PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRGFX vs. VLACX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRGFX and VLACX is 0.93, 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.


-0.50.00.51.00.9

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.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.03%
9.90%
PRGFX
VLACX

Key characteristics

Sharpe Ratio

PRGFX:

1.94

VLACX:

2.16

Sortino Ratio

PRGFX:

2.55

VLACX:

2.87

Omega Ratio

PRGFX:

1.35

VLACX:

1.40

Calmar Ratio

PRGFX:

0.97

VLACX:

3.18

Martin Ratio

PRGFX:

9.72

VLACX:

14.03

Ulcer Index

PRGFX:

3.38%

VLACX:

1.94%

Daily Std Dev

PRGFX:

16.95%

VLACX:

12.64%

Max Drawdown

PRGFX:

-57.19%

VLACX:

-54.82%

Current Drawdown

PRGFX:

-9.59%

VLACX:

-2.28%

Returns By Period

In the year-to-date period, PRGFX achieves a 32.66% return, which is significantly higher than VLACX's 26.60% return. Over the past 10 years, PRGFX has underperformed VLACX with an annualized return of 8.25%, while VLACX has yielded a comparatively higher 12.89% annualized return.


PRGFX

YTD

32.66%

1M

3.41%

6M

11.66%

1Y

32.87%

5Y*

9.44%

10Y*

8.25%

VLACX

YTD

26.60%

1M

-0.11%

6M

10.35%

1Y

27.03%

5Y*

14.73%

10Y*

12.89%

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. VLACX - Expense Ratio Comparison

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


PRGFX
T. Rowe Price Growth Stock Fund
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%
Expense ratio chart for VLACX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PRGFX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.942.16
The chart of Sortino ratio for PRGFX, currently valued at 2.55, compared to the broader market-2.000.002.004.006.008.0010.002.552.87
The chart of Omega ratio for PRGFX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.40
The chart of Calmar ratio for PRGFX, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.0014.000.973.18
The chart of Martin ratio for PRGFX, currently valued at 9.72, compared to the broader market0.0020.0040.0060.009.7214.03
PRGFX
VLACX

The current PRGFX Sharpe Ratio is 1.94, which is comparable to the VLACX Sharpe Ratio of 2.16. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.94
2.16
PRGFX
VLACX

Dividends

PRGFX vs. VLACX - Dividend Comparison

PRGFX's dividend yield for the trailing twelve months is around 6.48%, more than VLACX's 0.82% 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%
VLACX
Vanguard Large Cap Index Fund
0.82%1.30%1.51%1.07%1.35%1.72%1.95%1.64%1.87%1.84%1.63%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.59%
-2.28%
PRGFX
VLACX

Volatility

PRGFX vs. VLACX - Volatility Comparison

T. Rowe Price Growth Stock Fund (PRGFX) has a higher volatility of 4.80% compared to Vanguard Large Cap Index Fund (VLACX) at 3.88%. 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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
3.88%
PRGFX
VLACX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab