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TBCIX vs. PRULX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBCIX vs. PRULX - 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 U.S. Treasury Long Term Index Fund (PRULX). The values are adjusted to include any dividend payments, if applicable.

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TBCIX vs. PRULX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-11.20%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%
PRULX
T. Rowe Price U.S. Treasury Long Term Index Fund
-0.63%8.43%-6.61%2.91%-30.45%-5.22%18.34%22.58%-1.86%8.23%

Returns By Period

In the year-to-date period, TBCIX achieves a -11.20% return, which is significantly lower than PRULX's -0.63% return. Over the past 10 years, TBCIX has outperformed PRULX with an annualized return of 16.10%, while PRULX has yielded a comparatively lower -0.21% annualized return.


TBCIX

1D
3.90%
1M
-5.46%
YTD
-11.20%
6M
-9.94%
1Y
15.19%
3Y*
26.37%
5Y*
10.79%
10Y*
16.10%

PRULX

1D
-0.14%
1M
-3.54%
YTD
-0.63%
6M
0.07%
1Y
2.27%
3Y*
-0.96%
5Y*
-4.91%
10Y*
-0.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBCIX vs. PRULX - Expense Ratio Comparison

TBCIX has a 0.56% expense ratio, which is higher than PRULX's 0.29% expense ratio.


Return for Risk

TBCIX vs. PRULX — Risk / Return Rank

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

TBCIX
TBCIX Risk / Return Rank: 2929
Overall Rank
TBCIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 3131
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 2424
Martin Ratio Rank

PRULX
PRULX Risk / Return Rank: 1010
Overall Rank
PRULX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PRULX Sortino Ratio Rank: 99
Sortino Ratio Rank
PRULX Omega Ratio Rank: 88
Omega Ratio Rank
PRULX Calmar Ratio Rank: 1212
Calmar Ratio Rank
PRULX Martin Ratio Rank: 1010
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.

TBCIX vs. PRULX - 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 U.S. Treasury Long Term Index Fund (PRULX). 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.


TBCIXPRULXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.28

+0.43

Sortino ratio

Return per unit of downside risk

1.21

0.45

+0.75

Omega ratio

Gain probability vs. loss probability

1.17

1.06

+0.11

Calmar ratio

Return relative to maximum drawdown

0.78

0.36

+0.42

Martin ratio

Return relative to average drawdown

2.71

0.86

+1.84

TBCIX vs. PRULX - Sharpe Ratio Comparison

The current TBCIX Sharpe Ratio is 0.72, which is higher than the PRULX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of TBCIX and PRULX, 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


TBCIXPRULXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.28

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

-0.34

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

-0.02

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.45

+0.23

Correlation

The correlation between TBCIX and PRULX is -0.08. 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

TBCIX vs. PRULX - Dividend Comparison

TBCIX's dividend yield for the trailing twelve months is around 5.86%, less than PRULX's 6.91% yield.


TTM20252024202320222021202020192018201720162015
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
5.86%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%
PRULX
T. Rowe Price U.S. Treasury Long Term Index Fund
6.91%6.83%3.89%3.84%2.07%1.72%20.34%16.60%2.62%2.48%4.65%5.09%

Drawdowns

TBCIX vs. PRULX - Drawdown Comparison

The maximum TBCIX drawdown since its inception was -43.26%, smaller than the maximum PRULX drawdown of -47.40%. Use the drawdown chart below to compare losses from any high point for TBCIX and PRULX.


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Drawdown Indicators


TBCIXPRULXDifference

Max Drawdown

Largest peak-to-trough decline

-43.26%

-47.40%

+4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-16.96%

-8.46%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

-42.35%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.26%

-47.40%

+4.14%

Current Drawdown

Current decline from peak

-13.72%

-36.62%

+22.90%

Average Drawdown

Average peak-to-trough decline

-8.15%

-9.24%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

3.48%

+1.38%

Volatility

TBCIX vs. PRULX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a higher volatility of 7.01% compared to T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) at 3.49%. This indicates that TBCIX's price experiences larger fluctuations and is considered to be riskier than PRULX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBCIXPRULXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

3.49%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

6.39%

+6.01%

Volatility (1Y)

Calculated over the trailing 1-year period

22.77%

10.79%

+11.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.94%

14.68%

+9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

14.00%

+8.73%