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TRBCX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRBCX and FXAIX is 0.91, 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.


-0.50.00.51.00.9

Performance

TRBCX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth Fund (TRBCX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
607.16%
462.20%
TRBCX
FXAIX

Key characteristics

Sharpe Ratio

TRBCX:

2.23

FXAIX:

2.17

Sortino Ratio

TRBCX:

2.90

FXAIX:

2.89

Omega Ratio

TRBCX:

1.41

FXAIX:

1.41

Calmar Ratio

TRBCX:

2.58

FXAIX:

3.21

Martin Ratio

TRBCX:

11.89

FXAIX:

14.15

Ulcer Index

TRBCX:

3.30%

FXAIX:

1.92%

Daily Std Dev

TRBCX:

17.66%

FXAIX:

12.50%

Max Drawdown

TRBCX:

-54.56%

FXAIX:

-33.79%

Current Drawdown

TRBCX:

-1.78%

FXAIX:

-2.20%

Returns By Period

In the year-to-date period, TRBCX achieves a 39.10% return, which is significantly higher than FXAIX's 26.49% return. Over the past 10 years, TRBCX has outperformed FXAIX with an annualized return of 15.11%, while FXAIX has yielded a comparatively lower 12.91% annualized return.


TRBCX

YTD

39.10%

1M

3.60%

6M

12.85%

1Y

39.42%

5Y*

15.17%

10Y*

15.11%

FXAIX

YTD

26.49%

1M

-0.16%

6M

9.99%

1Y

26.93%

5Y*

14.89%

10Y*

12.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRBCX vs. FXAIX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


TRBCX
T. Rowe Price Blue Chip Growth Fund
Expense ratio chart for TRBCX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

TRBCX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for TRBCX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.232.17
The chart of Sortino ratio for TRBCX, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.0010.002.902.89
The chart of Omega ratio for TRBCX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.411.41
The chart of Calmar ratio for TRBCX, currently valued at 2.58, compared to the broader market0.002.004.006.008.0010.0012.0014.002.583.21
The chart of Martin ratio for TRBCX, currently valued at 11.89, compared to the broader market0.0020.0040.0060.0011.8914.15
TRBCX
FXAIX

The current TRBCX Sharpe Ratio is 2.23, which is comparable to the FXAIX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of TRBCX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.23
2.17
TRBCX
FXAIX

Dividends

TRBCX vs. FXAIX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 8.85%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
TRBCX
T. Rowe Price Blue Chip Growth Fund
8.85%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

TRBCX vs. FXAIX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TRBCX and FXAIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.78%
-2.20%
TRBCX
FXAIX

Volatility

TRBCX vs. FXAIX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 4.91% compared to Fidelity 500 Index Fund (FXAIX) at 3.74%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.91%
3.74%
TRBCX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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