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TPLGX vs. FXAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPLGX vs. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TPLGX achieves a 0.30% return, which is significantly lower than FXAIX's 9.79% return. Over the past 10 years, TPLGX has outperformed FXAIX with an annualized return of 16.70%, while FXAIX has yielded a comparatively lower 15.80% annualized return.


TPLGX

1D
-1.59%
1M
-3.18%
YTD
0.30%
6M
-0.83%
1Y
15.07%
3Y*
22.04%
5Y*
9.33%
10Y*
16.70%

FXAIX

1D
-0.37%
1M
0.10%
YTD
9.79%
6M
8.79%
1Y
25.51%
3Y*
21.39%
5Y*
13.60%
10Y*
15.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPLGX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
0.30%18.66%35.22%49.63%-38.49%17.84%34.70%30.15%2.18%36.49%
FXAIX
Fidelity 500 Index Fund
9.79%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Correlation

The correlation between TPLGX and FXAIX is 0.86, 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since May 4, 2011

0.90

The correlation between TPLGX and FXAIX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

TPLGX vs. FXAIX — Risk / Return Rank

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

TPLGX
TPLGX Risk / Return Rank: 1313
Overall Rank
TPLGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TPLGX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TPLGX Omega Ratio Rank: 1313
Omega Ratio Rank
TPLGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TPLGX Martin Ratio Rank: 1212
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 6565
Overall Rank
FXAIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5959
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7878
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. FXAIX - 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 Fidelity 500 Index Fund (FXAIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TPLGXFXAIXDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.18

1.39

-0.21

Calmar ratioReturn relative to maximum drawdown

0.96

3.02

-2.06

Martin ratioReturn relative to average drawdown

3.13

13.62

-10.50

TPLGX vs. FXAIX - Sharpe Ratio Comparison

The current TPLGX Sharpe Ratio is 0.99, which is lower than the FXAIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of TPLGX and FXAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TPLGX vs. FXAIX - Drawdown Comparison

The maximum TPLGX drawdown since its inception was -54.57%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TPLGX and FXAIX.


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Drawdown Indicators


TPLGXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.57%

-33.79%

-20.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.15%

-8.89%

-8.26%

Max Drawdown (3Y)

Largest decline over 3 years

-28.23%

-18.76%

-9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.45%

-24.50%

-18.95%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-33.79%

-9.66%

Current Drawdown

Current decline from peak

-5.57%

-1.72%

-3.85%

Average Drawdown

Average peak-to-trough decline

-8.66%

-3.79%

-4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

1.97%

+3.28%

Volatility

TPLGX vs. FXAIX - Volatility Comparison

T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) has a higher volatility of 6.44% compared to Fidelity 500 Index Fund (FXAIX) at 4.68%. This indicates that TPLGX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPLGXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

4.68%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

9.84%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

12.50%

+4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.42%

17.00%

+7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%

18.12%

+4.86%

TPLGX vs. FXAIX - Expense Ratio Comparison

TPLGX has a 0.57% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Dividends

TPLGX vs. FXAIX - Dividend Comparison

TPLGX's dividend yield for the trailing twelve months is around 20.24%, more than FXAIX's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
FXAIX
Fidelity 500 Index Fund
1.04%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
20.24%20.30%12.87%3.70%4.39%8.81%0.59%0.60%1.65%1.39%0.25%0.44%

Frequently Asked Questions


TPLGX and FXAIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TPLGX has higher volatility (6.44%) compared to FXAIX (4.68%). In terms of maximum drawdown, TPLGX dropped -54.57% vs FXAIX's -33.79%.

FXAIX currently has the higher Sharpe Ratio (2.15 vs 0.99), 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.

Portfolio Optimizer

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