AEMGX vs. TRLGX
Compare and contrast key facts about Acadian Emerging Markets Portfolio (AEMGX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
AEMGX is managed by Acadian Funds. It was launched on Jun 16, 1993. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEMGX or TRLGX.
Key characteristics
| AEMGX | TRLGX | |
|---|---|---|
| YTD Return | 6.80% | 9.35% |
| 1Y Return | 22.84% | 38.22% |
| 3Y Return (Ann) | 0.69% | 4.94% |
| 5Y Return (Ann) | 5.72% | 14.94% |
| 10Y Return (Ann) | 4.29% | 15.69% |
| Sharpe Ratio | 1.83 | 2.43 |
| Daily Std Dev | 12.34% | 15.57% |
| Max Drawdown | -70.30% | -55.56% |
| Current Drawdown | -1.53% | -3.76% |
Correlation
The correlation between AEMGX and TRLGX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AEMGX vs. TRLGX - Performance Comparison
In the year-to-date period, AEMGX achieves a 6.80% return, which is significantly lower than TRLGX's 9.35% return. Over the past 10 years, AEMGX has underperformed TRLGX with an annualized return of 4.29%, while TRLGX has yielded a comparatively higher 15.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AEMGX vs. TRLGX - Expense Ratio Comparison
AEMGX has a 1.49% expense ratio, which is higher than TRLGX's 0.55% expense ratio.
Risk-Adjusted Performance
AEMGX vs. TRLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Acadian Emerging Markets Portfolio (AEMGX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AEMGX vs. TRLGX - Dividend Comparison
AEMGX's dividend yield for the trailing twelve months is around 3.60%, more than TRLGX's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | 3.60% | 3.85% | 7.27% | 3.15% | 1.29% | 1.79% | 1.83% | 1.30% | 2.01% | 1.27% | 1.16% | 1.15% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 1.86% | 2.04% | 3.88% | 2.56% | 0.42% | 7.76% | 7.93% | 9.27% | 1.64% | 4.71% | 7.64% | 0.04% |
Drawdowns
AEMGX vs. TRLGX - Drawdown Comparison
The maximum AEMGX drawdown since its inception was -70.30%, which is greater than TRLGX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for AEMGX and TRLGX. For additional features, visit the drawdowns tool.
Volatility
AEMGX vs. TRLGX - Volatility Comparison
The current volatility for Acadian Emerging Markets Portfolio (AEMGX) is 4.16%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 5.42%. This indicates that AEMGX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.