PNAIX vs. TRBCX
PNAIX (T. Rowe Price All-Cap Opportunities Fund I Class) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both Large Cap Growth Equities funds from T. Rowe Price. Over the past 10 years, PNAIX returned 15.58%/yr vs 17.69%/yr for TRBCX. Their correlation of 0.94 suggests significant overlap in exposure. PNAIX charges 0.66%/yr vs 0.69%/yr for TRBCX.
Performance
PNAIX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, PNAIX achieves a 1.18% return, which is significantly lower than TRBCX's 5.48% return. Over the past 10 years, PNAIX has underperformed TRBCX with an annualized return of 15.58%, while TRBCX has yielded a comparatively higher 17.69% annualized return.
PNAIX
- 1D
- 0.18%
- 1M
- 3.87%
- YTD
- 1.18%
- 6M
- 0.75%
- 1Y
- 14.87%
- 3Y*
- 18.90%
- 5Y*
- 10.61%
- 10Y*
- 15.58%
TRBCX
- 1D
- -0.69%
- 1M
- 5.17%
- YTD
- 5.48%
- 6M
- 5.64%
- 1Y
- 22.08%
- 3Y*
- 28.80%
- 5Y*
- 13.81%
- 10Y*
- 17.69%
PNAIX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PNAIX T. Rowe Price All-Cap Opportunities Fund I Class | 1.18% | 16.53% | 25.43% | 29.18% | -21.25% | 20.76% | 44.92% | 35.66% | 1.40% | 20.15% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.48% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between PNAIX and TRBCX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.94 |
The correlation between PNAIX and TRBCX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
PNAIX vs. TRBCX — Risk / Return Rank
PNAIX
TRBCX
PNAIX vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price All-Cap Opportunities Fund I Class (PNAIX) 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.
| PNAIX | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.34 | -0.23 |
| Martin ratioReturn relative to average drawdown | 3.92 | 4.54 | -0.62 |
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
| PNAIX | TRBCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.37 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.58 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.78 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.60 | +0.18 |
Drawdowns
PNAIX vs. TRBCX - Drawdown Comparison
The maximum PNAIX drawdown since its inception was -30.49%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PNAIX and TRBCX.
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Drawdown Indicators
| PNAIX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.49% | -54.56% | +24.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.02% | -17.01% | +2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -23.08% | +4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -43.63% | +14.34% |
Max Drawdown (10Y)Largest decline over 10 years | -30.49% | -43.63% | +13.14% |
Current DrawdownCurrent decline from peak | -0.78% | -0.69% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -11.31% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 5.01% | -1.04% |
Volatility
PNAIX vs. TRBCX - Volatility Comparison
T. Rowe Price All-Cap Opportunities Fund I Class (PNAIX) and T. Rowe Price Blue Chip Growth Fund (TRBCX) have volatilities of 3.53% and 3.57%, 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.
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Volatility by Period
| PNAIX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.57% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 13.37% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 16.66% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 24.03% | -6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 22.79% | -3.63% |
PNAIX vs. TRBCX - Expense Ratio Comparison
PNAIX has a 0.66% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Dividends
PNAIX vs. TRBCX - Dividend Comparison
PNAIX's dividend yield for the trailing twelve months is around 8.43%, more than TRBCX's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PNAIX T. Rowe Price All-Cap Opportunities Fund I Class | 8.43% | 8.53% | 9.37% | 5.23% | 3.31% | 20.62% | 15.56% | 7.43% | 12.75% | 0.29% | 0.00% | 0.00% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 4.97% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
PNAIX and TRBCX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRBCX has higher volatility (3.57%) compared to PNAIX (3.53%). In terms of maximum drawdown, PNAIX dropped -30.49% vs TRBCX's -54.56%.
TRBCX currently has the higher Sharpe Ratio (1.37 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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