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TBCIX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBCIX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

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TBCIX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-14.54%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-14.83%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%

Returns By Period

The year-to-date returns for both stocks are quite close, with TBCIX having a -14.54% return and TRLGX slightly lower at -14.83%. Both investments have delivered pretty close results over the past 10 years, with TBCIX having a 15.65% annualized return and TRLGX not far ahead at 16.26%.


TBCIX

1D
-0.35%
1M
-8.84%
YTD
-14.54%
6M
-12.75%
1Y
11.84%
3Y*
24.77%
5Y*
10.38%
10Y*
15.65%

TRLGX

1D
-0.39%
1M
-9.19%
YTD
-14.83%
6M
-13.42%
1Y
8.66%
3Y*
20.81%
5Y*
9.15%
10Y*
16.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBCIX vs. TRLGX - Expense Ratio Comparison

TBCIX has a 0.56% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Return for Risk

TBCIX vs. TRLGX — Risk / Return Rank

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

TBCIX
TBCIX Risk / Return Rank: 2121
Overall Rank
TBCIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 2424
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 1717
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 1515
Overall Rank
TRLGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 1717
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1212
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. TRLGX - 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 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.


TBCIXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.40

+0.13

Sortino ratio

Return per unit of downside risk

0.94

0.74

+0.20

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratio

Return relative to maximum drawdown

0.50

0.29

+0.21

Martin ratio

Return relative to average drawdown

1.75

0.96

+0.79

TBCIX vs. TRLGX - Sharpe Ratio Comparison

The current TBCIX Sharpe Ratio is 0.54, which is higher than the TRLGX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TBCIX and TRLGX, 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


TBCIXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.40

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.41

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.75

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.54

+0.13

Correlation

The correlation between TBCIX and TRLGX is 0.99, 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.


Dividends

TBCIX vs. TRLGX - Dividend Comparison

TBCIX's dividend yield for the trailing twelve months is around 6.09%, less than TRLGX's 16.07% yield.


TTM20252024202320222021202020192018201720162015
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
6.09%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%
TRLGX
T. Rowe Price Large-Cap Growth Fund
16.07%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

TBCIX vs. TRLGX - Drawdown Comparison

The maximum TBCIX drawdown since its inception was -43.26%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for TBCIX and TRLGX.


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Drawdown Indicators


TBCIXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.26%

-55.56%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.96%

-18.18%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

-40.44%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-43.26%

-40.44%

-2.82%

Current Drawdown

Current decline from peak

-16.96%

-18.18%

+1.22%

Average Drawdown

Average peak-to-trough decline

-8.15%

-8.71%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

5.45%

-0.58%

Volatility

TBCIX vs. TRLGX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 5.58% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBCIXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.76%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

11.86%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

21.86%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.88%

22.34%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.69%

21.69%

+1.00%