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

Correlation

The correlation between PRGFX and VLACX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

PRGFX vs. VLACX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
297.45%
637.96%
PRGFX
VLACX

Key characteristics

Sharpe Ratio

PRGFX:

0.14

VLACX:

0.57

Sortino Ratio

PRGFX:

0.37

VLACX:

0.92

Omega Ratio

PRGFX:

1.05

VLACX:

1.13

Calmar Ratio

PRGFX:

0.11

VLACX:

0.58

Martin Ratio

PRGFX:

0.41

VLACX:

2.41

Ulcer Index

PRGFX:

8.78%

VLACX:

4.60%

Daily Std Dev

PRGFX:

24.93%

VLACX:

19.61%

Max Drawdown

PRGFX:

-57.19%

VLACX:

-54.82%

Current Drawdown

PRGFX:

-25.29%

VLACX:

-10.67%

Returns By Period

In the year-to-date period, PRGFX achieves a -9.98% return, which is significantly lower than VLACX's -6.38% return. Over the past 10 years, PRGFX has underperformed VLACX with an annualized return of 5.41%, while VLACX has yielded a comparatively higher 11.80% annualized return.


PRGFX

YTD

-9.98%

1M

-5.93%

6M

-11.86%

1Y

1.55%

5Y*

6.54%

10Y*

5.41%

VLACX

YTD

-6.38%

1M

-4.99%

6M

-4.79%

1Y

9.76%

5Y*

15.64%

10Y*

11.80%

*Annualized

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PRGFX vs. VLACX - Expense Ratio Comparison

PRGFX has a 0.63% expense ratio, which is higher than VLACX's 0.17% expense ratio.


Expense ratio chart for PRGFX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRGFX: 0.63%
Expense ratio chart for VLACX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VLACX: 0.17%

Risk-Adjusted Performance

PRGFX vs. VLACX — 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 3535
Overall Rank
The Sharpe Ratio Rank of PRGFX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGFX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PRGFX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of PRGFX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PRGFX is 3333
Martin Ratio Rank

VLACX
The Risk-Adjusted Performance Rank of VLACX is 6464
Overall Rank
The Sharpe Ratio Rank of VLACX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VLACX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VLACX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VLACX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VLACX is 6565
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. VLACX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock Fund (PRGFX) and Vanguard Large Cap Index Fund (VLACX). 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 chart of Sharpe ratio for PRGFX, currently valued at 0.11, compared to the broader market-1.000.001.002.003.00
PRGFX: 0.11
VLACX: 0.57
The chart of Sortino ratio for PRGFX, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.00
PRGFX: 0.32
VLACX: 0.92
The chart of Omega ratio for PRGFX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
PRGFX: 1.04
VLACX: 1.13
The chart of Calmar ratio for PRGFX, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.00
PRGFX: 0.08
VLACX: 0.58
The chart of Martin ratio for PRGFX, currently valued at 0.30, compared to the broader market0.0010.0020.0030.0040.0050.00
PRGFX: 0.30
VLACX: 2.41

The current PRGFX Sharpe Ratio is 0.14, which is lower than the VLACX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PRGFX and VLACX, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.11
0.57
PRGFX
VLACX

Dividends

PRGFX vs. VLACX - Dividend Comparison

PRGFX has not paid dividends to shareholders, while VLACX's dividend yield for the trailing twelve months is around 1.22%.


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%
VLACX
Vanguard Large Cap Index Fund
1.22%1.12%1.30%1.51%1.07%1.35%1.72%1.95%1.64%1.87%1.84%1.63%

Drawdowns

PRGFX vs. VLACX - Drawdown Comparison

The maximum PRGFX drawdown since its inception was -57.19%, roughly equal to the maximum VLACX drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for PRGFX and VLACX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.29%
-10.67%
PRGFX
VLACX

Volatility

PRGFX vs. VLACX - Volatility Comparison

T. Rowe Price Growth Stock Fund (PRGFX) has a higher volatility of 15.84% compared to Vanguard Large Cap Index Fund (VLACX) at 14.32%. This indicates that PRGFX's price experiences larger fluctuations and is considered to be riskier than VLACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.84%
14.32%
PRGFX
VLACX