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TPLGX vs. SSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPLGX vs. SSAIX - 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 State Street International Stock Selection Fund (SSAIX). The values are adjusted to include any dividend payments, if applicable.

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TPLGX vs. SSAIX - 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%
SSAIX
State Street International Stock Selection Fund
0.21%31.50%7.90%17.53%-13.60%12.77%2.88%16.78%-17.69%22.21%

Returns By Period

In the year-to-date period, TPLGX achieves a -14.47% return, which is significantly lower than SSAIX's 0.21% return. Over the past 10 years, TPLGX has outperformed SSAIX with an annualized return of 14.45%, while SSAIX has yielded a comparatively lower 7.60% annualized return.


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%

SSAIX

1D
-0.42%
1M
-10.31%
YTD
0.21%
6M
-0.62%
1Y
20.99%
3Y*
15.71%
5Y*
9.06%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPLGX vs. SSAIX - Expense Ratio Comparison

TPLGX has a 0.57% expense ratio, which is lower than SSAIX's 1.00% expense ratio.


Return for Risk

TPLGX vs. SSAIX — 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

SSAIX
SSAIX Risk / Return Rank: 6969
Overall Rank
SSAIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SSAIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSAIX Omega Ratio Rank: 6767
Omega Ratio Rank
SSAIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SSAIX Martin Ratio Rank: 8080
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. SSAIX - 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 State Street International Stock Selection Fund (SSAIX). 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.


TPLGXSSAIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.11

-0.58

Sortino ratio

Return per unit of downside risk

0.92

1.44

-0.51

Omega ratio

Gain probability vs. loss probability

1.13

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.51

2.15

-1.64

Martin ratio

Return relative to average drawdown

1.78

7.86

-6.08

TPLGX vs. SSAIX - Sharpe Ratio Comparison

The current TPLGX Sharpe Ratio is 0.52, which is lower than the SSAIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TPLGX and SSAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TPLGXSSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.11

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.57

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.46

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.26

+0.26

Correlation

The correlation between TPLGX and SSAIX is 0.62, 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.


Dividends

TPLGX vs. SSAIX - Dividend Comparison

TPLGX's dividend yield for the trailing twelve months is around 23.73%, while SSAIX has not paid dividends to shareholders.


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%
SSAIX
State Street International Stock Selection Fund
0.00%0.00%3.64%5.68%3.47%4.55%1.88%3.34%5.99%3.63%2.74%2.55%

Drawdowns

TPLGX vs. SSAIX - Drawdown Comparison

The maximum TPLGX drawdown since its inception was -54.57%, smaller than the maximum SSAIX drawdown of -61.30%. Use the drawdown chart below to compare losses from any high point for TPLGX and SSAIX.


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Drawdown Indicators


TPLGXSSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.57%

-61.30%

+6.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.15%

-10.98%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.45%

-29.25%

-14.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-41.34%

-2.11%

Current Drawdown

Current decline from peak

-17.15%

-10.98%

-6.17%

Average Drawdown

Average peak-to-trough decline

-8.71%

-15.88%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.55%

+1.33%

Volatility

TPLGX vs. SSAIX - Volatility Comparison

The current volatility for T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) is 5.55%, while State Street International Stock Selection Fund (SSAIX) has a volatility of 5.95%. This indicates that TPLGX experiences smaller price fluctuations and is considered to be less risky than SSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPLGXSSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.95%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

14.25%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

20.82%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

16.67%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

16.97%

+5.87%