TRBCX vs. DODGX

Last updated Jun 3, 2026

TRBCX (T. Rowe Price Blue Chip Growth Fund) and DODGX (Dodge & Cox Stock Fund Class I) are both mutual funds - TRBCX is a Large Cap Growth Equities fund managed by T. Rowe Price, while DODGX is a Large Cap Value Equities fund managed by Dodge & Cox. Over the past 10 years, TRBCX returned 17.77%/yr vs 12.74%/yr for DODGX. A 0.79 correlation means they provide meaningful diversification when combined. TRBCX charges 0.69%/yr vs 0.51%/yr for DODGX.

Performance

TRBCX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth Fund (TRBCX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRBCX achieves a 6.21% return, which is significantly higher than DODGX's 3.60% return. Over the past 10 years, TRBCX has outperformed DODGX with an annualized return of 17.77%, while DODGX has yielded a comparatively lower 12.74% annualized return.

TRBCX

• 1D: 0.50%
• 1M: 5.56%
• YTD: 6.21%
• 6M: 6.14%
• 1Y: 23.51%
• 3Y*: 29.10%
• 5Y*: 13.72%
• 10Y*: 17.77%

DODGX

• 1D: 0.00%
• 1M: 0.36%
• YTD: 3.60%
• 6M: 6.38%
• 1Y: 13.55%
• 3Y*: 15.27%
• 5Y*: 8.67%
• 10Y*: 12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRBCX vs. DODGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRBCX T. Rowe Price Blue Chip Growth Fund	6.21%	18.78%	48.46%	49.42%	-38.57%	17.54%	34.73%	29.97%	2.00%	36.54%
DODGX Dodge & Cox Stock Fund Class I	3.60%	13.66%	14.36%	17.49%	-7.25%	31.72%	7.10%	24.30%	-7.15%	18.33%

Correlation

The correlation between TRBCX and DODGX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jul 1, 1993	0.79

Over the past year, the correlation between TRBCX and DODGX has dropped to 0.40 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

TRBCX vs. DODGX — Risk / Return Rank

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

TRBCX

TRBCX Risk / Return Rank: 21
TRBCX Sharpe Ratio Rank: 25
TRBCX Sortino Ratio Rank: 21
TRBCX Omega Ratio Rank: 25
TRBCX Calmar Ratio Rank: 16
TRBCX Martin Ratio Rank: 17

DODGX

DODGX Risk / Return Rank: 19
DODGX Sharpe Ratio Rank: 17
DODGX Sortino Ratio Rank: 17
DODGX Omega Ratio Rank: 16
DODGX Calmar Ratio Rank: 21
DODGX Martin Ratio Rank: 24

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. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and Dodge & Cox Stock Fund Class I (DODGX). 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.

	TRBCX	DODGX	Difference
Sharpe ratio Return per unit of total volatility	1.48	1.23	+0.25
Sortino ratio Return per unit of downside risk	1.99	1.77	+0.22
Omega ratio Gain probability vs. loss probability	1.26	1.22	+0.05
Calmar ratio Return relative to maximum drawdown	1.46	1.79	-0.33
Martin ratio Return relative to average drawdown	4.96	6.31	-1.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRBCX vs. DODGX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 1.48, which is comparable to the DODGX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of TRBCX and DODGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRBCX	DODGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	1.23	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.55	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.67	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.63	-0.03

Drawdowns

TRBCX vs. DODGX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for TRBCX and DODGX.

Drawdown Indicators

	TRBCX	DODGX	Difference
Max Drawdown Largest peak-to-trough decline	-54.56%	-63.24%	+8.68%
Max Drawdown (1Y) Largest decline over 1 year	-17.01%	-7.48%	-9.53%
Max Drawdown (3Y) Largest decline over 3 years	-23.08%	-14.89%	-8.19%
Max Drawdown (5Y) Largest decline over 5 years	-43.63%	-21.85%	-21.78%
Max Drawdown (10Y) Largest decline over 10 years	-43.63%	-40.41%	-3.22%
Current Drawdown Current decline from peak	0.00%	-0.88%	+0.88%
Average Drawdown Average peak-to-trough decline	-11.31%	-7.51%	-3.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.01%	2.12%	+2.89%

Volatility

TRBCX vs. DODGX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 3.44% compared to Dodge & Cox Stock Fund Class I (DODGX) at 2.28%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRBCX	DODGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.44%	2.28%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	7.99%	+5.37%
Volatility (1Y) Calculated over the trailing 1-year period	16.68%	11.05%	+5.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.02%	15.95%	+8.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.79%	19.22%	+3.57%

TRBCX vs. DODGX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is higher than DODGX's 0.51% expense ratio.

Dividends

TRBCX vs. DODGX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 4.94%, less than DODGX's 9.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DODGX Dodge & Cox Stock Fund Class I	9.38%	9.86%	8.20%	3.76%	5.47%	3.22%	6.74%	10.23%	9.69%	6.78%	6.26%	5.36%
TRBCX T. Rowe Price Blue Chip Growth Fund	4.94%	5.25%	18.16%	3.49%	5.87%	9.38%	1.19%	0.36%	2.44%	2.94%	0.67%	3.26%

Frequently Asked Questions

Can I hold both TRBCX and DODGX in my portfolio?

TRBCX and DODGX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRBCX or DODGX?

TRBCX has higher volatility (3.44%) compared to DODGX (2.28%). In terms of maximum drawdown, TRBCX dropped -54.56% vs DODGX's -63.24%.

Which has better risk-adjusted returns?

TRBCX currently has the higher Sharpe Ratio (1.48 vs 1.23), 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.