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.
Key characteristics
| TILCX | SPY | |
|---|---|---|
| YTD Return | 18.32% | 27.16% |
| 1Y Return | 31.08% | 37.73% |
| 3Y Return (Ann) | 7.41% | 10.28% |
| 5Y Return (Ann) | 10.61% | 15.97% |
| 10Y Return (Ann) | 9.36% | 13.38% |
| Sharpe Ratio | 1.90 | 3.25 |
| Sortino Ratio | 2.77 | 4.32 |
| Omega Ratio | 1.51 | 1.61 |
| Calmar Ratio | 3.46 | 4.74 |
| Martin Ratio | 9.01 | 21.51 |
| Ulcer Index | 3.58% | 1.85% |
| Daily Std Dev | 16.98% | 12.20% |
| Max Drawdown | -57.60% | -55.19% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
TILCX vs. SPY - Performance Comparison
In the year-to-date period, TILCX achieves a 18.32% return, which is significantly lower than SPY's 27.16% return. Over the past 10 years, TILCX has underperformed SPY with an annualized return of 9.36%, while SPY has yielded a comparatively higher 13.38% 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. 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 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.
Dividends
TILCX vs. SPY - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 1.95%, more than SPY's 1.17% 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
TILCX vs. SPY - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TILCX and SPY. For additional features, visit the drawdowns tool.
Volatility
TILCX vs. SPY - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Value Fund (TILCX) is 3.39%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.92%. 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.