TRBCX vs. SCHG
Compare and contrast key facts about T. Rowe Price Blue Chip Growth Fund (TRBCX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRBCX or SCHG.
Key characteristics
| TRBCX | SCHG | |
|---|---|---|
| YTD Return | 36.31% | 34.32% |
| 1Y Return | 42.56% | 42.00% |
| 3Y Return (Ann) | 6.31% | 11.21% |
| 5Y Return (Ann) | 15.71% | 20.69% |
| 10Y Return (Ann) | 14.96% | 16.80% |
| Sharpe Ratio | 2.49 | 2.64 |
| Sortino Ratio | 3.24 | 3.39 |
| Omega Ratio | 1.46 | 1.48 |
| Calmar Ratio | 2.66 | 3.62 |
| Martin Ratio | 13.64 | 14.42 |
| Ulcer Index | 3.30% | 3.10% |
| Daily Std Dev | 18.05% | 16.93% |
| Max Drawdown | -54.56% | -34.59% |
| Current Drawdown | -0.11% | -0.18% |
Correlation
The correlation between TRBCX and SCHG is 0.97, 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. SCHG - Performance Comparison
In the year-to-date period, TRBCX achieves a 36.31% return, which is significantly higher than SCHG's 34.32% return. Over the past 10 years, TRBCX has underperformed SCHG with an annualized return of 14.96%, while SCHG has yielded a comparatively higher 16.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRBCX vs. SCHG - Expense Ratio Comparison
TRBCX has a 0.69% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
TRBCX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
TRBCX vs. SCHG - Dividend Comparison
TRBCX's dividend yield for the trailing twelve months is around 2.56%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.56% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TRBCX vs. SCHG - Drawdown Comparison
The maximum TRBCX drawdown since its inception was -54.56%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TRBCX and SCHG. For additional features, visit the drawdowns tool.
Volatility
TRBCX vs. SCHG - Volatility Comparison
The current volatility for T. Rowe Price Blue Chip Growth Fund (TRBCX) is 4.68%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.15%. This indicates that TRBCX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.