FOSCX vs. TPLGX

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.

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

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.

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

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.

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.