TBCIX vs. SPY
Compare and contrast key facts about T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) and SPDR S&P 500 ETF (SPY).
TBCIX is managed by T. Rowe Price. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TBCIX or SPY.
Key characteristics
| TBCIX | SPY | |
|---|---|---|
| YTD Return | 36.04% | 27.16% |
| 1Y Return | 39.80% | 37.73% |
| 3Y Return (Ann) | 0.15% | 10.28% |
| 5Y Return (Ann) | 11.66% | 15.97% |
| Sharpe Ratio | 2.44 | 3.25 |
| Sortino Ratio | 3.19 | 4.32 |
| Omega Ratio | 1.44 | 1.61 |
| Calmar Ratio | 1.47 | 4.74 |
| Martin Ratio | 12.90 | 21.51 |
| Ulcer Index | 3.30% | 1.85% |
| Daily Std Dev | 17.38% | 12.20% |
| Max Drawdown | -50.64% | -55.19% |
| Current Drawdown | -0.70% | 0.00% |
Correlation
The correlation between TBCIX and SPY is 0.90, 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. SPY - Performance Comparison
In the year-to-date period, TBCIX achieves a 36.04% return, which is significantly higher than SPY's 27.16% 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. SPY - Expense Ratio Comparison
TBCIX has a 0.56% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
TBCIX vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
TBCIX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.
| 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
TBCIX vs. SPY - Drawdown Comparison
The maximum TBCIX drawdown since its inception was -50.64%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TBCIX and SPY. For additional features, visit the drawdowns tool.
Volatility
TBCIX vs. SPY - Volatility Comparison
T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a higher volatility of 4.93% compared to SPDR S&P 500 ETF (SPY) at 3.92%. This indicates that TBCIX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.