TILCX vs. TRLGX

Last updated Jun 4, 2026

TILCX (T. Rowe Price Large-Cap Value Fund) and TRLGX (T. Rowe Price Large-Cap Growth Fund) are both mutual funds - TILCX is a Large Cap Value Equities fund managed by T. Rowe Price, while TRLGX is a Large Cap Growth Equities fund managed by T. Rowe Price. Over the past 10 years, TILCX returned 11.05%/yr vs 18.44%/yr for TRLGX. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.55% expense ratio.

Performance

TILCX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TILCX achieves a 15.11% return, which is significantly higher than TRLGX's 5.12% return. Over the past 10 years, TILCX has underperformed TRLGX with an annualized return of 11.05%, while TRLGX has yielded a comparatively higher 18.44% annualized return.

TILCX

• 1D: 0.65%
• 1M: 4.35%
• YTD: 15.11%
• 6M: 17.21%
• 1Y: 26.91%
• 3Y*: 16.96%
• 5Y*: 9.24%
• 10Y*: 11.05%

TRLGX

• 1D: -0.90%
• 1M: 5.03%
• YTD: 5.12%
• 6M: 4.79%
• 1Y: 20.79%
• 3Y*: 25.39%
• 5Y*: 12.88%
• 10Y*: 18.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TILCX vs. TRLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TILCX T. Rowe Price Large-Cap Value Fund	15.11%	11.82%	11.32%	9.64%	-5.10%	25.89%	3.08%	26.67%	-9.38%	16.81%
TRLGX T. Rowe Price Large-Cap Growth Fund	5.12%	17.51%	37.57%	46.22%	-35.26%	23.24%	39.57%	28.51%	4.35%	37.77%

Correlation

The correlation between TILCX and TRLGX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Nov 1, 2001	0.78

Over the past year, the correlation between TILCX and TRLGX has dropped to 0.42 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

TILCX vs. TRLGX — Risk / Return Rank

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

TILCX

TILCX Risk / Return Rank: 77
TILCX Sharpe Ratio Rank: 77
TILCX Sortino Ratio Rank: 77
TILCX Omega Ratio Rank: 69
TILCX Calmar Ratio Rank: 84
TILCX Martin Ratio Rank: 80

TRLGX

TRLGX Risk / Return Rank: 18
TRLGX Sharpe Ratio Rank: 24
TRLGX Sortino Ratio Rank: 21
TRLGX Omega Ratio Rank: 22
TRLGX Calmar Ratio Rank: 12
TRLGX Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILCX vs. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.

	TILCX	TRLGX	Difference
Sharpe ratio: Return per unit of total volatility	2.55	1.38	+1.17
Sortino ratio: Return per unit of downside risk	3.66	1.94	+1.72
Omega ratio: Gain probability vs. loss probability	1.46	1.24	+0.22
Calmar ratio: Return relative to maximum drawdown	3.92	1.19	+2.74
Martin ratio: Return relative to average drawdown	14.93	3.75	+11.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILCX vs. TRLGX - Sharpe Ratio Comparison

The current TILCX Sharpe Ratio is 2.55, which is higher than the TRLGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TILCX and TRLGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TILCX	TRLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	1.38	+1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.58	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.85	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.58	-0.12

Drawdowns

TILCX vs. TRLGX - Drawdown Comparison

The maximum TILCX drawdown since its inception was -57.60%, roughly equal to the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for TILCX and TRLGX.

Drawdown Indicators

	TILCX	TRLGX	Difference
Max Drawdown Largest peak-to-trough decline	-57.60%	-55.56%	-2.04%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	-18.18%	+11.18%
Max Drawdown (3Y) Largest decline over 3 years	-15.55%	-21.17%	+5.62%
Max Drawdown (5Y) Largest decline over 5 years	-17.95%	-40.44%	+22.49%
Max Drawdown (10Y) Largest decline over 10 years	-39.85%	-40.44%	+0.59%
Current Drawdown Current decline from peak	-0.57%	-0.90%	+0.33%
Average Drawdown Average peak-to-trough decline	-7.64%	-8.68%	+1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	5.72%	-3.89%

Volatility

TILCX vs. TRLGX - Volatility Comparison

T. Rowe Price Large-Cap Value Fund (TILCX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 3.32% and 3.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILCX	TRLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	3.27%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	12.35%	-4.07%
Volatility (1Y) Calculated over the trailing 1-year period	10.78%	15.59%	-4.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.88%	22.38%	-7.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	21.76%	-4.17%

TILCX vs. TRLGX - Expense Ratio Comparison

Both TILCX and TRLGX have an expense ratio of 0.55%.

Dividends

TILCX vs. TRLGX - Dividend Comparison

TILCX's dividend yield for the trailing twelve months is around 11.12%, less than TRLGX's 13.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TILCX T. Rowe Price Large-Cap Value Fund	11.12%	12.80%	8.32%	8.41%	19.17%	6.88%	3.05%	5.67%	7.61%	4.79%	4.10%	6.02%
TRLGX T. Rowe Price Large-Cap Growth Fund	13.02%	13.69%	9.80%	2.04%	3.88%	2.56%	0.42%	4.09%	7.93%	9.27%	1.64%	4.71%

Frequently Asked Questions

Can I hold both TILCX and TRLGX in my portfolio?

TILCX and TRLGX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TILCX or TRLGX?

TILCX has higher volatility (3.32%) compared to TRLGX (3.27%). In terms of maximum drawdown, TILCX dropped -57.60% vs TRLGX's -55.56%.

Which has better risk-adjusted returns?

TILCX currently has the higher Sharpe Ratio (2.55 vs 1.38), 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.