PRULX vs. TBCIX
PRULX (T. Rowe Price U.S. Treasury Long Term Index Fund) and TBCIX (T. Rowe Price Blue Chip Growth Fund I Class) are both mutual funds - PRULX is a Government Bonds fund managed by T. Rowe Price, while TBCIX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, PRULX returned -1.14%/yr vs 16.91%/yr for TBCIX. Their -0.07 correlation means they have often moved in opposite directions in the past. PRULX charges 0.29%/yr vs 0.56%/yr for TBCIX.
Performance
PRULX vs. TBCIX - Performance Comparison
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Returns By Period
In the year-to-date period, PRULX achieves a -3.51% return, which is significantly lower than TBCIX's 0.50% return. Over the past 10 years, PRULX has underperformed TBCIX with an annualized return of -1.14%, while TBCIX has yielded a comparatively higher 16.91% annualized return.
PRULX
- 1D
- 0.30%
- 1M
- -3.42%
- 6M
- -2.88%
- YTD
- -3.51%
- 1Y
- -0.82%
- 3Y*
- 0.42%
- 5Y*
- -7.37%
- 10Y*
- -1.14%
- ALL TIME*
- 4.98%
TBCIX
- 1D
- 2.30%
- 1M
- 1.35%
- 6M
- 4.25%
- YTD
- 0.50%
- 1Y
- 7.46%
- 3Y*
- 25.11%
- 5Y*
- 10.76%
- 10Y*
- 16.91%
- ALL TIME*
- 16.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRULX vs. TBCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | -3.51% | 6.69% | -5.71% | 2.90% | -30.45% | -5.22% | 18.34% | 22.58% | -1.86% | 8.23% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | 0.50% | 18.94% | 48.73% | 49.61% | -38.48% | 18.30% | 34.90% | 30.30% | 2.13% | 36.68% |
Correlation
The correlation between PRULX and TBCIX is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | -0.07 |
The correlation between PRULX and TBCIX shifts across timeframes, from -0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PRULX vs. TBCIX — Risk / Return Rank
PRULX
TBCIX
PRULX vs. TBCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRULX | TBCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.10 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.56 | -0.66 |
| Martin ratioReturn relative to average drawdown | -0.22 | 1.66 | -1.88 |
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Drawdowns
PRULX vs. TBCIX - Drawdown Comparison
The maximum PRULX drawdown since its inception was -47.40%, which is greater than TBCIX's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for PRULX and TBCIX.
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Drawdown Indicators
| PRULX | TBCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.40% | -43.26% | -4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -16.96% | +9.73% |
Max Drawdown (3Y)Largest decline over 3 years | -13.44% | -23.06% | +9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -42.35% | -43.26% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | -43.26% | -4.14% |
Current DrawdownCurrent decline from peak | -38.86% | -5.43% | -33.43% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -8.04% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 5.67% | -2.47% |
Volatility
PRULX vs. TBCIX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) is 2.27%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 6.51%. This indicates that PRULX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRULX | TBCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 6.51% | -4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 14.53% | -8.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.82% | 17.74% | -8.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 24.19% | -9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 22.87% | -8.95% |
PRULX vs. TBCIX - Expense Ratio Comparison
PRULX has a 0.29% expense ratio, which is lower than TBCIX's 0.56% expense ratio.
Dividends
PRULX vs. TBCIX - Dividend Comparison
PRULX's dividend yield for the trailing twelve months is around 5.18%, which matches TBCIX's 5.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | 5.18% | 5.21% | 4.88% | 3.84% | 2.07% | 1.72% | 20.34% | 16.60% | 2.62% | 2.48% | 4.65% | 5.09% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | 5.18% | 5.20% | 18.28% | 3.47% | 5.84% | 10.03% | 1.18% | 0.59% | 2.50% | 3.05% | 0.81% | 0.00% |
Frequently Asked Questions
PRULX and TBCIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TBCIX has higher volatility (6.51%) compared to PRULX (2.27%). In terms of maximum drawdown, PRULX dropped -47.40% vs TBCIX's -43.26%.
TBCIX currently has the higher Sharpe Ratio (0.53 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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