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PRGFX vs. TRBCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRGFX and TRBCX is 0.92, 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

PRGFX vs. TRBCX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PRGFX:

0.32

TRBCX:

0.72

Sortino Ratio

PRGFX:

0.60

TRBCX:

1.15

Omega Ratio

PRGFX:

1.09

TRBCX:

1.16

Calmar Ratio

PRGFX:

0.24

TRBCX:

0.80

Martin Ratio

PRGFX:

0.82

TRBCX:

2.64

Ulcer Index

PRGFX:

9.48%

TRBCX:

6.91%

Daily Std Dev

PRGFX:

25.10%

TRBCX:

25.61%

Max Drawdown

PRGFX:

-57.19%

TRBCX:

-54.56%

Current Drawdown

PRGFX:

-18.18%

TRBCX:

-4.74%

Returns By Period

In the year-to-date period, PRGFX achieves a -1.42% return, which is significantly lower than TRBCX's 0.09% return. Over the past 10 years, PRGFX has underperformed TRBCX with an annualized return of 6.39%, while TRBCX has yielded a comparatively higher 14.06% annualized return.


PRGFX

YTD

-1.42%

1M

12.20%

6M

-7.62%

1Y

7.89%

5Y*

7.66%

10Y*

6.39%

TRBCX

YTD

0.09%

1M

12.69%

6M

-0.57%

1Y

18.28%

5Y*

14.43%

10Y*

14.06%

*Annualized

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PRGFX vs. TRBCX - Expense Ratio Comparison

PRGFX has a 0.63% expense ratio, which is lower than TRBCX's 0.69% expense ratio.


Risk-Adjusted Performance

PRGFX vs. TRBCX — Risk-Adjusted Performance Rank

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

PRGFX
The Risk-Adjusted Performance Rank of PRGFX is 3737
Overall Rank
The Sharpe Ratio Rank of PRGFX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGFX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PRGFX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PRGFX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PRGFX is 3434
Martin Ratio Rank

TRBCX
The Risk-Adjusted Performance Rank of TRBCX is 7070
Overall Rank
The Sharpe Ratio Rank of TRBCX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBCX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TRBCX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TRBCX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TRBCX is 6767
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.

PRGFX vs. TRBCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock Fund (PRGFX) 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.


The current PRGFX Sharpe Ratio is 0.32, which is lower than the TRBCX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRGFX 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.


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Dividends

PRGFX vs. TRBCX - Dividend Comparison

PRGFX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 9.07%.


TTM20242023202220212020201920182017201620152014
PRGFX
T. Rowe Price Growth Stock Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.19%0.26%0.08%0.00%0.00%
TRBCX
T. Rowe Price Blue Chip Growth Fund
9.07%9.08%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%

Drawdowns

PRGFX vs. TRBCX - Drawdown Comparison

The maximum PRGFX drawdown since its inception was -57.19%, roughly equal to the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PRGFX and TRBCX. For additional features, visit the drawdowns tool.


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Volatility

PRGFX vs. TRBCX - Volatility Comparison

The current volatility for T. Rowe Price Growth Stock Fund (PRGFX) is 7.36%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 7.98%. This indicates that PRGFX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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