PortfoliosLab logoPortfoliosLab logo
TPLGX vs. APGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPLGX vs. APGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and AB Large Cap Growth Fund Class A (APGAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TPLGX vs. APGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
-14.47%18.66%35.22%49.63%-38.49%17.84%34.70%30.15%2.18%36.49%
APGAX
AB Large Cap Growth Fund Class A
-12.84%12.96%25.09%34.66%-28.96%28.60%34.05%33.77%1.97%31.36%

Returns By Period

In the year-to-date period, TPLGX achieves a -14.47% return, which is significantly lower than APGAX's -12.84% return. Both investments have delivered pretty close results over the past 10 years, with TPLGX having a 14.45% annualized return and APGAX not far behind at 14.15%.


TPLGX

1D
-0.34%
1M
-8.80%
YTD
-14.47%
6M
-12.97%
1Y
11.57%
3Y*
20.82%
5Y*
8.15%
10Y*
14.45%

APGAX

1D
-0.11%
1M
-10.13%
YTD
-12.84%
6M
-12.69%
1Y
7.50%
3Y*
14.10%
5Y*
8.44%
10Y*
14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPLGX vs. APGAX - Expense Ratio Comparison

TPLGX has a 0.57% expense ratio, which is lower than APGAX's 0.84% expense ratio.


Return for Risk

TPLGX vs. APGAX — Risk / Return Rank

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

TPLGX
TPLGX Risk / Return Rank: 2121
Overall Rank
TPLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TPLGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TPLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TPLGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TPLGX Martin Ratio Rank: 1818
Martin Ratio Rank

APGAX
APGAX Risk / Return Rank: 1515
Overall Rank
APGAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
APGAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
APGAX Omega Ratio Rank: 1616
Omega Ratio Rank
APGAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
APGAX Martin Ratio Rank: 1414
Martin Ratio Rank
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.

TPLGX vs. APGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and AB Large Cap Growth Fund Class A (APGAX). 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.


TPLGXAPGAXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.39

+0.14

Sortino ratio

Return per unit of downside risk

0.92

0.71

+0.21

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratio

Return relative to maximum drawdown

0.51

0.32

+0.18

Martin ratio

Return relative to average drawdown

1.78

1.26

+0.52

TPLGX vs. APGAX - Sharpe Ratio Comparison

The current TPLGX Sharpe Ratio is 0.52, which is higher than the APGAX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TPLGX and APGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TPLGXAPGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.39

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.42

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.72

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.51

+0.01

Correlation

The correlation between TPLGX and APGAX is 0.95, 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.


Dividends

TPLGX vs. APGAX - Dividend Comparison

TPLGX's dividend yield for the trailing twelve months is around 23.73%, more than APGAX's 12.98% yield.


TTM20252024202320222021202020192018201720162015
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
23.73%20.30%12.87%3.70%4.39%8.81%0.59%0.60%1.65%1.39%0.25%0.44%
APGAX
AB Large Cap Growth Fund Class A
12.98%11.31%7.44%1.75%0.97%8.04%2.87%3.66%9.96%4.09%2.74%9.23%

Drawdowns

TPLGX vs. APGAX - Drawdown Comparison

The maximum TPLGX drawdown since its inception was -54.57%, smaller than the maximum APGAX drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for TPLGX and APGAX.


Loading graphics...

Drawdown Indicators


TPLGXAPGAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.57%

-67.19%

+12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.15%

-15.33%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-43.45%

-34.04%

-9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-34.04%

-9.41%

Current Drawdown

Current decline from peak

-17.15%

-15.33%

-1.82%

Average Drawdown

Average peak-to-trough decline

-8.71%

-19.51%

+10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.94%

+0.94%

Volatility

TPLGX vs. APGAX - Volatility Comparison

T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) has a higher volatility of 5.55% compared to AB Large Cap Growth Fund Class A (APGAX) at 5.12%. This indicates that TPLGX's price experiences larger fluctuations and is considered to be riskier than APGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TPLGXAPGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.12%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

10.80%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

19.92%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

20.13%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

19.60%

+3.24%