MMS vs. TRBCX

Last updated Apr 1, 2026

Compare and contrast key facts about Maximus, Inc. (MMS) and T. Rowe Price Blue Chip Growth Fund (TRBCX).

TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.

Performance

MMS vs. TRBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Maximus, Inc. (MMS) and T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

MMS vs. TRBCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MMS Maximus, Inc.	-25.41%	17.47%	-9.70%	16.01%	-6.39%	10.31%	-0.07%	15.90%	-8.53%	28.68%
TRBCX T. Rowe Price Blue Chip Growth Fund	-14.57%	18.78%	48.46%	49.42%	-38.57%	17.54%	34.73%	29.97%	2.00%	36.54%

Returns By Period

In the year-to-date period, MMS achieves a -25.41% return, which is significantly lower than TRBCX's -14.57% return. Over the past 10 years, MMS has underperformed TRBCX with an annualized return of 3.17%, while TRBCX has yielded a comparatively higher 15.42% annualized return.

MMS

• 1D: -1.43%
• 1M: -15.22%
• YTD: -25.41%
• 6M: -29.27%
• 1Y: -4.50%
• 3Y*: -5.18%
• 5Y*: -5.41%
• 10Y*: 3.17%

TRBCX

• 1D: -0.35%
• 1M: -8.85%
• YTD: -14.57%
• 6M: -12.81%
• 1Y: 11.69%
• 3Y*: 24.58%
• 5Y*: 10.10%
• 10Y*: 15.42%

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

Return for Risk

MMS vs. TRBCX — Risk / Return Rank

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

MMS

MMS Risk / Return Rank: 34
MMS Sharpe Ratio Rank: 35
MMS Sortino Ratio Rank: 31
MMS Omega Ratio Rank: 31
MMS Calmar Ratio Rank: 38
MMS Martin Ratio Rank: 35

TRBCX

TRBCX Risk / Return Rank: 20
TRBCX Sharpe Ratio Rank: 21
TRBCX Sortino Ratio Rank: 23
TRBCX Omega Ratio Rank: 23
TRBCX Calmar Ratio Rank: 17
TRBCX Martin Ratio Rank: 17

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.

MMS vs. TRBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Maximus, Inc. (MMS) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.

	MMS	TRBCX	Difference
Sharpe ratio Return per unit of total volatility	-0.13	0.51	-0.65
Sortino ratio Return per unit of downside risk	0.05	0.89	-0.85
Omega ratio Gain probability vs. loss probability	1.01	1.13	-0.12
Calmar ratio Return relative to maximum drawdown	-0.13	0.49	-0.62
Martin ratio Return relative to average drawdown	-0.40	1.72	-2.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MMS vs. TRBCX - Sharpe Ratio Comparison

The current MMS Sharpe Ratio is -0.13, which is lower than the TRBCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of MMS and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MMS	TRBCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	0.51	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.42	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.68	-0.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.57	-0.25

Correlation

The correlation between MMS and TRBCX is 0.44, 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

MMS vs. TRBCX - Dividend Comparison

MMS's dividend yield for the trailing twelve months is around 1.92%, less than TRBCX's 6.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MMS Maximus, Inc.	1.92%	1.39%	1.61%	1.36%	1.53%	1.41%	1.53%	1.38%	0.59%	0.25%	0.32%	0.32%
TRBCX T. Rowe Price Blue Chip Growth Fund	6.14%	5.25%	18.16%	3.49%	5.87%	9.38%	1.19%	0.36%	2.44%	2.94%	0.67%	3.26%

Drawdowns

MMS vs. TRBCX - Drawdown Comparison

The maximum MMS drawdown since its inception was -61.45%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for MMS and TRBCX.

Drawdown Indicators

	MMS	TRBCX	Difference
Max Drawdown Largest peak-to-trough decline	-61.45%	-54.56%	-6.89%
Max Drawdown (1Y) Largest decline over 1 year	-34.92%	-17.01%	-17.91%
Max Drawdown (5Y) Largest decline over 5 years	-40.40%	-43.63%	+3.23%
Max Drawdown (10Y) Largest decline over 10 years	-40.40%	-43.63%	+3.23%
Current Drawdown Current decline from peak	-34.92%	-17.01%	-17.91%
Average Drawdown Average peak-to-trough decline	-16.77%	-11.35%	-5.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.46%	4.86%	+6.60%

Volatility

MMS vs. TRBCX - Volatility Comparison

Maximus, Inc. (MMS) has a higher volatility of 8.78% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.58%. This indicates that MMS's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MMS	TRBCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.78%	5.58%	+3.20%
Volatility (6M) Calculated over the trailing 6-month period	27.21%	13.15%	+14.06%
Volatility (1Y) Calculated over the trailing 1-year period	33.75%	23.22%	+10.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.50%	24.00%	+3.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.67%	22.73%	+4.94%