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TBCIX vs. VINIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TBCIX and VINIX 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.


-0.50.00.51.00.9

Performance

TBCIX vs. VINIX - 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 Vanguard Institutional Index Fund Institutional Shares (VINIX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
175.89%
246.41%
TBCIX
VINIX

Key characteristics

Sharpe Ratio

TBCIX:

1.44

VINIX:

2.23

Sortino Ratio

TBCIX:

1.83

VINIX:

2.96

Omega Ratio

TBCIX:

1.29

VINIX:

1.42

Calmar Ratio

TBCIX:

0.98

VINIX:

3.30

Martin Ratio

TBCIX:

7.74

VINIX:

14.60

Ulcer Index

TBCIX:

3.66%

VINIX:

1.91%

Daily Std Dev

TBCIX:

19.68%

VINIX:

12.52%

Max Drawdown

TBCIX:

-50.64%

VINIX:

-55.19%

Current Drawdown

TBCIX:

-10.61%

VINIX:

-2.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with TBCIX having a 26.74% return and VINIX slightly lower at 25.98%.


TBCIX

YTD

26.74%

1M

-5.82%

6M

1.74%

1Y

27.04%

5Y*

8.87%

10Y*

N/A

VINIX

YTD

25.98%

1M

-0.19%

6M

9.23%

1Y

26.41%

5Y*

14.77%

10Y*

13.07%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TBCIX vs. VINIX - Expense Ratio Comparison

TBCIX has a 0.56% expense ratio, which is higher than VINIX's 0.04% expense ratio.


TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
Expense ratio chart for TBCIX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for VINIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

TBCIX vs. VINIX - 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 Vanguard Institutional Index Fund Institutional Shares (VINIX). 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.


Sharpe ratio
The chart of Sharpe ratio for TBCIX, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.001.442.23
The chart of Sortino ratio for TBCIX, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.001.832.96
The chart of Omega ratio for TBCIX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.42
The chart of Calmar ratio for TBCIX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.0014.000.983.30
The chart of Martin ratio for TBCIX, currently valued at 7.74, compared to the broader market0.0020.0040.0060.007.7414.60
TBCIX
VINIX

The current TBCIX Sharpe Ratio is 1.44, which is lower than the VINIX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of TBCIX and VINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.44
2.23
TBCIX
VINIX

Dividends

TBCIX vs. VINIX - Dividend Comparison

TBCIX has not paid dividends to shareholders, while VINIX's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
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%
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.25%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%1.85%

Drawdowns

TBCIX vs. VINIX - Drawdown Comparison

The maximum TBCIX drawdown since its inception was -50.64%, smaller than the maximum VINIX drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TBCIX and VINIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.61%
-2.57%
TBCIX
VINIX

Volatility

TBCIX vs. VINIX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a higher volatility of 10.35% compared to Vanguard Institutional Index Fund Institutional Shares (VINIX) at 3.79%. This indicates that TBCIX's price experiences larger fluctuations and is considered to be riskier than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.35%
3.79%
TBCIX
VINIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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