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TGRW vs. TRGOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TGRW and TRGOX is 0.91, 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

TGRW vs. TRGOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth Stock ETF (TGRW) and T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TGRW:

0.59

TRGOX:

0.47

Sortino Ratio

TGRW:

1.01

TRGOX:

0.84

Omega Ratio

TGRW:

1.14

TRGOX:

1.12

Calmar Ratio

TGRW:

0.67

TRGOX:

0.47

Martin Ratio

TGRW:

2.17

TRGOX:

1.42

Ulcer Index

TGRW:

7.14%

TRGOX:

8.12%

Daily Std Dev

TGRW:

25.28%

TRGOX:

23.98%

Max Drawdown

TGRW:

-43.33%

TRGOX:

-44.00%

Current Drawdown

TGRW:

-5.05%

TRGOX:

-7.86%

Returns By Period

In the year-to-date period, TGRW achieves a -0.81% return, which is significantly lower than TRGOX's 0.86% return.


TGRW

YTD

-0.81%

1M

13.16%

6M

-1.29%

1Y

14.89%

5Y*

N/A

10Y*

N/A

TRGOX

YTD

0.86%

1M

12.10%

6M

-5.28%

1Y

11.19%

5Y*

13.13%

10Y*

N/A

*Annualized

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TGRW vs. TRGOX - Expense Ratio Comparison

TGRW has a 0.52% expense ratio, which is lower than TRGOX's 0.70% expense ratio.


Risk-Adjusted Performance

TGRW vs. TRGOX — Risk-Adjusted Performance Rank

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

TGRW
The Risk-Adjusted Performance Rank of TGRW is 6060
Overall Rank
The Sharpe Ratio Rank of TGRW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TGRW is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TGRW is 6161
Omega Ratio Rank
The Calmar Ratio Rank of TGRW is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TGRW is 5858
Martin Ratio Rank

TRGOX
The Risk-Adjusted Performance Rank of TRGOX is 5151
Overall Rank
The Sharpe Ratio Rank of TRGOX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of TRGOX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of TRGOX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of TRGOX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of TRGOX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGRW vs. TRGOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock ETF (TGRW) and T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX). 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.


The current TGRW Sharpe Ratio is 0.59, which is comparable to the TRGOX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of TGRW and TRGOX, 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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Dividends

TGRW vs. TRGOX - Dividend Comparison

Neither TGRW nor TRGOX has paid dividends to shareholders.


TTM20242023202220212020
TGRW
T. Rowe Price Growth Stock ETF
0.00%0.00%0.01%0.00%0.40%0.21%
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGRW vs. TRGOX - Drawdown Comparison

The maximum TGRW drawdown since its inception was -43.33%, roughly equal to the maximum TRGOX drawdown of -44.00%. Use the drawdown chart below to compare losses from any high point for TGRW and TRGOX. For additional features, visit the drawdowns tool.


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Volatility

TGRW vs. TRGOX - Volatility Comparison

T. Rowe Price Growth Stock ETF (TGRW) and T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) have volatilities of 7.65% and 7.47%, 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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