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TRBCX vs. BOND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRBCX vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth Fund (TRBCX) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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TRBCX vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRBCX
T. Rowe Price Blue Chip Growth Fund
-11.24%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%
BOND
PIMCO Active Bond ETF
0.10%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%

Returns By Period

In the year-to-date period, TRBCX achieves a -11.24% return, which is significantly lower than BOND's 0.10% return. Over the past 10 years, TRBCX has outperformed BOND with an annualized return of 15.86%, while BOND has yielded a comparatively lower 2.26% annualized return.


TRBCX

1D
3.90%
1M
-5.48%
YTD
-11.24%
6M
-10.00%
1Y
15.04%
3Y*
26.18%
5Y*
10.52%
10Y*
15.86%

BOND

1D
0.12%
1M
-1.53%
YTD
0.10%
6M
1.30%
1Y
4.87%
3Y*
4.80%
5Y*
0.64%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRBCX vs. BOND - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is higher than BOND's 0.54% expense ratio.


Return for Risk

TRBCX vs. BOND — Risk / Return Rank

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

TRBCX
TRBCX Risk / Return Rank: 2727
Overall Rank
TRBCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 3030
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 2424
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 5353
Overall Rank
BOND Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 5353
Sortino Ratio Rank
BOND Omega Ratio Rank: 4747
Omega Ratio Rank
BOND Calmar Ratio Rank: 6060
Calmar Ratio Rank
BOND Martin Ratio Rank: 4747
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. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and PIMCO Active Bond ETF (BOND). 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.


TRBCXBONDDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.04

-0.35

Sortino ratio

Return per unit of downside risk

1.14

1.45

-0.31

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.76

1.58

-0.81

Martin ratio

Return relative to average drawdown

2.68

4.61

-1.93

TRBCX vs. BOND - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 0.69, which is lower than the BOND Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TRBCX and BOND, 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


TRBCXBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.04

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.11

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.45

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.63

-0.06

Correlation

The correlation between TRBCX and BOND is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TRBCX vs. BOND - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 5.91%, more than BOND's 5.18% yield.


TTM20252024202320222021202020192018201720162015
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.91%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%

Drawdowns

TRBCX vs. BOND - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for TRBCX and BOND.


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Drawdown Indicators


TRBCXBONDDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-19.71%

-34.85%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-3.29%

-13.72%

Max Drawdown (5Y)

Largest decline over 5 years

-43.63%

-19.71%

-23.92%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-19.71%

-23.92%

Current Drawdown

Current decline from peak

-13.77%

-1.94%

-11.83%

Average Drawdown

Average peak-to-trough decline

-11.35%

-3.53%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

1.13%

+3.73%

Volatility

TRBCX vs. BOND - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 7.01% compared to PIMCO Active Bond ETF (BOND) at 1.83%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRBCXBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

1.83%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

2.70%

+11.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.49%

4.72%

+18.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.05%

5.73%

+18.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.76%

5.07%

+17.69%