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TPLGX vs. FOCSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPLGX and FOCSX is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

TPLGX vs. FOCSX - 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 Fidelity Small Cap Growth K6 Fund (FOCSX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
80.86%
47.36%
TPLGX
FOCSX

Key characteristics

Sharpe Ratio

TPLGX:

-0.51

FOCSX:

-0.60

Sortino Ratio

TPLGX:

-0.49

FOCSX:

-0.69

Omega Ratio

TPLGX:

0.92

FOCSX:

0.91

Calmar Ratio

TPLGX:

-0.43

FOCSX:

-0.36

Martin Ratio

TPLGX:

-1.36

FOCSX:

-1.97

Ulcer Index

TPLGX:

9.53%

FOCSX:

6.95%

Daily Std Dev

TPLGX:

25.47%

FOCSX:

22.66%

Max Drawdown

TPLGX:

-56.03%

FOCSX:

-51.13%

Current Drawdown

TPLGX:

-30.28%

FOCSX:

-37.52%

Returns By Period

In the year-to-date period, TPLGX achieves a -17.88% return, which is significantly higher than FOCSX's -19.53% return.


TPLGX

YTD

-17.88%

1M

-13.25%

6M

-22.89%

1Y

-13.33%

5Y*

6.60%

10Y*

8.41%

FOCSX

YTD

-19.53%

1M

-11.81%

6M

-19.53%

1Y

-13.32%

5Y*

4.86%

10Y*

N/A

*Annualized

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. FOCSX - Expense Ratio Comparison

TPLGX has a 0.57% expense ratio, which is lower than FOCSX's 0.60% expense ratio.


FOCSX
Fidelity Small Cap Growth K6 Fund
Expense ratio chart for FOCSX: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FOCSX: 0.60%
Expense ratio chart for TPLGX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TPLGX: 0.57%

Risk-Adjusted Performance

TPLGX vs. FOCSX — Risk-Adjusted Performance Rank

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

TPLGX
The Risk-Adjusted Performance Rank of TPLGX is 2424
Overall Rank
The Sharpe Ratio Rank of TPLGX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of TPLGX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of TPLGX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of TPLGX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of TPLGX is 2828
Martin Ratio Rank

FOCSX
The Risk-Adjusted Performance Rank of FOCSX is 1919
Overall Rank
The Sharpe Ratio Rank of FOCSX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCSX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FOCSX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FOCSX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FOCSX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPLGX vs. FOCSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and Fidelity Small Cap Growth K6 Fund (FOCSX). 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.


Sharpe ratio
The chart of Sharpe ratio for TPLGX, currently valued at -0.51, compared to the broader market-1.000.001.002.003.004.00
TPLGX: -0.51
FOCSX: -0.60
The chart of Sortino ratio for TPLGX, currently valued at -0.49, compared to the broader market-2.000.002.004.006.008.0010.00
TPLGX: -0.49
FOCSX: -0.69
The chart of Omega ratio for TPLGX, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.003.50
TPLGX: 0.92
FOCSX: 0.91
The chart of Calmar ratio for TPLGX, currently valued at -0.43, compared to the broader market0.005.0010.0015.00
TPLGX: -0.43
FOCSX: -0.36
The chart of Martin ratio for TPLGX, currently valued at -1.36, compared to the broader market0.0020.0040.0060.00
TPLGX: -1.36
FOCSX: -1.97

The current TPLGX Sharpe Ratio is -0.51, which is comparable to the FOCSX Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of TPLGX and FOCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.51
-0.60
TPLGX
FOCSX

Dividends

TPLGX vs. FOCSX - Dividend Comparison

TPLGX's dividend yield for the trailing twelve months is around 0.04%, less than FOCSX's 1.95% yield.


TTM20242023202220212020201920182017201620152014
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
0.04%0.03%0.03%0.00%0.00%0.02%0.18%0.16%0.19%0.25%0.11%0.08%
FOCSX
Fidelity Small Cap Growth K6 Fund
1.95%1.57%0.23%0.05%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%

Drawdowns

TPLGX vs. FOCSX - Drawdown Comparison

The maximum TPLGX drawdown since its inception was -56.03%, which is greater than FOCSX's maximum drawdown of -51.13%. Use the drawdown chart below to compare losses from any high point for TPLGX and FOCSX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.28%
-37.52%
TPLGX
FOCSX

Volatility

TPLGX vs. FOCSX - Volatility Comparison

T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and Fidelity Small Cap Growth K6 Fund (FOCSX) have volatilities of 11.14% and 11.21%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.14%
11.21%
TPLGX
FOCSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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