TILCX vs. IWS
Compare and contrast key facts about T. Rowe Price Large-Cap Value Fund (TILCX) and iShares Russell Mid-Cap Value ETF (IWS).
TILCX is managed by T. Rowe Price. It was launched on Mar 31, 2000. IWS is a passively managed fund by iShares that tracks the performance of the Russell Midcap Value Index. It was launched on Jul 17, 2001.
Performance
TILCX vs. IWS - Performance Comparison
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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 | 0.31% | 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 | 3.65% | 10.82% | 12.91% | 12.52% | -12.29% | 28.10% | 4.83% | 26.73% | -12.43% | 13.14% |
Returns By Period
In the year-to-date period, TILCX achieves a 0.31% return, which is significantly lower than IWS's 3.65% return. Both investments have delivered pretty close results over the past 10 years, with TILCX having a 9.92% annualized return and IWS not far behind at 9.51%.
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%
IWS
- 1D
- 2.43%
- 1M
- -5.01%
- YTD
- 3.65%
- 6M
- 5.15%
- 1Y
- 17.51%
- 3Y*
- 12.94%
- 5Y*
- 7.47%
- 10Y*
- 9.51%
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TILCX vs. IWS - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than IWS's 0.23% expense ratio.
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 | 0.61 | 0.96 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.44 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.37 | -0.76 |
Martin ratioReturn relative to average drawdown | 2.51 | 6.34 | -3.83 |
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 | 0.61 | 0.96 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.43 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.49 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.40 | +0.03 |
Correlation
The correlation between TILCX and IWS is 0.92, 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. IWS - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 12.76%, more than IWS's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWS iShares Russell Mid-Cap Value ETF | 1.48% | 1.53% | 1.50% | 1.76% | 1.93% | 1.39% | 1.87% | 1.97% | 2.53% | 1.96% | 2.10% | 2.14% |
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 | -12.44% | -13.33% | +0.89% |
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 | -7.00% | -5.29% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -8.07% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.89% | +0.18% |
Volatility
TILCX vs. IWS - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Value Fund (TILCX) is 3.72%, while iShares Russell Mid-Cap Value ETF (IWS) has a volatility of 5.38%. This indicates that TILCX experiences smaller price fluctuations and is considered to be less risky than IWS based on this measure. 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 | 3.72% | 5.38% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 10.14% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 18.29% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 17.33% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 19.35% | -1.78% |