TILCX vs. PRDGX
Compare and contrast key facts about T. Rowe Price Large-Cap Value Fund (TILCX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX).
TILCX is managed by T. Rowe Price. It was launched on Mar 31, 2000. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILCX or PRDGX.
Key characteristics
| TILCX | PRDGX | |
|---|---|---|
| YTD Return | 18.32% | 18.32% |
| 1Y Return | 31.08% | 27.39% |
| 3Y Return (Ann) | 7.41% | 7.67% |
| 5Y Return (Ann) | 10.61% | 12.66% |
| 10Y Return (Ann) | 9.36% | 12.10% |
| Sharpe Ratio | 1.90 | 2.99 |
| Sortino Ratio | 2.77 | 4.16 |
| Omega Ratio | 1.51 | 1.56 |
| Calmar Ratio | 3.46 | 5.23 |
| Martin Ratio | 9.01 | 20.48 |
| Ulcer Index | 3.58% | 1.41% |
| Daily Std Dev | 16.98% | 9.63% |
| Max Drawdown | -57.60% | -49.79% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TILCX and PRDGX is 0.95, 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.
Performance
TILCX vs. PRDGX - Performance Comparison
As of year-to-date, both investments have demonstrated similar returns, with TILCX at 18.32% and PRDGX at 18.32%. Over the past 10 years, TILCX has underperformed PRDGX with an annualized return of 9.36%, while PRDGX has yielded a comparatively higher 12.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TILCX vs. PRDGX - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is lower than PRDGX's 0.62% expense ratio.
Risk-Adjusted Performance
TILCX vs. PRDGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.
Dividends
TILCX vs. PRDGX - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 1.95%, more than PRDGX's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 1.95% | 2.31% | 2.36% | 1.66% | 2.12% | 2.16% | 2.54% | 1.75% | 2.15% | 2.56% | 1.55% | 1.33% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.98% | 1.16% | 1.14% | 0.78% | 1.03% | 1.24% | 1.76% | 1.22% | 1.53% | 1.78% | 1.30% | 1.22% |
Drawdowns
TILCX vs. PRDGX - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for TILCX and PRDGX. For additional features, visit the drawdowns tool.
Volatility
TILCX vs. PRDGX - Volatility Comparison
T. Rowe Price Large-Cap Value Fund (TILCX) has a higher volatility of 3.39% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.09%. This indicates that TILCX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.