TILCX vs. MALVX
TILCX (T. Rowe Price Large-Cap Value Fund) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, TILCX returned 11.27%/yr vs 12.99%/yr for MALVX. Their correlation of 0.93 means they have usually moved in the same direction. TILCX charges 0.55%/yr vs 0.54%/yr for MALVX.
Performance
TILCX vs. MALVX - Performance Comparison
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Returns By Period
In the year-to-date period, TILCX achieves a 20.83% return, which is significantly lower than MALVX's 22.59% return. Over the past 10 years, TILCX has underperformed MALVX with an annualized return of 11.27%, while MALVX has yielded a comparatively higher 12.99% annualized return.
TILCX
- 1D
- 0.55%
- 1M
- 1.02%
- 6M
- 15.97%
- YTD
- 20.83%
- 1Y
- 32.76%
- 3Y*
- 15.94%
- 5Y*
- 10.86%
- 10Y*
- 11.27%
- ALL TIME*
- 9.06%
MALVX
- 1D
- 0.97%
- 1M
- 1.94%
- 6M
- 17.40%
- YTD
- 22.59%
- 1Y
- 38.80%
- 3Y*
- 20.54%
- 5Y*
- 12.93%
- 10Y*
- 12.99%
- ALL TIME*
- 9.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TILCX vs. MALVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 20.83% | 11.82% | 11.32% | 9.64% | -5.10% | 25.89% | 3.08% | 26.67% | -9.38% | 16.81% |
MALVX BlackRock Advantage Large Cap Value Fund | 22.59% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
Correlation
The correlation between TILCX and MALVX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2000 | 0.93 |
The correlation between TILCX and MALVX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
TILCX vs. MALVX — Risk / Return Rank
TILCX
MALVX
TILCX vs. MALVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TILCX | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.58 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 5.55 | -1.31 |
| Martin ratioReturn relative to average drawdown | 16.52 | 25.78 | -9.26 |
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Drawdowns
TILCX vs. MALVX - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, roughly equal to the maximum MALVX drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for TILCX and MALVX.
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Drawdown Indicators
| TILCX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -55.21% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -6.53% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.55% | -16.13% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -19.73% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -39.85% | -37.12% | -2.73% |
Current DrawdownCurrent decline from peak | -0.65% | -0.19% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -8.70% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.41% | +0.42% |
Volatility
TILCX vs. MALVX - Volatility Comparison
T. Rowe Price Large-Cap Value Fund (TILCX) has a higher volatility of 2.92% compared to BlackRock Advantage Large Cap Value Fund (MALVX) at 2.77%. This indicates that TILCX's price experiences larger fluctuations and is considered to be riskier than MALVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILCX | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.77% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 8.90% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 11.35% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 14.78% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 17.25% | +0.26% |
TILCX vs. MALVX - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than MALVX's 0.54% expense ratio.
Dividends
TILCX vs. MALVX - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 10.59%, which matches MALVX's 10.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 10.57% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
TILCX T. Rowe Price Large-Cap Value Fund | 10.59% | 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
With a correlation of 0.90, TILCX and MALVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TILCX has higher volatility (2.92%) compared to MALVX (2.77%). In terms of maximum drawdown, TILCX dropped -57.60% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.20 vs 2.62), 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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