TILCX vs. VTV
TILCX (T. Rowe Price Large-Cap Value Fund) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. Over the past 10 years, TILCX returned 11.05%/yr vs 12.48%/yr for VTV. With a 0.97 correlation, they move nearly in lockstep. TILCX charges 0.55%/yr vs 0.04%/yr for VTV.
Performance
TILCX vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, TILCX achieves a 15.11% return, which is significantly higher than VTV's 12.30% return. Over the past 10 years, TILCX has underperformed VTV with an annualized return of 11.05%, while VTV has yielded a comparatively higher 12.48% 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%
VTV
- 1D
- 0.01%
- 1M
- 4.23%
- YTD
- 12.30%
- 6M
- 13.12%
- 1Y
- 26.25%
- 3Y*
- 18.28%
- 5Y*
- 11.24%
- 10Y*
- 12.48%
TILCX vs. VTV - 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% |
VTV Vanguard Value ETF | 12.30% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between TILCX and VTV is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.97 |
The correlation between TILCX and VTV has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.
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Return for Risk
TILCX vs. VTV — Risk / Return Rank
TILCX
VTV
TILCX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.47 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 4.15 | -0.23 |
| Martin ratioReturn relative to average drawdown | 14.93 | 15.69 | -0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILCX | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 2.61 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.81 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.75 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.05 |
Drawdowns
TILCX vs. VTV - Drawdown Comparison
The maximum TILCX drawdown since its inception was -57.60%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TILCX and VTV.
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Drawdown Indicators
| TILCX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -59.27% | +1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -6.35% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.55% | -14.52% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -17.04% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -39.85% | -36.78% | -3.07% |
Current DrawdownCurrent decline from peak | -0.57% | 0.00% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -7.87% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.68% | +0.15% |
Volatility
TILCX vs. VTV - Volatility Comparison
T. Rowe Price Large-Cap Value Fund (TILCX) has a higher volatility of 3.32% compared to Vanguard Value ETF (VTV) at 2.52%. This indicates that TILCX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILCX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 2.52% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 7.55% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 10.11% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 13.88% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 16.67% | +0.92% |
TILCX vs. VTV - Expense Ratio Comparison
TILCX has a 0.55% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
TILCX vs. VTV - Dividend Comparison
TILCX's dividend yield for the trailing twelve months is around 11.12%, more than VTV's 1.86% 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% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
TILCX and VTV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILCX has higher volatility (3.32%) compared to VTV (2.52%). In terms of maximum drawdown, TILCX dropped -57.60% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.61 vs 2.55), 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.
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