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

Correlation

The correlation between PRGFX and TRBCX is 0.98, 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.


-0.50.00.51.01.0

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.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.03%
11.11%
PRGFX
TRBCX

Key characteristics

Sharpe Ratio

PRGFX:

1.94

TRBCX:

2.23

Sortino Ratio

PRGFX:

2.55

TRBCX:

2.90

Omega Ratio

PRGFX:

1.35

TRBCX:

1.41

Calmar Ratio

PRGFX:

0.97

TRBCX:

2.58

Martin Ratio

PRGFX:

9.72

TRBCX:

11.89

Ulcer Index

PRGFX:

3.38%

TRBCX:

3.30%

Daily Std Dev

PRGFX:

16.95%

TRBCX:

17.66%

Max Drawdown

PRGFX:

-57.19%

TRBCX:

-54.56%

Current Drawdown

PRGFX:

-9.59%

TRBCX:

-1.78%

Returns By Period

In the year-to-date period, PRGFX achieves a 32.66% return, which is significantly lower than TRBCX's 39.10% return. Over the past 10 years, PRGFX has underperformed TRBCX with an annualized return of 8.25%, while TRBCX has yielded a comparatively higher 15.11% annualized return.


PRGFX

YTD

32.66%

1M

3.41%

6M

11.66%

1Y

32.87%

5Y*

9.44%

10Y*

8.25%

TRBCX

YTD

39.10%

1M

3.60%

6M

12.85%

1Y

39.42%

5Y*

15.17%

10Y*

15.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRGFX vs. TRBCX - Expense Ratio Comparison

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


TRBCX
T. Rowe Price Blue Chip Growth Fund
Expense ratio chart for TRBCX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for PRGFX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PRGFX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.942.23
The chart of Sortino ratio for PRGFX, currently valued at 2.55, compared to the broader market-2.000.002.004.006.008.0010.002.552.90
The chart of Omega ratio for PRGFX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.41
The chart of Calmar ratio for PRGFX, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.0014.000.972.58
The chart of Martin ratio for PRGFX, currently valued at 9.72, compared to the broader market0.0020.0040.0060.009.7211.89
PRGFX
TRBCX

The current PRGFX Sharpe Ratio is 1.94, which is comparable to the TRBCX Sharpe Ratio of 2.23. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.94
2.23
PRGFX
TRBCX

Dividends

PRGFX vs. TRBCX - Dividend Comparison

PRGFX's dividend yield for the trailing twelve months is around 6.48%, less than TRBCX's 8.85% yield.


TTM20232022202120202019201820172016201520142013
PRGFX
T. Rowe Price Growth Stock Fund
6.48%0.00%0.00%0.00%0.00%0.19%0.19%0.26%0.08%0.00%0.00%0.04%
TRBCX
T. Rowe Price Blue Chip Growth Fund
8.85%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%0.00%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.59%
-1.78%
PRGFX
TRBCX

Volatility

PRGFX vs. TRBCX - Volatility Comparison

T. Rowe Price Growth Stock Fund (PRGFX) and T. Rowe Price Blue Chip Growth Fund (TRBCX) have volatilities of 4.80% and 4.91%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
4.91%
PRGFX
TRBCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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