PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TILCX vs. PRDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TILCX and PRDGX is 0.94, 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.


-0.50.00.51.00.9

Performance

TILCX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Value Fund (TILCX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-3.79%
-1.41%
TILCX
PRDGX

Key characteristics

Sharpe Ratio

TILCX:

0.67

PRDGX:

1.08

Sortino Ratio

TILCX:

0.92

PRDGX:

1.46

Omega Ratio

TILCX:

1.14

PRDGX:

1.20

Calmar Ratio

TILCX:

0.38

PRDGX:

1.24

Martin Ratio

TILCX:

2.22

PRDGX:

4.18

Ulcer Index

TILCX:

3.79%

PRDGX:

2.76%

Daily Std Dev

TILCX:

12.56%

PRDGX:

10.71%

Max Drawdown

TILCX:

-58.88%

PRDGX:

-52.60%

Current Drawdown

TILCX:

-13.86%

PRDGX:

-7.26%

Returns By Period

In the year-to-date period, TILCX achieves a 2.47% return, which is significantly higher than PRDGX's 1.55% return. Over the past 10 years, TILCX has underperformed PRDGX with an annualized return of 3.74%, while PRDGX has yielded a comparatively higher 9.59% annualized return.


TILCX

YTD

2.47%

1M

0.47%

6M

-3.79%

1Y

9.49%

5Y*

1.65%

10Y*

3.74%

PRDGX

YTD

1.55%

1M

-0.93%

6M

-1.41%

1Y

12.19%

5Y*

8.51%

10Y*

9.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TILCX vs. PRDGX - Expense Ratio Comparison

TILCX has a 0.55% expense ratio, which is lower than PRDGX's 0.62% expense ratio.


PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for TILCX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

TILCX vs. PRDGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TILCX
The Risk-Adjusted Performance Rank of TILCX is 4242
Overall Rank
The Sharpe Ratio Rank of TILCX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TILCX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of TILCX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of TILCX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of TILCX is 4040
Martin Ratio Rank

PRDGX
The Risk-Adjusted Performance Rank of PRDGX is 6666
Overall Rank
The Sharpe Ratio Rank of PRDGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDGX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PRDGX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of PRDGX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of PRDGX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for TILCX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.671.08
The chart of Sortino ratio for TILCX, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.000.921.46
The chart of Omega ratio for TILCX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.20
The chart of Calmar ratio for TILCX, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.381.24
The chart of Martin ratio for TILCX, currently valued at 2.22, compared to the broader market0.0020.0040.0060.0080.002.224.18
TILCX
PRDGX

The current TILCX Sharpe Ratio is 0.67, which is lower than the PRDGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TILCX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.67
1.08
TILCX
PRDGX

Dividends

TILCX vs. PRDGX - Dividend Comparison

TILCX's dividend yield for the trailing twelve months is around 1.93%, more than PRDGX's 1.01% yield.


TTM20242023202220212020201920182017201620152014
TILCX
T. Rowe Price Large-Cap Value Fund
1.93%1.98%2.31%2.36%1.66%2.12%2.16%2.54%1.75%2.15%2.56%1.55%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
1.01%1.02%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%

Drawdowns

TILCX vs. PRDGX - Drawdown Comparison

The maximum TILCX drawdown since its inception was -58.88%, which is greater than PRDGX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for TILCX and PRDGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.86%
-7.26%
TILCX
PRDGX

Volatility

TILCX vs. PRDGX - Volatility Comparison

T. Rowe Price Large-Cap Value Fund (TILCX) has a higher volatility of 7.81% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.92%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
7.81%
3.92%
TILCX
PRDGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab