TBCIX vs. SCHG
Compare and contrast key facts about T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TBCIX is managed by T. Rowe Price. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TBCIX or SCHG.
Key characteristics
| TBCIX | SCHG | |
|---|---|---|
| YTD Return | 36.06% | 34.22% |
| 1Y Return | 42.59% | 47.39% |
| 3Y Return (Ann) | 0.38% | 11.12% |
| 5Y Return (Ann) | 11.70% | 21.10% |
| Sharpe Ratio | 2.37 | 2.71 |
| Sortino Ratio | 3.11 | 3.48 |
| Omega Ratio | 1.43 | 1.49 |
| Calmar Ratio | 1.37 | 3.74 |
| Martin Ratio | 12.57 | 14.90 |
| Ulcer Index | 3.30% | 3.10% |
| Daily Std Dev | 17.47% | 17.06% |
| Max Drawdown | -50.64% | -34.59% |
| Current Drawdown | -0.69% | 0.00% |
Correlation
The correlation between TBCIX and SCHG is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TBCIX vs. SCHG - Performance Comparison
In the year-to-date period, TBCIX achieves a 36.06% return, which is significantly higher than SCHG's 34.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TBCIX vs. SCHG - Expense Ratio Comparison
TBCIX has a 0.56% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
TBCIX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
TBCIX vs. SCHG - Dividend Comparison
TBCIX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.06% | 2.64% | 0.21% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TBCIX vs. SCHG - Drawdown Comparison
The maximum TBCIX drawdown since its inception was -50.64%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TBCIX and SCHG. For additional features, visit the drawdowns tool.
Volatility
TBCIX vs. SCHG - Volatility Comparison
The current volatility for T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) is 4.93%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.35%. This indicates that TBCIX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.