PRCPX vs. TRLGX
Compare and contrast key facts about T. Rowe Price Credit Opportunities Fund (PRCPX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
PRCPX is a passively managed fund by T. Rowe Price that tracks the performance of the Bloomberg US High-Yield 2% Issuer Capped Bond Index. It was launched on Apr 29, 2014. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Performance
PRCPX vs. TRLGX - Performance Comparison
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PRCPX vs. TRLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRCPX T. Rowe Price Credit Opportunities Fund | -0.13% | 14.80% | 7.46% | 14.90% | -10.50% | 6.36% | 5.55% | 13.77% | -1.44% | 6.80% |
TRLGX T. Rowe Price Large-Cap Growth Fund | -14.83% | 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, PRCPX achieves a -0.13% return, which is significantly higher than TRLGX's -14.83% return. Over the past 10 years, PRCPX has underperformed TRLGX with an annualized return of 6.83%, while TRLGX has yielded a comparatively higher 16.26% annualized return.
PRCPX
- 1D
- 0.13%
- 1M
- -1.62%
- YTD
- -0.13%
- 6M
- 3.02%
- 1Y
- 13.68%
- 3Y*
- 10.60%
- 5Y*
- 5.87%
- 10Y*
- 6.83%
TRLGX
- 1D
- -0.39%
- 1M
- -9.19%
- YTD
- -14.83%
- 6M
- -13.42%
- 1Y
- 8.66%
- 3Y*
- 20.81%
- 5Y*
- 9.15%
- 10Y*
- 16.26%
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PRCPX vs. TRLGX - Expense Ratio Comparison
PRCPX has a 0.81% expense ratio, which is higher than TRLGX's 0.55% expense ratio.
Return for Risk
PRCPX vs. TRLGX — Risk / Return Rank
PRCPX
TRLGX
PRCPX vs. TRLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Credit Opportunities Fund (PRCPX) 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.
| PRCPX | TRLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.47 | 0.40 | +3.07 |
Sortino ratioReturn per unit of downside risk | 5.52 | 0.74 | +4.78 |
Omega ratioGain probability vs. loss probability | 1.93 | 1.10 | +0.82 |
Calmar ratioReturn relative to maximum drawdown | 4.53 | 0.29 | +4.24 |
Martin ratioReturn relative to average drawdown | 21.08 | 0.96 | +20.11 |
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
| PRCPX | TRLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.47 | 0.40 | +3.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.41 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | 0.75 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.54 | +0.34 |
Correlation
The correlation between PRCPX and TRLGX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRCPX vs. TRLGX - Dividend Comparison
PRCPX's dividend yield for the trailing twelve months is around 12.89%, less than TRLGX's 16.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCPX T. Rowe Price Credit Opportunities Fund | 12.89% | 12.19% | 7.03% | 7.88% | 4.89% | 5.11% | 5.36% | 5.18% | 5.72% | 4.95% | 5.88% | 7.58% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 16.07% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
Drawdowns
PRCPX vs. TRLGX - Drawdown Comparison
The maximum PRCPX drawdown since its inception was -23.07%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PRCPX and TRLGX.
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Drawdown Indicators
| PRCPX | TRLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.07% | -55.56% | +32.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -18.18% | +15.15% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -40.44% | +26.10% |
Max Drawdown (10Y)Largest decline over 10 years | -23.07% | -40.44% | +17.37% |
Current DrawdownCurrent decline from peak | -1.74% | -18.18% | +16.44% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -8.71% | +5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 5.45% | -4.80% |
Volatility
PRCPX vs. TRLGX - Volatility Comparison
The current volatility for T. Rowe Price Credit Opportunities Fund (PRCPX) is 1.10%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 5.76%. This indicates that PRCPX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCPX | TRLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 5.76% | -4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 11.86% | -9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 21.86% | -17.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.79% | 22.34% | -17.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.45% | 21.69% | -16.24% |