TILCX vs. FLCOX
Compare and contrast key facts about T. Rowe Price Large-Cap Value Fund (TILCX) and Fidelity Large Cap Value Index Fund (FLCOX).
TILCX is managed by T. Rowe Price. It was launched on Mar 31, 2000. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILCX or FLCOX.
Key characteristics
| TILCX | FLCOX | |
|---|---|---|
| YTD Return | 13.50% | 13.76% |
| 1Y Return | 22.19% | 20.29% |
| 3Y Return (Ann) | 7.77% | 7.64% |
| 5Y Return (Ann) | 10.27% | 10.01% |
| Sharpe Ratio | 1.25 | 1.79 |
| Daily Std Dev | 17.33% | 11.57% |
| Max Drawdown | -57.60% | -38.28% |
| Current Drawdown | -0.89% | -1.13% |
Correlation
The correlation between TILCX and FLCOX is 0.98, 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
TILCX vs. FLCOX - Performance Comparison
The year-to-date returns for both investments are quite close, with TILCX having a 13.50% return and FLCOX slightly higher at 13.76%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TILCX vs. FLCOX - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Risk-Adjusted Performance
TILCX vs. FLCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
Dividends
TILCX vs. FLCOX - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 7.41%, more than FLCOX's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 7.41% | 8.41% | 19.17% | 6.88% | 3.05% | 5.67% | 7.61% | 4.79% | 4.10% | 6.02% | 3.01% | 1.33% |
FLCOX Fidelity Large Cap Value Index Fund | 1.59% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.90% | 2.34% | 0.52% | 0.00% | 0.00% | 0.00% |
Drawdowns
TILCX vs. FLCOX - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for TILCX and FLCOX. For additional features, visit the drawdowns tool.
Volatility
TILCX vs. FLCOX - Volatility Comparison
T. Rowe Price Large-Cap Value Fund (TILCX) and Fidelity Large Cap Value Index Fund (FLCOX) have volatilities of 2.91% and 3.01%, 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.