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.
Performance
AEMGX vs. TRLGX - Performance Comparison
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AEMGX vs. TRLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | 3.14% | 27.51% | 13.91% | 22.67% | -20.09% | 6.96% | 10.35% | 18.01% | -18.67% | 37.64% |
TRLGX T. Rowe Price Large-Cap Growth Fund | -11.46% | 17.51% | 37.57% | 46.22% | -35.26% | 23.24% | 39.57% | 28.51% | 4.35% | 37.77% |
Returns By Period
In the year-to-date period, AEMGX achieves a 3.14% return, which is significantly higher than TRLGX's -11.46% return. Over the past 10 years, AEMGX has underperformed TRLGX with an annualized return of 9.57%, while TRLGX has yielded a comparatively higher 16.72% annualized return.
AEMGX
- 1D
- 2.73%
- 1M
- -10.07%
- YTD
- 3.14%
- 6M
- 6.83%
- 1Y
- 29.23%
- 3Y*
- 19.84%
- 5Y*
- 7.77%
- 10Y*
- 9.57%
TRLGX
- 1D
- 3.95%
- 1M
- -5.81%
- YTD
- -11.46%
- 6M
- -10.30%
- 1Y
- 12.15%
- 3Y*
- 22.38%
- 5Y*
- 9.59%
- 10Y*
- 16.72%
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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.
Return for Risk
AEMGX vs. TRLGX — Risk / Return Rank
AEMGX
TRLGX
AEMGX vs. TRLGX - Risk-Adjusted Trends 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.
| AEMGX | TRLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.59 | +1.09 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.02 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.14 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 0.55 | +1.53 |
Martin ratioReturn relative to average drawdown | 8.13 | 1.83 | +6.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEMGX | TRLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.59 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.43 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.77 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.55 | -0.16 |
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.
Dividends
AEMGX vs. TRLGX - Dividend Comparison
AEMGX's dividend yield for the trailing twelve months is around 4.17%, less than TRLGX's 15.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | 4.17% | 4.30% | 3.38% | 3.85% | 7.27% | 3.15% | 1.29% | 1.79% | 1.83% | 1.30% | 2.01% | 1.27% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 15.46% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
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.
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Drawdown Indicators
| AEMGX | TRLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.30% | -55.56% | -14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -18.18% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -40.44% | +6.20% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -40.44% | -0.92% |
Current DrawdownCurrent decline from peak | -11.85% | -14.94% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -19.20% | -8.71% | -10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 5.43% | -1.81% |
Volatility
AEMGX vs. TRLGX - Volatility Comparison
Acadian Emerging Markets Portfolio (AEMGX) has a higher volatility of 9.10% compared to T. Rowe Price Large-Cap Growth Fund (TRLGX) at 7.19%. This indicates that AEMGX's price experiences larger fluctuations and is considered to be riskier than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEMGX | TRLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 7.19% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 12.51% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 22.17% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 22.41% | -6.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 21.73% | -4.97% |