.58%) than losses (88.44%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.74% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.94 and R2 of 0.88, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.74%
- Beta
- 0.94
- R²
- 0.88
- Upside Capture
- 98.58%
- Downside Capture
- 88.44%
Expense Ratio
TILCX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TILCX ranks 76 for risk / return — better than 76% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and compare them to S&P 500 Index.
| TILCX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 2.24 | +0.31 |
Sortino ratioReturn per unit of downside risk | 3.66 | 3.07 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.93 | +0.99 |
Martin ratioReturn relative to average drawdown | 14.93 | 13.52 | +1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
T. Rowe Price Large-Cap Value Fund provided a 11.12% dividend yield over the last twelve months, with an annual payout of $2.93 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.93 | $2.93 | $1.92 | $1.89 | $4.26 | $1.91 | $0.72 | $1.34 | $1.50 | $1.12 | $0.86 | $1.13 |
Dividend yield | 11.12% | 12.80% | 8.32% | 8.41% | 19.17% | 6.88% | 3.05% | 5.67% | 7.61% | 4.79% | 4.10% | 6.02% |
Monthly Dividends
The table displays the monthly dividend distributions for T. Rowe Price Large-Cap Value Fund. 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 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.93 | $2.93 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.92 | $1.92 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.89 | $1.89 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.26 | $4.26 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.91 | $1.91 |
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 T. Rowe Price Large-Cap Value Fund. 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 T. Rowe Price Large-Cap Value Fund was 57.60%, occurring on Mar 9, 2009. Recovery took 912 trading sessions.
The current T. Rowe Price Large-Cap Value Fund drawdown is 0.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -57.60%Mar 2009 | 1y 7mo | 3y 7mo | 5y 3moJul 2007 - Oct 2012 |
COVID crash2020 | -39.85%Mar 2020 | 2mo 2d | 8mo 16d | 10mo 18dJan 2020 - Dec 2020 |
Dot-com crash2000–2002 | -32.88%Oct 2002 | 6mo 23d | 1y 2mo | 1y 9moMar 2002 - Dec 2003 |
Rate-hike selloffLate 2018 | -19.70%Dec 2018 | 10mo 29d | 7mo 2d | 1y 5moJan 2018 - Jul 2019 |
Dot-com crash2000–2002 | -18.90%Sep 2001 | 4mo 2d | 5mo 16d | 9mo 18dMay 2001 - Mar 2002 |
Drawdown Indicators
| TILCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -56.78% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -9.10% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.55% | -18.90% | +3.35% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -25.43% | +7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -39.85% | -33.92% | -5.93% |
Current DrawdownCurrent decline from peak | -0.57% | -0.74% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -10.72% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.97% | -0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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