TILCX vs. NPRTX
TILCX (T. Rowe Price Large-Cap Value Fund) and NPRTX (Neuberger Berman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, TILCX returned 11.63%/yr vs 14.38%/yr for NPRTX. Their correlation of 0.91 suggests significant overlap in exposure. TILCX charges 0.55%/yr vs 0.79%/yr for NPRTX.
Performance
TILCX vs. NPRTX - Performance Comparison
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Returns By Period
In the year-to-date period, TILCX achieves a 17.34% return, which is significantly lower than NPRTX's 20.12% return. Over the past 10 years, TILCX has underperformed NPRTX with an annualized return of 11.63%, while NPRTX has yielded a comparatively higher 14.38% annualized return.
TILCX
- 1D
- 0.26%
- 1M
- 1.93%
- YTD
- 17.34%
- 6M
- 17.05%
- 1Y
- 28.43%
- 3Y*
- 17.21%
- 5Y*
- 10.37%
- 10Y*
- 11.63%
NPRTX
- 1D
- 0.59%
- 1M
- 3.05%
- YTD
- 20.12%
- 6M
- 19.37%
- 1Y
- 38.09%
- 3Y*
- 17.44%
- 5Y*
- 10.43%
- 10Y*
- 14.38%
TILCX vs. NPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 17.34% | 11.82% | 11.32% | 9.64% | -5.10% | 25.89% | 3.08% | 26.67% | -9.38% | 16.81% |
NPRTX Neuberger Berman Large Cap Value Fund | 20.12% | 20.69% | 10.92% | -1.76% | -1.25% | 28.12% | 14.44% | 23.96% | -1.23% | 13.45% |
Correlation
The correlation between TILCX and NPRTX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2000 | 0.91 |
The correlation between TILCX and NPRTX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
TILCX vs. NPRTX — Risk / Return Rank
TILCX
NPRTX
TILCX vs. NPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and Neuberger Berman Large Cap Value Fund (NPRTX). 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 | NPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.61 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 5.57 | -1.36 |
| Martin ratioReturn relative to average drawdown | 15.98 | 22.66 | -6.69 |
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Drawdowns
TILCX vs. NPRTX - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for TILCX and NPRTX.
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Drawdown Indicators
| TILCX | NPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -66.25% | +8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -7.03% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.55% | -13.79% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -19.82% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -39.85% | -39.01% | -0.84% |
Current DrawdownCurrent decline from peak | -0.37% | -0.33% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -9.25% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.72% | +0.12% |
Volatility
TILCX vs. NPRTX - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Value Fund (TILCX) is 3.81%, while Neuberger Berman Large Cap Value Fund (NPRTX) has a volatility of 4.22%. This indicates that TILCX experiences smaller price fluctuations and is considered to be less risky than NPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILCX | NPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.22% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 9.48% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 11.73% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 14.11% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 17.60% | +0.01% |
TILCX vs. NPRTX - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is lower than NPRTX's 0.79% expense ratio.
Dividends
TILCX vs. NPRTX - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 10.91%, more than NPRTX's 5.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPRTX Neuberger Berman Large Cap Value Fund | 5.35% | 6.42% | 2.19% | 2.45% | 1.56% | 5.04% | 1.60% | 3.87% | 14.44% | 8.55% | 3.58% | 9.80% |
TILCX T. Rowe Price Large-Cap Value Fund | 10.91% | 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 NPRTX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NPRTX has higher volatility (4.22%) compared to TILCX (3.81%). In terms of maximum drawdown, TILCX dropped -57.60% vs NPRTX's -66.25%.
NPRTX currently has the higher Sharpe Ratio (3.35 vs 2.64), 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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