PortfoliosLab logoPortfoliosLab logo
TRBCX vs. PRGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

TRBCX vs. PRGFX - 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%
PRGFX
T. Rowe Price Growth Stock Fund
-14.51%15.64%38.36%45.33%-40.12%19.86%36.92%30.83%-1.04%33.57%

Returns By Period

The year-to-date returns for both investments are quite close, with TRBCX having a -14.57% return and PRGFX slightly higher at -14.51%. Over the past 10 years, TRBCX has outperformed PRGFX with an annualized return of 15.42%, while PRGFX has yielded a comparatively lower 13.64% 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%

PRGFX

1D
-0.47%
1M
-8.95%
YTD
-14.51%
6M
-13.74%
1Y
9.27%
3Y*
19.62%
5Y*
6.83%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. PRGFX - Expense Ratio Comparison

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


Return for Risk

TRBCX vs. PRGFX — 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

PRGFX
PRGFX Risk / Return Rank: 1616
Overall Rank
PRGFX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRGFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PRGFX Omega Ratio Rank: 1818
Omega Ratio Rank
PRGFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRGFX Martin Ratio Rank: 1313
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. PRGFX - Risk-Adjusted Trends 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.


TRBCXPRGFXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.42

+0.09

Sortino ratio

Return per unit of downside risk

0.89

0.77

+0.13

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.02

Calmar ratio

Return relative to maximum drawdown

0.49

0.34

+0.15

Martin ratio

Return relative to average drawdown

1.72

1.18

+0.54

TRBCX vs. PRGFX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 0.51, which is comparable to the PRGFX Sharpe Ratio of 0.42. 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.


Loading graphics...

Sharpe Ratios by Period


TRBCXPRGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.42

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.30

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.62

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.54

+0.03

Correlation

The correlation between TRBCX and PRGFX is 0.98, 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. PRGFX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 6.14%, less than PRGFX's 15.89% 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%
PRGFX
T. Rowe Price Growth Stock Fund
15.89%13.58%13.26%3.34%3.55%9.34%3.51%1.81%9.09%13.57%2.22%7.23%

Drawdowns

TRBCX vs. PRGFX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, roughly equal to the maximum PRGFX drawdown of -54.01%. Use the drawdown chart below to compare losses from any high point for TRBCX and PRGFX.


Loading graphics...

Drawdown Indicators


TRBCXPRGFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-54.01%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-18.02%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-43.63%

-46.44%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-46.44%

+2.81%

Current Drawdown

Current decline from peak

-17.01%

-18.02%

+1.01%

Average Drawdown

Average peak-to-trough decline

-11.35%

-10.70%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

5.26%

-0.40%

Volatility

TRBCX vs. PRGFX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) and T. Rowe Price Growth Stock Fund (PRGFX) have volatilities of 5.58% and 5.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TRBCXPRGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.44%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

12.08%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

21.66%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

23.06%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

22.03%

+0.70%