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TRBCX vs. PRWBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRBCX vs. PRWBX - 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 Short-Term Bond Fund (PRWBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRBCX achieves a 1.82% return, which is significantly higher than PRWBX's 0.38% return. Over the past 10 years, TRBCX has outperformed PRWBX with an annualized return of 17.54%, while PRWBX has yielded a comparatively lower 2.54% annualized return.


TRBCX

1D
1.91%
1M
-1.54%
YTD
1.82%
6M
1.91%
1Y
18.41%
3Y*
26.37%
5Y*
12.04%
10Y*
17.54%

PRWBX

1D
0.00%
1M
0.13%
YTD
0.38%
6M
1.13%
1Y
5.31%
3Y*
5.80%
5Y*
2.69%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRBCX vs. PRWBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRBCX
T. Rowe Price Blue Chip Growth Fund
1.82%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%
PRWBX
T. Rowe Price Short-Term Bond Fund
0.38%7.22%6.22%5.54%-4.99%-0.23%4.56%4.33%1.38%1.33%

Correlation

The correlation between TRBCX and PRWBX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jun 30, 1993

-0.05

The correlation between TRBCX and PRWBX shifts across timeframes, from -0.05 (all time) to 0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TRBCX vs. PRWBX — Risk / Return Rank

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

TRBCX
TRBCX Risk / Return Rank: 1515
Overall Rank
TRBCX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 1616
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1414
Martin Ratio Rank

PRWBX
PRWBX Risk / Return Rank: 9191
Overall Rank
PRWBX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PRWBX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRWBX Omega Ratio Rank: 9494
Omega Ratio Rank
PRWBX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRWBX Martin Ratio Rank: 9494
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. PRWBX - 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 Short-Term Bond Fund (PRWBX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRBCXPRWBXDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.75

Omega ratioGain probability vs. loss probability

1.19

1.71

-0.52

Calmar ratioReturn relative to maximum drawdown

1.06

5.09

-4.03

Martin ratioReturn relative to average drawdown

3.50

18.97

-15.48

TRBCX vs. PRWBX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 1.03, which is lower than the PRWBX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of TRBCX and PRWBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRBCX vs. PRWBX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, which is greater than PRWBX's maximum drawdown of -7.78%. Use the drawdown chart below to compare losses from any high point for TRBCX and PRWBX.


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Drawdown Indicators


TRBCXPRWBXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-7.78%

-46.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-1.07%

-15.94%

Max Drawdown (3Y)

Largest decline over 3 years

-23.08%

-1.07%

-22.01%

Max Drawdown (5Y)

Largest decline over 5 years

-43.63%

-7.29%

-36.34%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-7.29%

-36.34%

Current Drawdown

Current decline from peak

-4.14%

-0.43%

-3.71%

Average Drawdown

Average peak-to-trough decline

-11.29%

-0.95%

-10.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

0.28%

+4.84%

Volatility

TRBCX vs. PRWBX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 6.44% compared to T. Rowe Price Short-Term Bond Fund (PRWBX) at 0.65%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than PRWBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRBCXPRWBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

0.65%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

1.62%

+12.90%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

2.28%

+15.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.14%

2.56%

+21.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.85%

2.18%

+20.67%

TRBCX vs. PRWBX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is higher than PRWBX's 0.43% expense ratio.


Dividends

TRBCX vs. PRWBX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 5.15%, less than PRWBX's 5.64% yield.


PositionTTM20252024202320222021202020192018201720162015
PRWBX
T. Rowe Price Short-Term Bond Fund
5.64%5.64%5.12%3.57%1.38%1.24%1.92%2.52%2.22%1.75%1.58%1.46%
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.15%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


TRBCX and PRWBX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRBCX has higher volatility (6.44%) compared to PRWBX (0.65%). In terms of maximum drawdown, TRBCX dropped -54.56% vs PRWBX's -7.78%.

PRWBX currently has the higher Sharpe Ratio (2.39 vs 1.03), 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.

Portfolio Optimizer

Find the right allocation for TRBCX and PRWBX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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