PRGFX vs. VLACX

In the year-to-date period, PRGFX achieves a 3.59% return, which is significantly higher than VLACX's 3.40% return. Over the past 10 years, PRGFX has underperformed VLACX with an annualized return of 7.82%, while VLACX has yielded a comparatively higher 13.61% annualized return.

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

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 current PRGFX Sharpe Ratio is 1.10, which is lower than the VLACX Sharpe Ratio of 1.98. 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.

PRGFX has not paid dividends to shareholders, while VLACX's dividend yield for the trailing twelve months is around 1.08%.

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.

T. Rowe Price Growth Stock Fund (PRGFX) has a higher volatility of 6.26% compared to Vanguard Large Cap Index Fund (VLACX) at 4.28%. 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.