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ISIN
US45775L4086
Inception Date
Oct 31, 2001
Min. Investment
$500,000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

TRLGX Performance Chart

T. Rowe Price Large-Cap Growth Fund (TRLGX) is down 0.3% since the beginning of the year. TRLGX is currently trading at $85 per share. Investors who bought $1,000 worth of TRLGX shares 5 years ago would now be looking at an investment worth $1,656.


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S&P 500 Index

Returns By Period

T. Rowe Price Large-Cap Growth Fund (TRLGX) has returned -0.29% so far this year and 14.37% over the past 12 months. Looking at the last ten years, TRLGX has achieved an annualized return of 18.18%, outperforming the S&P 500 Index benchmark, which averaged 13.67% per year.


T. Rowe Price Large-Cap Growth Fund

1D
-1.48%
1M
-1.75%
YTD
-0.29%
6M
1.50%
1Y
14.37%
3Y*
22.42%
5Y*
10.62%
10Y*
18.18%

Benchmark (S&P 500 Index)

1D
1.08%
1M
2.00%
YTD
9.57%
6M
10.71%
1Y
25.41%
3Y*
19.37%
5Y*
12.48%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRLGX Monthly Returns History

Based on dividend-adjusted daily data since Oct 31, 2001, TRLGX's average daily return is +0.06%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +15.5%, while the worst month was Oct 2008 at -17.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TRLGX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.82%-3.49%-5.60%12.52%5.36%-5.01%-0.29%
20252.70%-2.59%-7.92%1.40%8.26%6.27%2.45%1.63%3.30%4.32%-1.99%-0.58%17.51%
20243.89%6.39%2.21%-4.21%5.49%6.40%-1.38%2.30%1.69%0.00%6.51%3.63%37.57%
20238.23%-1.95%7.59%2.77%5.01%5.97%3.42%-0.24%-5.01%0.22%9.59%4.03%46.22%
2022-10.54%-4.00%1.01%-14.00%-2.84%-7.75%12.06%-4.77%-9.00%5.01%3.13%-7.94%-35.26%
20210.91%2.53%0.19%7.19%-1.56%6.65%2.32%2.37%-5.01%5.63%-0.68%1.21%23.24%

Benchmark Metrics

T. Rowe Price Large-Cap Growth Fund has an annualized alpha of 3.39%, beta of 1.08, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since October 31, 2001.

  • This fund captured 117.21% of S&P 500 Index gains but only 99.20% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 3.39% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.89, 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
3.39%
Beta
1.08
0.89
Upside Capture
117.21%
Downside Capture
99.20%

Expense Ratio

TRLGX has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TRLGX ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


TRLGX Risk / Return Rank: 1111
Overall Rank
TRLGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 1212
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 99
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) 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.


TRLGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

0.77

2.81

-2.04

Martin ratioReturn relative to average drawdown

2.39

12.55

-10.16

Dividends

Dividend History

T. Rowe Price Large-Cap Growth Fund provided a 13.73% dividend yield over the last twelve months, with an annual payout of $11.63 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$11.63$11.63$8.07$1.34$1.78$1.88$0.26$1.80$2.83$3.42$0.48$1.36

Dividend yield

13.73%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Large-Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$11.63$11.63
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.07$8.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78$1.78
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.88$1.88

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 Growth 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 Growth Fund was 55.56%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.

The current T. Rowe Price Large-Cap Growth Fund drawdown is 6.00%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.56%Nov 2008
1y 20d2y 1mo
3y 2moNov 2007 - Jan 2011
2023 bear market2023
-40.44%Jan 2023
1y 1mo1y 2mo
2y 3moNov 2021 - Mar 2024
Dot-com crash2000–2002
-36.43%Oct 2002
9mo 10d1y 2mo
1y 11moDec 2001 - Dec 2003
COVID crash2020
-31.75%Mar 2020
1mo 2d2mo 17d
3mo 19dFeb 2020 - Jun 2020
2025 selloff2025
-21.17%Apr 2025
2mo 11d2mo 17d
4mo 28dJan 2025 - Jun 2025

Drawdown Indicators


TRLGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.56%

-56.78%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-9.10%

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.17%

-18.90%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-25.43%

-15.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-33.92%

-6.52%

Current Drawdown

Current decline from peak

-6.00%

-1.43%

-4.57%

Average Drawdown

Average peak-to-trough decline

-8.67%

-10.71%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

2.03%

+3.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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