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ISIN
US74149R1077
CUSIP
74149R107
Inception Date
Jun 26, 2009
Min. Investment
$2,500
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TRULX Performance Chart

T. Rowe Price US Large-Cap Core (TRULX) is up 7.8% since the beginning of the year. TRULX is currently trading at $46 per share. Investors who bought $1,000 worth of TRULX shares 5 years ago would now be looking at an investment worth $1,749.


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S&P 500 Index

Returns By Period

T. Rowe Price US Large-Cap Core (TRULX) has returned 7.77% so far this year and 19.70% over the past 12 months. Over the last ten years, TRULX has had an annualized return of 13.47%, just under the S&P 500 Index benchmark’s 13.88%.


T. Rowe Price US Large-Cap Core

1D
0.78%
1M
-0.34%
YTD
7.77%
6M
7.52%
1Y
19.70%
3Y*
18.43%
5Y*
11.83%
10Y*
13.47%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRULX Monthly Returns History

Based on dividend-adjusted daily data since Jun 26, 2009, TRULX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 67% of months were positive and 33% were negative. The best month was Oct 2011 with a return of +11.4%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TRULX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.21%1.51%-5.39%9.52%1.98%-0.73%7.77%
20252.57%-1.49%-4.49%-0.45%5.51%3.98%1.43%1.54%2.55%1.07%0.76%-0.49%12.80%
20242.81%6.08%3.94%-3.12%5.13%2.60%0.12%2.39%0.62%-1.19%5.83%-3.76%22.97%
20233.46%-2.55%3.26%1.45%0.06%5.73%3.19%-0.80%-3.98%-0.56%8.21%3.75%22.61%
2022-5.80%-2.81%3.23%-8.21%-0.13%-5.41%8.65%-4.70%-8.12%7.70%6.28%-4.90%-15.14%
2021-1.92%2.73%4.66%6.06%0.87%1.33%3.14%2.57%-5.56%6.17%-1.51%5.14%25.57%

Benchmark Metrics

T. Rowe Price US Large-Cap Core has an annualized alpha of 1.61%, beta of 0.93, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 26, 2009.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.65%) than losses (90.88%) - typical of diversified or defensive assets.
  • With beta of 0.93 and R2 of 0.97, 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
1.61%
Beta
0.93
0.97
Upside Capture
96.65%
Downside Capture
90.88%

Expense Ratio

TRULX has an expense ratio of 0.64%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TRULX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TRULX Risk / Return Rank: 4242
Overall Rank
TRULX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TRULX Sortino Ratio Rank: 3838
Sortino Ratio Rank
TRULX Omega Ratio Rank: 4040
Omega Ratio Rank
TRULX Calmar Ratio Rank: 3939
Calmar Ratio Rank
TRULX Martin Ratio Rank: 5252
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 US Large-Cap Core (TRULX) 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.


TRULXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.26

2.78

-0.53

Martin ratioReturn relative to average drawdown

10.02

12.44

-2.42

Dividends

Dividend History

T. Rowe Price US Large-Cap Core provided a 7.21% dividend yield over the last twelve months, with an annual payout of $3.35 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.35$3.35$2.74$0.16$1.25$2.61$0.26$0.95$1.69$0.50$0.19$1.00

Dividend yield

7.21%7.77%6.66%0.45%4.27%7.28%0.85%3.55%7.89%2.10%0.94%5.23%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price US Large-Cap Core. 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$3.35$3.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.74$2.74
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.25$1.25
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.61$2.61

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 US Large-Cap Core. 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 US Large-Cap Core was 33.68%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current T. Rowe Price US Large-Cap Core drawdown is 1.23%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.68%Mar 2020
1mo 9d5mo 5d
6mo 14dFeb 2020 - Aug 2020
Bear market2022
-22.91%Oct 2022
9mo 16d1y 1mo
1y 11moDec 2021 - Dec 2023
2011 correction2011
-19.82%Oct 2011
5mo 4d4mo 16d
9mo 20dMay 2011 - Feb 2012
2025 selloff2025
-17.23%Apr 2025
4mo 4d2mo 20d
6mo 24dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-17.12%Dec 2018
3mo 1d3mo 9d
6mo 10dSep 2018 - Apr 2019

Drawdown Indicators


TRULXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.68%

-56.78%

+23.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-9.10%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.23%

-18.90%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-25.43%

+2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-33.92%

+0.24%

Current Drawdown

Current decline from peak

-1.23%

-1.80%

+0.57%

Average Drawdown

Average peak-to-trough decline

-3.64%

-10.71%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.03%

-0.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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