TPLGX vs. SCHD
Compare and contrast key facts about T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and Schwab US Dividend Equity ETF (SCHD).
TPLGX is managed by T. Rowe Price. It was launched on Sep 30, 2003. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TPLGX or SCHD.
Key characteristics
| TPLGX | SCHD | |
|---|---|---|
| YTD Return | 36.09% | 17.75% |
| 1Y Return | 42.38% | 31.70% |
| 3Y Return (Ann) | 0.92% | 7.26% |
| 5Y Return (Ann) | 12.14% | 12.80% |
| 10Y Return (Ann) | 12.58% | 11.72% |
| Sharpe Ratio | 2.35 | 2.67 |
| Sortino Ratio | 3.07 | 3.84 |
| Omega Ratio | 1.43 | 1.47 |
| Calmar Ratio | 1.42 | 2.80 |
| Martin Ratio | 12.27 | 14.83 |
| Ulcer Index | 3.37% | 2.04% |
| Daily Std Dev | 17.55% | 11.32% |
| Max Drawdown | -56.03% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TPLGX and SCHD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TPLGX vs. SCHD - Performance Comparison
In the year-to-date period, TPLGX achieves a 36.09% return, which is significantly higher than SCHD's 17.75% return. Over the past 10 years, TPLGX has outperformed SCHD with an annualized return of 12.58%, while SCHD has yielded a comparatively lower 11.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TPLGX vs. SCHD - Expense Ratio Comparison
TPLGX has a 0.57% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
TPLGX vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
TPLGX vs. SCHD - Dividend Comparison
TPLGX's dividend yield for the trailing twelve months is around 0.02%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPLGX T. Rowe Price Institutional Large Cap Core Growth Fund | 0.02% | 0.03% | 0.00% | 0.00% | 0.02% | 0.18% | 0.16% | 0.19% | 0.25% | 0.11% | 0.08% | 0.15% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
TPLGX vs. SCHD - Drawdown Comparison
The maximum TPLGX drawdown since its inception was -56.03%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TPLGX and SCHD. For additional features, visit the drawdowns tool.
Volatility
TPLGX vs. SCHD - Volatility Comparison
T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) has a higher volatility of 4.92% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that TPLGX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.