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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Large Cap Value Fund Investor Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) has returned 0.31% so far this year and 20.82% over the past 12 months.
T. Rowe Price Large Cap Value Fund Investor Class
- 1D
- 0.00%
- 1M
- -6.95%
- YTD
- 0.31%
- 6M
- 16.57%
- 1Y
- 20.82%
- 3Y*
- 15.64%
- 5Y*
- 9.16%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2020, TRLUX's average daily return is +0.06%, while the average monthly return is +1.34%. At this rate, your investment would double in approximately 4.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.5%, while the worst month was Sep 2022 at -9.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TRLUX closed higher 52% of trading days. The best single day was Dec 16, 2025 with a return of +10.7%, while the worst single day was Jun 11, 2020 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.25% | 3.40% | -6.95% | 0.31% | |||||||||
| 2025 | 4.64% | 0.87% | -1.89% | -5.40% | 3.23% | 2.19% | -0.38% | 3.83% | 0.41% | 0.16% | 1.73% | 14.05% | 24.73% |
| 2024 | -0.31% | 3.53% | 5.32% | -3.24% | 3.44% | -1.03% | 3.89% | 2.27% | 0.62% | -1.16% | 5.33% | -7.27% | 11.14% |
| 2023 | 5.46% | -4.06% | -2.67% | 2.61% | -5.58% | 6.67% | 3.90% | -3.80% | -3.15% | -2.01% | 7.62% | 5.42% | 9.51% |
| 2022 | 0.07% | -0.83% | 1.49% | -5.19% | 2.72% | -8.23% | 5.84% | -2.08% | -9.07% | 9.60% | 6.32% | -4.14% | -5.25% |
| 2021 | -0.21% | 7.00% | 5.59% | 4.09% | 2.45% | -1.90% | -0.36% | 2.88% | -2.77% | 4.61% | -3.68% | 2.24% | 21.12% |
Benchmark Metrics
T. Rowe Price Large Cap Value Fund Investor Class has an annualized alpha of 4.29%, beta of 0.78, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 05, 2020.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.52%) than losses (70.23%) — typical of diversified or defensive assets.
- This fund generated an annualized alpha of 4.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.29%
- Beta
- 0.78
- R²
- 0.63
- Upside Capture
- 80.52%
- Downside Capture
- 70.23%
Expense Ratio
TRLUX has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TRLUX ranks 71 for risk / return — better than 71% 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 Investor Class (TRLUX) and compare them to a chosen benchmark (S&P 500 Index).
| TRLUX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.39 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.40 | +0.22 |
Martin ratioReturn relative to average drawdown | 6.57 | 6.61 | -0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TRLUX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
T. Rowe Price Large Cap Value Fund Investor Class provided a 23.15% dividend yield over the last twelve months, with an annual payout of $5.30 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $5.30 | $5.30 | $1.91 | $1.84 | $4.23 | $0.84 | $0.71 |
Dividend yield | 23.15% | 23.22% | 8.27% | 8.22% | 19.09% | 3.04% | 3.01% |
Monthly Dividends
The table displays the monthly dividend distributions for T. Rowe Price Large Cap Value Fund Investor Class. 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.30 | $5.30 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.84 | $1.84 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.23 | $4.23 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 | $0.84 |
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 Investor Class. 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 Investor Class was 18.06%, occurring on Sep 30, 2022. Recovery took 310 trading sessions.
The current T. Rowe Price Large Cap Value Fund Investor Class drawdown is 7.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.06% | Jan 18, 2022 | 178 | Sep 30, 2022 | 310 | Dec 26, 2023 | 488 |
| -15.59% | Dec 2, 2024 | 87 | Apr 8, 2025 | 123 | Oct 3, 2025 | 210 |
| -11.86% | Jun 9, 2020 | 14 | Jun 26, 2020 | 73 | Oct 12, 2020 | 87 |
| -7.29% | Nov 16, 2021 | 24 | Dec 20, 2021 | 18 | Jan 14, 2022 | 42 |
| -7.02% | Feb 27, 2026 | 21 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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