TILCX vs. IWS
TILCX (T. Rowe Price Large-Cap Value Fund) and IWS (iShares Russell Mid-Cap Value ETF) are both funds - TILCX is a Large Cap Value Equities fund managed by T. Rowe Price, while IWS is a Mid Cap Value Equities fund tracking the Russell Midcap Value Index. Over the past 10 years, TILCX returned 11.05%/yr vs 10.23%/yr for IWS. Their correlation of 0.92 suggests significant overlap in exposure. TILCX charges 0.55%/yr vs 0.23%/yr for IWS.
Performance
TILCX vs. IWS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TILCX having a 15.11% return and IWS slightly lower at 15.06%. Over the past 10 years, TILCX has outperformed IWS with an annualized return of 11.05%, while IWS has yielded a comparatively lower 10.23% annualized return.
TILCX
- 1D
- 0.65%
- 1M
- 4.35%
- YTD
- 15.11%
- 6M
- 17.21%
- 1Y
- 26.91%
- 3Y*
- 16.96%
- 5Y*
- 9.24%
- 10Y*
- 11.05%
IWS
- 1D
- -0.04%
- 1M
- 3.74%
- YTD
- 15.06%
- 6M
- 15.13%
- 1Y
- 27.01%
- 3Y*
- 17.40%
- 5Y*
- 8.37%
- 10Y*
- 10.23%
TILCX vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 15.11% | 11.82% | 11.32% | 9.64% | -5.10% | 25.89% | 3.08% | 26.67% | -9.38% | 16.81% |
IWS iShares Russell Mid-Cap Value ETF | 15.06% | 10.82% | 12.91% | 12.52% | -12.29% | 28.10% | 4.83% | 26.73% | -12.43% | 13.14% |
Correlation
The correlation between TILCX and IWS is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2001 | 0.92 |
The correlation between TILCX and IWS has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
TILCX vs. IWS — Risk / Return Rank
TILCX
IWS
TILCX vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and iShares Russell Mid-Cap Value ETF (IWS). 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 | IWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 3.60 | +0.32 |
| Martin ratioReturn relative to average drawdown | 14.93 | 13.59 | +1.34 |
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 | IWS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 2.06 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.49 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.53 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.42 | +0.04 |
Drawdowns
TILCX vs. IWS - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for TILCX and IWS.
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Drawdown Indicators
| TILCX | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -62.40% | +4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -7.53% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.55% | -20.57% | +5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -21.23% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -39.85% | -43.83% | +3.98% |
Current DrawdownCurrent decline from peak | -0.57% | -0.04% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -8.02% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.99% | -0.16% |
Volatility
TILCX vs. IWS - Volatility Comparison
T. Rowe Price Large-Cap Value Fund (TILCX) and iShares Russell Mid-Cap Value ETF (IWS) have volatilities of 3.32% and 3.40%, 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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Volatility by Period
| TILCX | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.40% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 9.57% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 13.19% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 17.30% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 19.36% | -1.77% |
TILCX vs. IWS - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than IWS's 0.23% expense ratio.
Dividends
TILCX vs. IWS - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 11.12%, more than IWS's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWS iShares Russell Mid-Cap Value ETF | 1.34% | 1.53% | 1.50% | 1.76% | 1.93% | 1.39% | 1.87% | 1.97% | 2.53% | 1.96% | 2.10% | 2.14% |
TILCX T. Rowe Price Large-Cap Value Fund | 11.12% | 12.80% | 8.32% | 8.41% | 19.17% | 6.88% | 3.05% | 5.67% | 7.61% | 4.79% | 4.10% | 6.02% |
Frequently Asked Questions
TILCX and IWS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWS has higher volatility (3.40%) compared to TILCX (3.32%). In terms of maximum drawdown, TILCX dropped -57.60% vs IWS's -62.40%.
TILCX currently has the higher Sharpe Ratio (2.55 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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