TILCX vs. FXAIX
Compare and contrast key facts about T. Rowe Price Large-Cap Value Fund (TILCX) and Fidelity 500 Index Fund (FXAIX).
TILCX is managed by T. Rowe Price. It was launched on Mar 31, 2000. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
TILCX vs. FXAIX - Performance Comparison
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TILCX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 2.23% | 11.82% | 11.32% | 9.64% | -5.10% | 25.89% | 3.08% | 26.67% | -9.38% | 16.81% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, TILCX achieves a 2.23% return, which is significantly higher than FXAIX's -4.34% return. Over the past 10 years, TILCX has underperformed FXAIX with an annualized return of 10.13%, while FXAIX has yielded a comparatively higher 14.08% annualized return.
TILCX
- 1D
- 1.92%
- 1M
- -5.07%
- YTD
- 2.23%
- 6M
- 6.44%
- 1Y
- 10.58%
- 3Y*
- 12.32%
- 5Y*
- 7.93%
- 10Y*
- 10.13%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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TILCX vs. FXAIX - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
TILCX vs. FXAIX — Risk / Return Rank
TILCX
FXAIX
TILCX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and Fidelity 500 Index Fund (FXAIX). 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.
| TILCX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.97 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.49 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.52 | -0.72 |
Martin ratioReturn relative to average drawdown | 3.24 | 7.30 | -4.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILCX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.97 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.70 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.78 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.76 | -0.32 |
Correlation
The correlation between TILCX and FXAIX is 0.88, 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. FXAIX - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 12.52%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 12.52% | 12.80% | 8.32% | 8.41% | 19.17% | 6.88% | 3.05% | 5.67% | 7.61% | 4.79% | 4.10% | 6.02% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
TILCX vs. FXAIX - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TILCX and FXAIX.
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Drawdown Indicators
| TILCX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -33.79% | -23.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -12.13% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -24.50% | +6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -39.85% | -33.79% | -6.06% |
Current DrawdownCurrent decline from peak | -5.22% | -6.23% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -3.83% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.53% | +0.55% |
Volatility
TILCX vs. FXAIX - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Value Fund (TILCX) is 4.34%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.34%. This indicates that TILCX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILCX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 5.34% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 9.53% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 18.32% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 16.92% | -2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 18.05% | -0.47% |