PRULX vs. TRLGX
PRULX (T. Rowe Price U.S. Treasury Long Term Index Fund) and TRLGX (T. Rowe Price Large-Cap Growth Fund) are both mutual funds - PRULX is a Government Bonds fund managed by T. Rowe Price, while TRLGX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, PRULX returned -1.14%/yr vs 17.76%/yr for TRLGX. Their -0.22 correlation means they have often moved in opposite directions in the past. PRULX charges 0.29%/yr vs 0.55%/yr for TRLGX.
Performance
PRULX vs. TRLGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRULX achieves a -3.51% return, which is significantly lower than TRLGX's 3.18% return. Over the past 10 years, PRULX has underperformed TRLGX with an annualized return of -1.14%, while TRLGX has yielded a comparatively higher 17.76% 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%
TRLGX
- 1D
- 2.32%
- 1M
- 1.79%
- 6M
- 8.50%
- YTD
- 3.18%
- 1Y
- 10.65%
- 3Y*
- 22.71%
- 5Y*
- 10.26%
- 10Y*
- 17.76%
- ALL TIME*
- 12.35%
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. TRLGX - 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 3.18% | 17.51% | 37.57% | 46.22% | -35.26% | 23.24% | 39.57% | 28.51% | 4.35% | 37.77% |
Correlation
The correlation between PRULX and TRLGX is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2001 | -0.22 |
The correlation between PRULX and TRLGX shifts across timeframes, from -0.22 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRULX vs. TRLGX — Risk / Return Rank
PRULX
TRLGX
PRULX vs. TRLGX - 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 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.
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 | TRLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.14 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.70 | -0.80 |
| Martin ratioReturn relative to average drawdown | -0.22 | 2.09 | -2.30 |
Loading charts...
Drawdowns
PRULX vs. TRLGX - Drawdown Comparison
The maximum PRULX drawdown since its inception was -47.40%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PRULX and TRLGX.
Loading charts...
Drawdown Indicators
| PRULX | TRLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.40% | -55.56% | +8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -18.18% | +10.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.44% | -21.17% | +7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -42.35% | -40.44% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | -40.44% | -6.96% |
Current DrawdownCurrent decline from peak | -38.86% | -2.73% | -36.13% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -8.65% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 6.10% | -2.90% |
Volatility
PRULX vs. TRLGX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) is 2.27%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 5.64%. This indicates that PRULX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRULX | TRLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 5.64% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 14.18% | -7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.82% | 17.27% | -8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 22.60% | -8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 21.82% | -7.90% |
PRULX vs. TRLGX - Expense Ratio Comparison
PRULX has a 0.29% expense ratio, which is lower than TRLGX's 0.55% expense ratio.
Dividends
PRULX vs. TRLGX - Dividend Comparison
PRULX's dividend yield for the trailing twelve months is around 5.18%, less than TRLGX's 13.27% 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 13.27% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
Frequently Asked Questions
PRULX and TRLGX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRLGX has higher volatility (5.64%) compared to PRULX (2.27%). In terms of maximum drawdown, PRULX dropped -47.40% vs TRLGX's -55.56%.
TRLGX currently has the higher Sharpe Ratio (0.74 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.
Find the right allocation for PRULX and TRLGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer