- Issuer
- T. Rowe Price
- Inception Date
- May 4, 2020
- Category
- Large Cap Value Equities
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
TRLUX Performance Chart
T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) is up 15.1% since the beginning of the year. TRLUX is currently trading at $26 per share. Investors who bought $1,000 worth of TRLUX shares 5 years ago would now be looking at an investment worth $1,488.
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Returns By Period
T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) has returned 15.07% so far this year and 26.73% over the past 12 months.
T. Rowe Price Large Cap Value Fund Investor Class
- 1D
- 0.61%
- 1M
- 4.33%
- YTD
- 15.07%
- 6M
- 17.11%
- 1Y
- 26.73%
- 3Y*
- 16.79%
- 5Y*
- 8.28%
- 10Y*
- —
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%
TRLUX Monthly Returns History
Based on dividend-adjusted daily data since May 4, 2020, TRLUX's average daily return is +0.06%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.
Historically, 64% of months were positive and 36% 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 Apr 9, 2025 with a return of +6.6%, 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% | -5.20% | 9.00% | 3.03% | 0.27% | 15.07% | ||||||
| 2025 | 4.64% | 0.87% | -1.89% | -5.40% | 3.23% | 2.19% | -0.38% | 3.83% | 0.41% | 0.16% | 1.73% | 2.10% | 11.66% |
| 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 2.09%, beta of 0.78, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since May 05, 2020.
- This fund participated in 80.69% of S&P 500 Index downside but only 79.86% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.09%
- Beta
- 0.78
- R²
- 0.68
- Upside Capture
- 79.86%
- Downside Capture
- 80.69%
Expense Ratio
TRLUX has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TRLUX ranks 75 for risk / return — better than 75% 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 S&P 500 Index.
| TRLUX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 2.93 | +0.96 |
| Martin ratioReturn relative to average drawdown | 14.77 | 13.52 | +1.25 |
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 Investor Class provided a 11.07% dividend yield over the last twelve months, with an annual payout of $2.91 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $2.91 | $2.91 | $1.91 | $1.84 | $4.23 | $0.84 | $0.71 |
Dividend yield | 11.07% | 12.74% | 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 | $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 | $2.91 | $2.91 |
| 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 0.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.06%Sep 2022 | 8mo 15d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -15.59%Apr 2025 | 4mo 7d | 5mo 28d | 10mo 5dDec 2024 - Oct 2025 |
2020 correction2020 | -11.86%Jun 2020 | 17d | 3mo 18d | 4mo 5dJun 2020 - Oct 2020 |
2021 pullback2021 | -7.29%Dec 2021 | 1mo 4d | 25d | 1mo 29dNov 2021 - Jan 2022 |
2026 pullback2026 | -7.02%Mar 2026 | 28d | 21d | 1mo 19dFeb 2026 - Apr 2026 |
Drawdown Indicators
| TRLUX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.06% | -56.78% | +38.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -9.10% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.59% | -18.90% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -25.43% | +7.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.57% | -0.74% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -10.72% | +6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.97% | -0.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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