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FOSCX vs. TPLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOSCX and TPLGX is 0.84, 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.


Performance

FOSCX vs. TPLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tributary Small Company Fund (FOSCX) and T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FOSCX:

-0.31

TPLGX:

0.69

Sortino Ratio

FOSCX:

-0.28

TPLGX:

1.09

Omega Ratio

FOSCX:

0.96

TPLGX:

1.15

Calmar Ratio

FOSCX:

-0.18

TPLGX:

0.76

Martin Ratio

FOSCX:

-0.57

TPLGX:

2.48

Ulcer Index

FOSCX:

12.31%

TPLGX:

6.89%

Daily Std Dev

FOSCX:

23.43%

TPLGX:

25.62%

Max Drawdown

FOSCX:

-61.57%

TPLGX:

-54.57%

Current Drawdown

FOSCX:

-27.49%

TPLGX:

-3.38%

Returns By Period

In the year-to-date period, FOSCX achieves a -5.65% return, which is significantly lower than TPLGX's 1.52% return. Over the past 10 years, FOSCX has underperformed TPLGX with an annualized return of 1.98%, while TPLGX has yielded a comparatively higher 14.21% annualized return.


FOSCX

YTD

-5.65%

1M

11.70%

6M

-14.21%

1Y

-7.17%

3Y*

-0.22%

5Y*

6.23%

10Y*

1.98%

TPLGX

YTD

1.52%

1M

17.80%

6M

3.04%

1Y

17.47%

3Y*

23.15%

5Y*

13.65%

10Y*

14.21%

*Annualized

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FOSCX vs. TPLGX - Expense Ratio Comparison

FOSCX has a 1.18% expense ratio, which is higher than TPLGX's 0.57% expense ratio.


Risk-Adjusted Performance

FOSCX vs. TPLGX — Risk-Adjusted Performance Rank

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

FOSCX
The Risk-Adjusted Performance Rank of FOSCX is 66
Overall Rank
The Sharpe Ratio Rank of FOSCX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FOSCX is 66
Sortino Ratio Rank
The Omega Ratio Rank of FOSCX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FOSCX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FOSCX is 66
Martin Ratio Rank

TPLGX
The Risk-Adjusted Performance Rank of TPLGX is 6767
Overall Rank
The Sharpe Ratio Rank of TPLGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TPLGX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of TPLGX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TPLGX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TPLGX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOSCX vs. TPLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tributary Small Company Fund (FOSCX) and T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX). 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.


The current FOSCX Sharpe Ratio is -0.31, which is lower than the TPLGX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FOSCX and TPLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FOSCX vs. TPLGX - Dividend Comparison

FOSCX has not paid dividends to shareholders, while TPLGX's dividend yield for the trailing twelve months is around 12.68%.


TTM20242023202220212020201920182017201620152014
FOSCX
Tributary Small Company Fund
0.00%0.00%0.19%0.01%0.00%0.02%0.00%0.00%0.00%0.23%0.17%0.03%
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
12.68%12.87%3.70%4.39%8.81%0.59%0.60%1.65%1.39%0.25%0.44%1.49%

Drawdowns

FOSCX vs. TPLGX - Drawdown Comparison

The maximum FOSCX drawdown since its inception was -61.57%, which is greater than TPLGX's maximum drawdown of -54.57%. Use the drawdown chart below to compare losses from any high point for FOSCX and TPLGX. For additional features, visit the drawdowns tool.


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Volatility

FOSCX vs. TPLGX - Volatility Comparison

The current volatility for Tributary Small Company Fund (FOSCX) is 6.01%, while T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) has a volatility of 7.00%. This indicates that FOSCX experiences smaller price fluctuations and is considered to be less risky than TPLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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