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TBCIX vs. VTMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBCIX vs. VTMGX - 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 Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

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TBCIX vs. VTMGX - 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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-0.48%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%

Returns By Period

In the year-to-date period, TBCIX achieves a -14.54% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, TBCIX has outperformed VTMGX with an annualized return of 15.65%, while VTMGX has yielded a comparatively lower 8.99% annualized return.


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%

VTMGX

1D
0.05%
1M
-11.62%
YTD
-0.48%
6M
5.23%
1Y
25.87%
3Y*
14.82%
5Y*
8.15%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBCIX vs. VTMGX - Expense Ratio Comparison

TBCIX has a 0.56% expense ratio, which is higher than VTMGX's 0.07% expense ratio.


Return for Risk

TBCIX vs. VTMGX — 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

VTMGX
VTMGX Risk / Return Rank: 8181
Overall Rank
VTMGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 7878
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8181
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. VTMGX - 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 Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.


TBCIXVTMGXDifference

Sharpe ratio

Return per unit of total volatility

0.54

1.51

-0.98

Sortino ratio

Return per unit of downside risk

0.94

2.01

-1.07

Omega ratio

Gain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratio

Return relative to maximum drawdown

0.50

2.01

-1.51

Martin ratio

Return relative to average drawdown

1.75

7.98

-6.23

TBCIX vs. VTMGX - Sharpe Ratio Comparison

The current TBCIX Sharpe Ratio is 0.54, which is lower than the VTMGX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of TBCIX and VTMGX, 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


TBCIXVTMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.51

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.52

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.55

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.28

+0.38

Correlation

The correlation between TBCIX and VTMGX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TBCIX vs. VTMGX - Dividend Comparison

TBCIX's dividend yield for the trailing twelve months is around 6.09%, more than VTMGX's 3.01% 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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.01%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Drawdowns

TBCIX vs. VTMGX - Drawdown Comparison

The maximum TBCIX drawdown since its inception was -43.26%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for TBCIX and VTMGX.


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Drawdown Indicators


TBCIXVTMGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.26%

-60.58%

+17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.96%

-11.67%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

-29.71%

-13.55%

Max Drawdown (10Y)

Largest decline over 10 years

-43.26%

-35.68%

-7.58%

Current Drawdown

Current decline from peak

-16.96%

-11.62%

-5.34%

Average Drawdown

Average peak-to-trough decline

-8.15%

-14.74%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

2.94%

+1.93%

Volatility

TBCIX vs. VTMGX - Volatility Comparison

The current volatility for T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) is 5.58%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that TBCIX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBCIXVTMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

7.09%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

10.91%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

16.47%

+6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.88%

15.60%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.69%

16.42%

+6.27%