Correlation
The correlation between TILCX and SPY 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.
TILCX vs. SPY
Compare and contrast key facts about T. Rowe Price Large-Cap Value Fund (TILCX) and SPDR S&P 500 ETF (SPY).
TILCX is managed by T. Rowe Price. It was launched on Mar 31, 2000. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILCX or SPY.
Performance
TILCX vs. SPY - Performance Comparison
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Key characteristics
TILCX:
-0.04
SPY:
0.67
TILCX:
-0.05
SPY:
1.03
TILCX:
0.99
SPY:
1.15
TILCX:
-0.09
SPY:
0.69
TILCX:
-0.27
SPY:
2.61
TILCX:
7.98%
SPY:
4.92%
TILCX:
17.45%
SPY:
20.44%
TILCX:
-58.88%
SPY:
-55.19%
TILCX:
-15.03%
SPY:
-3.44%
Returns By Period
In the year-to-date period, TILCX achieves a 1.08% return, which is significantly higher than SPY's 0.98% return. Over the past 10 years, TILCX has underperformed SPY with an annualized return of 3.19%, while SPY has yielded a comparatively higher 12.73% annualized return.
TILCX
1.08%
3.04%
-11.49%
-0.61%
-3.31%
6.13%
3.19%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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TILCX vs. SPY - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
TILCX vs. SPY — Risk-Adjusted Performance Rank
TILCX
SPY
TILCX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
TILCX vs. SPY - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 8.23%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILCX T. Rowe Price Large-Cap Value Fund | 8.23% | 8.32% | 8.41% | 19.17% | 6.88% | 3.05% | 5.67% | 7.61% | 4.79% | 4.10% | 6.02% | 3.01% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TILCX vs. SPY - Drawdown Comparison
The maximum TILCX drawdown since its inception was -58.88%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TILCX and SPY.
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Volatility
TILCX vs. SPY - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Value Fund (TILCX) is 4.47%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that TILCX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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