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RUSG.L vs. TRLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RUSG.LTRLGX

Correlation

-0.50.00.51.00.5

The correlation between RUSG.L and TRLGX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

RUSG.L vs. TRLGX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.41%
17.22%
RUSG.L
TRLGX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RUSG.L vs. TRLGX - Expense Ratio Comparison

RUSG.L has a 0.19% expense ratio, which is lower than TRLGX's 0.55% expense ratio.


TRLGX
T. Rowe Price Large-Cap Growth Fund
Expense ratio chart for TRLGX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for RUSG.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

RUSG.L vs. TRLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) 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.


RUSG.L
Sharpe ratio
The chart of Sharpe ratio for RUSG.L, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Sortino ratio
The chart of Sortino ratio for RUSG.L, currently valued at 4.35, compared to the broader market0.005.0010.004.35
Omega ratio
The chart of Omega ratio for RUSG.L, currently valued at 1.75, compared to the broader market1.001.502.002.503.001.75
Calmar ratio
The chart of Calmar ratio for RUSG.L, currently valued at 4.70, compared to the broader market0.005.0010.0015.004.70
Martin ratio
The chart of Martin ratio for RUSG.L, currently valued at 23.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0023.05
TRLGX
Sharpe ratio
The chart of Sharpe ratio for TRLGX, currently valued at 2.30, compared to the broader market-2.000.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for TRLGX, currently valued at 3.06, compared to the broader market0.005.0010.003.06
Omega ratio
The chart of Omega ratio for TRLGX, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for TRLGX, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.78
Martin ratio
The chart of Martin ratio for TRLGX, currently valued at 13.77, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.77

RUSG.L vs. TRLGX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.94
2.30
RUSG.L
TRLGX

Dividends

RUSG.L vs. TRLGX - Dividend Comparison

Neither RUSG.L nor TRLGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RUSG.L
Lyxor Russell 1000 Growth UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%0.04%

Drawdowns

RUSG.L vs. TRLGX - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
RUSG.L
TRLGX

Volatility

RUSG.L vs. TRLGX - Volatility Comparison

The current volatility for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) is 0.00%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 4.72%. This indicates that RUSG.L 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.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
4.72%
RUSG.L
TRLGX