PortfoliosLab logoPortfoliosLab logo
AWGIX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWGIX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas All Cap Growth Fund (AWGIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AWGIX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWGIX
CIBC Atlas All Cap Growth Fund
-8.76%6.07%13.44%35.47%-29.76%25.42%29.80%36.12%2.01%19.10%
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, AWGIX achieves a -8.76% return, which is significantly higher than TRLGX's -11.46% return. Over the past 10 years, AWGIX has underperformed TRLGX with an annualized return of 10.52%, while TRLGX has yielded a comparatively higher 16.72% annualized return.


AWGIX

1D
3.88%
1M
-7.27%
YTD
-8.76%
6M
-10.64%
1Y
3.21%
3Y*
12.12%
5Y*
5.18%
10Y*
10.52%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AWGIX vs. TRLGX - Expense Ratio Comparison

AWGIX has a 0.96% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Return for Risk

AWGIX vs. TRLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWGIX
AWGIX Risk / Return Rank: 99
Overall Rank
AWGIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AWGIX Sortino Ratio Rank: 88
Sortino Ratio Rank
AWGIX Omega Ratio Rank: 88
Omega Ratio Rank
AWGIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
AWGIX Martin Ratio Rank: 1010
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 2121
Overall Rank
TRLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1717
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.

AWGIX vs. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas All Cap Growth Fund (AWGIX) 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.


AWGIXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.59

-0.39

Sortino ratio

Return per unit of downside risk

0.43

1.02

-0.59

Omega ratio

Gain probability vs. loss probability

1.06

1.14

-0.08

Calmar ratio

Return relative to maximum drawdown

0.24

0.55

-0.31

Martin ratio

Return relative to average drawdown

0.78

1.83

-1.05

AWGIX vs. TRLGX - Sharpe Ratio Comparison

The current AWGIX Sharpe Ratio is 0.20, which is lower than the TRLGX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of AWGIX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AWGIXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.59

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.43

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.55

-0.25

Correlation

The correlation between AWGIX and TRLGX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AWGIX vs. TRLGX - Dividend Comparison

AWGIX's dividend yield for the trailing twelve months is around 6.18%, less than TRLGX's 15.46% yield.


TTM20252024202320222021202020192018201720162015
AWGIX
CIBC Atlas All Cap Growth Fund
6.18%5.64%2.60%1.17%6.87%11.20%7.87%10.11%20.24%0.00%0.00%0.00%
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

AWGIX vs. TRLGX - Drawdown Comparison

The maximum AWGIX drawdown since its inception was -52.83%, roughly equal to the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for AWGIX and TRLGX.


Loading graphics...

Drawdown Indicators


AWGIXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-52.83%

-55.56%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.32%

-18.18%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-40.44%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-40.44%

+5.97%

Current Drawdown

Current decline from peak

-16.99%

-14.94%

-2.05%

Average Drawdown

Average peak-to-trough decline

-12.43%

-8.71%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

5.43%

-0.21%

Volatility

AWGIX vs. TRLGX - Volatility Comparison

CIBC Atlas All Cap Growth Fund (AWGIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 7.20% and 7.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AWGIXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

7.19%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

12.51%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

20.86%

22.17%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.39%

22.41%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.04%

21.73%

-0.69%