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TILCX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILCX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Value Fund (TILCX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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TILCX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TILCX
T. Rowe Price Large-Cap Value Fund
0.31%11.82%11.32%9.64%-5.10%25.89%3.08%26.67%-9.38%16.81%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, TILCX achieves a 0.31% return, which is significantly lower than ACIIX's 2.73% return. Over the past 10 years, TILCX has outperformed ACIIX with an annualized return of 9.92%, while ACIIX has yielded a comparatively lower 8.89% annualized return.


TILCX

1D
0.00%
1M
-6.97%
YTD
0.31%
6M
4.39%
1Y
8.28%
3Y*
11.61%
5Y*
7.72%
10Y*
9.92%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILCX vs. ACIIX - Expense Ratio Comparison

TILCX has a 0.55% expense ratio, which is lower than ACIIX's 0.72% expense ratio.


Return for Risk

TILCX vs. ACIIX — Risk / Return Rank

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

TILCX
TILCX Risk / Return Rank: 2424
Overall Rank
TILCX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TILCX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TILCX Omega Ratio Rank: 2626
Omega Ratio Rank
TILCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TILCX Martin Ratio Rank: 2424
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
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.

TILCX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and American Century Equity Income Fund Class I (ACIIX). 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.


TILCXACIIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.93

-0.32

Sortino ratio

Return per unit of downside risk

0.92

1.35

-0.42

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.62

1.11

-0.49

Martin ratio

Return relative to average drawdown

2.51

4.37

-1.86

TILCX vs. ACIIX - Sharpe Ratio Comparison

The current TILCX Sharpe Ratio is 0.61, which is lower than the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TILCX and ACIIX, 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


TILCXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.93

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.70

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.67

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.53

-0.09

Correlation

The correlation between TILCX and ACIIX is 0.93, 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

TILCX vs. ACIIX - Dividend Comparison

TILCX's dividend yield for the trailing twelve months is around 12.76%, more than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
TILCX
T. Rowe Price Large-Cap Value Fund
12.76%12.80%8.32%8.41%19.17%6.88%3.05%5.67%7.61%4.79%4.10%6.02%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

TILCX vs. ACIIX - Drawdown Comparison

The maximum TILCX drawdown since its inception was -57.60%, which is greater than ACIIX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for TILCX and ACIIX.


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Drawdown Indicators


TILCXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.60%

-39.16%

-18.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-8.96%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-13.49%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

-32.76%

-7.09%

Current Drawdown

Current decline from peak

-7.00%

-5.73%

-1.27%

Average Drawdown

Average peak-to-trough decline

-7.69%

-5.26%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.30%

+0.77%

Volatility

TILCX vs. ACIIX - Volatility Comparison

T. Rowe Price Large-Cap Value Fund (TILCX) has a higher volatility of 3.72% compared to American Century Equity Income Fund Class I (ACIIX) at 2.76%. This indicates that TILCX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILCXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

2.76%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

6.05%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

11.61%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

10.74%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

13.37%

+4.20%