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PRXAX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRXAX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price GNMA Fund Class I (PRXAX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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PRXAX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRXAX
T. Rowe Price GNMA Fund Class I
0.04%7.72%1.15%4.79%-11.41%-2.07%4.34%5.29%0.58%0.82%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-14.54%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%17.94%

Returns By Period

In the year-to-date period, PRXAX achieves a 0.04% return, which is significantly higher than TBCIX's -14.54% return.


PRXAX

1D
0.61%
1M
-2.03%
YTD
0.04%
6M
1.53%
1Y
4.76%
3Y*
3.58%
5Y*
-0.02%
10Y*

TBCIX

1D
-0.35%
1M
-8.84%
YTD
-14.54%
6M
-12.75%
1Y
11.84%
3Y*
24.77%
5Y*
10.38%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRXAX vs. TBCIX - Expense Ratio Comparison

PRXAX has a 0.41% expense ratio, which is lower than TBCIX's 0.56% expense ratio.


Return for Risk

PRXAX vs. TBCIX — Risk / Return Rank

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

PRXAX
PRXAX Risk / Return Rank: 5858
Overall Rank
PRXAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PRXAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PRXAX Omega Ratio Rank: 4343
Omega Ratio Rank
PRXAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PRXAX Martin Ratio Rank: 5454
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2121
Overall Rank
TBCIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 2424
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TBCIX 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.

PRXAX vs. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price GNMA Fund Class I (PRXAX) 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.


PRXAXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.54

+0.54

Sortino ratio

Return per unit of downside risk

1.56

0.94

+0.62

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.85

0.50

+1.35

Martin ratio

Return relative to average drawdown

5.30

1.75

+3.55

PRXAX vs. TBCIX - Sharpe Ratio Comparison

The current PRXAX Sharpe Ratio is 1.08, which is higher than the TBCIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PRXAX and TBCIX, 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


PRXAXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.54

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.44

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.66

-0.44

Correlation

The correlation between PRXAX and TBCIX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRXAX vs. TBCIX - Dividend Comparison

PRXAX's dividend yield for the trailing twelve months is around 3.65%, less than TBCIX's 6.09% yield.


TTM2025202420232022202120202019201820172016
PRXAX
T. Rowe Price GNMA Fund Class I
3.65%3.92%3.78%2.77%1.56%0.70%1.56%2.48%2.89%2.13%0.00%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
6.09%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%

Drawdowns

PRXAX vs. TBCIX - Drawdown Comparison

The maximum PRXAX drawdown since its inception was -18.04%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for PRXAX and TBCIX.


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Drawdown Indicators


PRXAXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-43.26%

+25.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-16.96%

+13.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.44%

-43.26%

+25.82%

Max Drawdown (10Y)

Largest decline over 10 years

-43.26%

Current Drawdown

Current decline from peak

-2.03%

-16.96%

+14.93%

Average Drawdown

Average peak-to-trough decline

-4.40%

-8.15%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

4.87%

-3.79%

Volatility

PRXAX vs. TBCIX - Volatility Comparison

The current volatility for T. Rowe Price GNMA Fund Class I (PRXAX) is 1.95%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 5.58%. This indicates that PRXAX 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


PRXAXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

5.58%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

11.76%

-8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.86%

22.49%

-17.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

23.88%

-17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

22.69%

-17.72%