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PRUFX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRUFX vs. TRLGX - Performance Comparison

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

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PRUFX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRUFX
T. Rowe Price Growth Stock I
-11.21%15.79%38.50%45.49%-40.03%20.01%37.08%31.83%-0.90%33.79%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-11.46%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRUFX having a -11.21% return and TRLGX slightly lower at -11.46%. Over the past 10 years, PRUFX has underperformed TRLGX with an annualized return of 14.29%, while TRLGX has yielded a comparatively higher 16.72% annualized return.


PRUFX

1D
3.80%
1M
-5.66%
YTD
-11.21%
6M
-10.81%
1Y
12.81%
3Y*
21.26%
5Y*
7.38%
10Y*
14.29%

TRLGX

1D
3.95%
1M
-5.81%
YTD
-11.46%
6M
-10.30%
1Y
12.15%
3Y*
22.38%
5Y*
9.59%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRUFX vs. TRLGX - Expense Ratio Comparison

PRUFX has a 0.52% expense ratio, which is lower than TRLGX's 0.55% expense ratio.


Return for Risk

PRUFX vs. TRLGX — Risk / Return Rank

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

PRUFX
PRUFX Risk / Return Rank: 2020
Overall Rank
PRUFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PRUFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PRUFX Omega Ratio Rank: 2121
Omega Ratio Rank
PRUFX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRUFX Martin Ratio Rank: 1919
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 2121
Overall Rank
TRLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRUFX vs. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock I (PRUFX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.


PRUFXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.59

+0.03

Sortino ratio

Return per unit of downside risk

1.05

1.02

+0.03

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.75

0.55

+0.20

Martin ratio

Return relative to average drawdown

2.53

1.83

+0.70

PRUFX vs. TRLGX - Sharpe Ratio Comparison

The current PRUFX Sharpe Ratio is 0.62, which is comparable to the TRLGX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PRUFX and TRLGX, 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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Sharpe Ratios by Period


PRUFXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.59

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.43

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.77

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.55

+0.07

Correlation

The correlation between PRUFX and TRLGX is 0.99, 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.


Dividends

PRUFX vs. TRLGX - Dividend Comparison

PRUFX's dividend yield for the trailing twelve months is around 15.20%, less than TRLGX's 15.46% yield.


TTM20252024202320222021202020192018201720162015
PRUFX
T. Rowe Price Growth Stock I
15.20%13.50%13.20%3.33%3.54%9.50%3.64%2.52%9.26%13.72%2.38%0.00%
TRLGX
T. Rowe Price Large-Cap Growth Fund
15.46%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

PRUFX vs. TRLGX - Drawdown Comparison

The maximum PRUFX drawdown since its inception was -46.35%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PRUFX and TRLGX.


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Drawdown Indicators


PRUFXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-46.35%

-55.56%

+9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-18.18%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-46.35%

-40.44%

-5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-46.35%

-40.44%

-5.91%

Current Drawdown

Current decline from peak

-14.85%

-14.94%

+0.09%

Average Drawdown

Average peak-to-trough decline

-9.66%

-8.71%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

5.43%

-0.11%

Volatility

PRUFX vs. TRLGX - Volatility Comparison

T. Rowe Price Growth Stock I (PRUFX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 6.85% and 7.19%, 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.


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Volatility by Period


PRUFXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

7.19%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

12.51%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.94%

22.17%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.10%

22.41%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

21.73%

+0.32%