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TRBCX vs. ACFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRBCX vs. ACFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth Fund (TRBCX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). The values are adjusted to include any dividend payments, if applicable.

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TRBCX vs. ACFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%
ACFOX
American Century Investments Focused Dynamic Growth Fund
-14.41%20.51%43.30%35.66%-36.32%7.08%73.31%32.30%6.51%34.55%

Returns By Period

The year-to-date returns for both investments are quite close, with TRBCX having a -14.57% return and ACFOX slightly higher at -14.41%. Over the past 10 years, TRBCX has underperformed ACFOX with an annualized return of 15.42%, while ACFOX has yielded a comparatively higher 16.85% annualized return.


TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%

ACFOX

1D
-0.86%
1M
-8.88%
YTD
-14.41%
6M
-10.23%
1Y
19.65%
3Y*
21.09%
5Y*
6.51%
10Y*
16.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRBCX vs. ACFOX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is lower than ACFOX's 0.85% expense ratio.


Return for Risk

TRBCX vs. ACFOX — Risk / Return Rank

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

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
Martin Ratio Rank

ACFOX
ACFOX Risk / Return Rank: 3636
Overall Rank
ACFOX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ACFOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
ACFOX Omega Ratio Rank: 3636
Omega Ratio Rank
ACFOX Calmar Ratio Rank: 3535
Calmar Ratio Rank
ACFOX Martin Ratio Rank: 3232
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.

TRBCX vs. ACFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). 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.


TRBCXACFOXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.77

-0.25

Sortino ratio

Return per unit of downside risk

0.89

1.26

-0.36

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.49

0.94

-0.45

Martin ratio

Return relative to average drawdown

1.72

3.40

-1.69

TRBCX vs. ACFOX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 0.51, which is lower than the ACFOX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TRBCX and ACFOX, 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


TRBCXACFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.77

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.26

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.71

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.52

+0.04

Correlation

The correlation between TRBCX and ACFOX is 0.90, 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

TRBCX vs. ACFOX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 6.14%, less than ACFOX's 8.83% yield.


TTM20252024202320222021202020192018201720162015
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%
ACFOX
American Century Investments Focused Dynamic Growth Fund
8.83%7.56%0.00%0.00%0.00%2.48%0.62%0.00%0.00%0.00%1.15%1.33%

Drawdowns

TRBCX vs. ACFOX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, smaller than the maximum ACFOX drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for TRBCX and ACFOX.


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Drawdown Indicators


TRBCXACFOXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-58.92%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-16.52%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.63%

-43.77%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-43.77%

+0.14%

Current Drawdown

Current decline from peak

-17.01%

-16.52%

-0.49%

Average Drawdown

Average peak-to-trough decline

-11.35%

-14.81%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

4.56%

+0.30%

Volatility

TRBCX vs. ACFOX - Volatility Comparison

The current volatility for T. Rowe Price Blue Chip Growth Fund (TRBCX) is 5.58%, while American Century Investments Focused Dynamic Growth Fund (ACFOX) has a volatility of 6.86%. This indicates that TRBCX experiences smaller price fluctuations and is considered to be less risky than ACFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRBCXACFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

6.86%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

14.48%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

24.83%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

25.20%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

23.67%

-0.94%