TILCX vs. VIIIX
Compare and contrast key facts about T. Rowe Price Large-Cap Value Fund (TILCX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX).
TILCX is managed by T. Rowe Price. It was launched on Mar 31, 2000. VIIIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILCX or VIIIX.
Key characteristics
| TILCX | VIIIX | |
|---|---|---|
| YTD Return | 18.32% | 26.91% |
| 1Y Return | 31.08% | 35.86% |
| 3Y Return (Ann) | 7.41% | 8.17% |
| 5Y Return (Ann) | 10.61% | 13.88% |
| 10Y Return (Ann) | 9.36% | 12.31% |
| Sharpe Ratio | 1.90 | 3.06 |
| Sortino Ratio | 2.77 | 4.07 |
| Omega Ratio | 1.51 | 1.57 |
| Calmar Ratio | 3.46 | 4.09 |
| Martin Ratio | 9.01 | 20.00 |
| Ulcer Index | 3.58% | 1.90% |
| Daily Std Dev | 16.98% | 12.36% |
| Max Drawdown | -57.60% | -55.18% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TILCX and VIIIX is 0.93, 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. VIIIX - Performance Comparison
In the year-to-date period, TILCX achieves a 18.32% return, which is significantly lower than VIIIX's 26.91% return. Over the past 10 years, TILCX has underperformed VIIIX with an annualized return of 9.36%, while VIIIX has yielded a comparatively higher 12.31% 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. VIIIX - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than VIIIX's 0.02% expense ratio.
Risk-Adjusted Performance
TILCX vs. VIIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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. VIIIX - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 1.95%, more than VIIIX's 1.25% 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% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 1.25% | 1.49% | 1.75% | 1.30% | 1.60% | 1.93% | 2.14% | 1.84% | 2.09% | 2.47% | 1.90% | 1.87% |
Drawdowns
TILCX vs. VIIIX - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, roughly equal to the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for TILCX and VIIIX. For additional features, visit the drawdowns tool.
Volatility
TILCX vs. VIIIX - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Value Fund (TILCX) is 3.39%, while Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) has a volatility of 3.89%. This indicates that TILCX experiences smaller price fluctuations and is considered to be less risky than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.