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

Correlation

The correlation between TRBCX and PRGFX is 0.92, 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.


Performance

TRBCX vs. PRGFX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TRBCX:

0.73

PRGFX:

0.32

Sortino Ratio

TRBCX:

1.20

PRGFX:

0.64

Omega Ratio

TRBCX:

1.17

PRGFX:

1.09

Calmar Ratio

TRBCX:

0.84

PRGFX:

0.26

Martin Ratio

TRBCX:

2.77

PRGFX:

0.91

Ulcer Index

TRBCX:

6.91%

PRGFX:

9.50%

Daily Std Dev

TRBCX:

25.62%

PRGFX:

25.10%

Max Drawdown

TRBCX:

-54.56%

PRGFX:

-57.19%

Current Drawdown

TRBCX:

-3.94%

PRGFX:

-17.62%

Returns By Period

In the year-to-date period, TRBCX achieves a 0.93% return, which is significantly higher than PRGFX's -0.75% return. Over the past 10 years, TRBCX has outperformed PRGFX with an annualized return of 14.15%, while PRGFX has yielded a comparatively lower 6.46% annualized return.


TRBCX

YTD

0.93%

1M

13.34%

6M

0.37%

1Y

18.60%

5Y*

14.37%

10Y*

14.15%

PRGFX

YTD

-0.75%

1M

12.67%

6M

-7.13%

1Y

8.04%

5Y*

7.57%

10Y*

6.46%

*Annualized

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TRBCX vs. PRGFX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is higher than PRGFX's 0.63% expense ratio.


Risk-Adjusted Performance

TRBCX vs. PRGFX — Risk-Adjusted Performance Rank

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

TRBCX
The Risk-Adjusted Performance Rank of TRBCX is 7272
Overall Rank
The Sharpe Ratio Rank of TRBCX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBCX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TRBCX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TRBCX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TRBCX is 7070
Martin Ratio Rank

PRGFX
The Risk-Adjusted Performance Rank of PRGFX is 3939
Overall Rank
The Sharpe Ratio Rank of PRGFX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGFX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of PRGFX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of PRGFX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of PRGFX is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRBCX vs. PRGFX - Risk-Adjusted Performance Comparison

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


The current TRBCX Sharpe Ratio is 0.73, which is higher than the PRGFX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of TRBCX and PRGFX, 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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Dividends

TRBCX vs. PRGFX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 8.99%, while PRGFX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TRBCX
T. Rowe Price Blue Chip Growth Fund
8.99%9.08%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%
PRGFX
T. Rowe Price Growth Stock Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.19%0.26%0.08%0.00%0.00%

Drawdowns

TRBCX vs. PRGFX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, roughly equal to the maximum PRGFX drawdown of -57.19%. Use the drawdown chart below to compare losses from any high point for TRBCX and PRGFX. For additional features, visit the drawdowns tool.


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Volatility

TRBCX vs. PRGFX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 7.97% compared to T. Rowe Price Growth Stock Fund (PRGFX) at 7.36%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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