TBCIX vs. PRDGX

Last updated Jun 5, 2026

TBCIX (T. Rowe Price Blue Chip Growth Fund I Class) and PRDGX (T. Rowe Price Dividend Growth Fund, Inc.) are both mutual funds - TBCIX is a Large Cap Growth Equities fund managed by T. Rowe Price, while PRDGX is a Large Cap Blend Equities fund managed by T. Rowe Price. Over the past 10 years, TBCIX returned 17.76%/yr vs 12.84%/yr for PRDGX. A 0.76 correlation means they provide meaningful diversification when combined. TBCIX charges 0.56%/yr vs 0.62%/yr for PRDGX.

Performance

TBCIX vs. PRDGX - Performance Comparison

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

Returns By Period

In the year-to-date period, TBCIX achieves a 4.07% return, which is significantly lower than PRDGX's 7.36% return. Over the past 10 years, TBCIX has outperformed PRDGX with an annualized return of 17.76%, while PRDGX has yielded a comparatively lower 12.84% annualized return.

TBCIX

• 1D: -1.40%
• 1M: 3.40%
• YTD: 4.07%
• 6M: 3.95%
• 1Y: 19.86%
• 3Y*: 28.39%
• 5Y*: 13.48%
• 10Y*: 17.76%

PRDGX

• 1D: -0.22%
• 1M: 2.42%
• YTD: 7.36%
• 6M: 7.63%
• 1Y: 17.05%
• 3Y*: 15.46%
• 5Y*: 9.91%
• 10Y*: 12.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TBCIX vs. PRDGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TBCIX T. Rowe Price Blue Chip Growth Fund I Class	4.07%	18.94%	48.73%	49.61%	-38.48%	18.30%	34.90%	30.30%	2.13%	36.68%
PRDGX T. Rowe Price Dividend Growth Fund, Inc.	7.36%	14.74%	13.48%	13.68%	-10.22%	26.03%	13.92%	31.76%	-1.06%	18.89%

Correlation

The correlation between TBCIX and PRDGX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.76

Over the past year, the correlation between TBCIX and PRDGX has dropped to 0.53 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

Return for Risk

TBCIX vs. PRDGX — Risk / Return Rank

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

TBCIX

TBCIX Risk / Return Rank: 17
TBCIX Sharpe Ratio Rank: 21
TBCIX Sortino Ratio Rank: 19
TBCIX Omega Ratio Rank: 19
TBCIX Calmar Ratio Rank: 13
TBCIX Martin Ratio Rank: 15

PRDGX

PRDGX Risk / Return Rank: 38
PRDGX Sharpe Ratio Rank: 36
PRDGX Sortino Ratio Rank: 36
PRDGX Omega Ratio Rank: 34
PRDGX Calmar Ratio Rank: 37
PRDGX Martin Ratio Rank: 45

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.

TBCIX vs. PRDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.

	TBCIX	PRDGX	Difference
Sharpe ratio: Return per unit of total volatility	1.32	1.75	-0.43
Sortino ratio: Return per unit of downside risk	1.87	2.50	-0.63
Omega ratio: Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio: Return relative to maximum drawdown	1.22	2.31	-1.09
Martin ratio: Return relative to average drawdown	4.11	9.45	-5.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TBCIX vs. PRDGX - Sharpe Ratio Comparison

The current TBCIX Sharpe Ratio is 1.32, which is comparable to the PRDGX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of TBCIX and PRDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TBCIX	PRDGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	1.75	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.71	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.81	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.66	+0.09

Drawdowns

TBCIX vs. PRDGX - Drawdown Comparison

The maximum TBCIX drawdown since its inception was -43.26%, smaller than the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for TBCIX and PRDGX.

Drawdown Indicators

	TBCIX	PRDGX	Difference
Max Drawdown Largest peak-to-trough decline	-43.26%	-49.79%	+6.53%
Max Drawdown (1Y) Largest decline over 1 year	-16.96%	-7.34%	-9.62%
Max Drawdown (3Y) Largest decline over 3 years	-23.06%	-14.15%	-8.91%
Max Drawdown (5Y) Largest decline over 5 years	-43.26%	-19.31%	-23.95%
Max Drawdown (10Y) Largest decline over 10 years	-43.26%	-33.18%	-10.08%
Current Drawdown Current decline from peak	-2.08%	-0.22%	-1.86%
Average Drawdown Average peak-to-trough decline	-8.07%	-5.42%	-2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	1.79%	+3.23%

Volatility

TBCIX vs. PRDGX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a higher volatility of 3.89% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 2.17%. This indicates that TBCIX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TBCIX	PRDGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	2.17%	+1.72%
Volatility (6M) Calculated over the trailing 6-month period	12.09%	7.49%	+4.60%
Volatility (1Y) Calculated over the trailing 1-year period	15.69%	9.72%	+5.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.91%	14.06%	+9.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.76%	15.88%	+6.88%

TBCIX vs. PRDGX - Expense Ratio Comparison

TBCIX has a 0.56% expense ratio, which is lower than PRDGX's 0.62% expense ratio.

Dividends

TBCIX vs. PRDGX - Dividend Comparison

TBCIX's dividend yield for the trailing twelve months is around 5.00%, less than PRDGX's 7.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRDGX T. Rowe Price Dividend Growth Fund, Inc.	7.54%	8.02%	4.66%	2.78%	3.81%	2.00%	1.03%	2.33%	3.67%	1.82%	3.07%	7.57%
TBCIX T. Rowe Price Blue Chip Growth Fund I Class	5.00%	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

Can I hold both TBCIX and PRDGX in my portfolio?

TBCIX and PRDGX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TBCIX or PRDGX?

TBCIX has higher volatility (3.89%) compared to PRDGX (2.17%). In terms of maximum drawdown, TBCIX dropped -43.26% vs PRDGX's -49.79%.

Which has better risk-adjusted returns?

PRDGX currently has the higher Sharpe Ratio (1.75 vs 1.32), 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.