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RPIDX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPIDX vs. TRLGX - Performance Comparison

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

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RPIDX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RPIDX
T. Rowe Price Dynamic Credit Fund
0.63%13.01%7.39%4.72%-0.76%6.21%2.71%6.87%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-10.67%17.51%37.57%46.22%-35.26%23.24%39.57%23.53%

Returns By Period

In the year-to-date period, RPIDX achieves a 0.63% return, which is significantly higher than TRLGX's -10.67% return.


RPIDX

1D
-0.34%
1M
-0.80%
YTD
0.63%
6M
2.98%
1Y
10.90%
3Y*
7.98%
5Y*
4.92%
10Y*

TRLGX

1D
0.89%
1M
-4.12%
YTD
-10.67%
6M
-9.87%
1Y
12.27%
3Y*
22.74%
5Y*
9.79%
10Y*
16.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPIDX vs. TRLGX - Expense Ratio Comparison

RPIDX has a 0.63% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Return for Risk

RPIDX vs. TRLGX — Risk / Return Rank

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

RPIDX
RPIDX Risk / Return Rank: 9797
Overall Rank
RPIDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RPIDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RPIDX Omega Ratio Rank: 9797
Omega Ratio Rank
RPIDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RPIDX Martin Ratio Rank: 9797
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 1818
Overall Rank
TRLGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 1818
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.

RPIDX vs. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Credit Fund (RPIDX) 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.


RPIDXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

2.82

0.60

+2.22

Sortino ratio

Return per unit of downside risk

4.88

1.03

+3.85

Omega ratio

Gain probability vs. loss probability

1.69

1.14

+0.55

Calmar ratio

Return relative to maximum drawdown

4.09

0.77

+3.32

Martin ratio

Return relative to average drawdown

17.02

2.54

+14.48

RPIDX vs. TRLGX - Sharpe Ratio Comparison

The current RPIDX Sharpe Ratio is 2.82, which is higher than the TRLGX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RPIDX 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


RPIDXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

0.60

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.44

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.55

+0.61

Correlation

The correlation between RPIDX and TRLGX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RPIDX vs. TRLGX - Dividend Comparison

RPIDX's dividend yield for the trailing twelve months is around 12.78%, less than TRLGX's 15.33% yield.


TTM20252024202320222021202020192018201720162015
RPIDX
T. Rowe Price Dynamic Credit Fund
12.78%12.85%6.87%6.64%7.97%5.34%7.14%4.41%0.00%0.00%0.00%0.00%
TRLGX
T. Rowe Price Large-Cap Growth Fund
15.33%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

RPIDX vs. TRLGX - Drawdown Comparison

The maximum RPIDX drawdown since its inception was -19.95%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for RPIDX and TRLGX.


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Drawdown Indicators


RPIDXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.95%

-55.56%

+35.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-18.18%

+15.37%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

-40.44%

+33.13%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

Current Drawdown

Current decline from peak

-1.14%

-14.18%

+13.04%

Average Drawdown

Average peak-to-trough decline

-1.89%

-8.71%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

5.51%

-4.84%

Volatility

RPIDX vs. TRLGX - Volatility Comparison

The current volatility for T. Rowe Price Dynamic Credit Fund (RPIDX) is 0.94%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 7.25%. This indicates that RPIDX 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.


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Volatility by Period


RPIDXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

7.25%

-6.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

12.53%

-9.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

22.18%

-18.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

22.40%

-18.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

21.72%

-16.88%