TPLGX vs. ^GSPC

The year-to-date returns for both stocks are quite close, with TPLGX having a 1.32% return and ^GSPC slightly lower at 1.30%. Both investments have delivered pretty close results over the past 10 years, with TPLGX having a 10.62% annualized return and ^GSPC not far ahead at 10.87%.

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This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and S&P 500 (^GSPC). 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.

The current TPLGX Sharpe Ratio is 0.15, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TPLGX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum TPLGX drawdown since its inception was -56.03%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TPLGX and ^GSPC. For additional features, visit the drawdowns tool.

T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) has a higher volatility of 7.09% compared to S&P 500 (^GSPC) at 5.42%. This indicates that TPLGX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.