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

Performance

TRBCX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth Fund (TRBCX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.32%
14.88%
TRBCX
SCHG

Returns By Period

The year-to-date returns for both stocks are quite close, with TRBCX having a 34.42% return and SCHG slightly lower at 32.97%. Over the past 10 years, TRBCX has underperformed SCHG with an annualized return of 14.68%, while SCHG has yielded a comparatively higher 16.46% annualized return.


TRBCX

YTD

34.42%

1M

2.14%

6M

14.29%

1Y

38.30%

5Y (annualized)

15.27%

10Y (annualized)

14.68%

SCHG

YTD

32.97%

1M

4.60%

6M

14.88%

1Y

38.45%

5Y (annualized)

20.43%

10Y (annualized)

16.46%

Key characteristics


TRBCXSCHG
Sharpe Ratio2.152.26
Sortino Ratio2.842.95
Omega Ratio1.401.41
Calmar Ratio2.343.11
Martin Ratio11.7912.34
Ulcer Index3.31%3.12%
Daily Std Dev18.14%16.99%
Max Drawdown-54.56%-34.59%
Current Drawdown-1.50%-1.19%

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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.


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 SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.01.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for TRBCX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.005.002.112.26
The chart of Sortino ratio for TRBCX, currently valued at 2.80, compared to the broader market0.005.0010.002.802.95
The chart of Omega ratio for TRBCX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.41
The chart of Calmar ratio for TRBCX, currently valued at 2.30, compared to the broader market0.005.0010.0015.0020.002.303.11
The chart of Martin ratio for TRBCX, currently valued at 11.56, compared to the broader market0.0020.0040.0060.0080.00100.0011.5612.34
TRBCX
SCHG

The current TRBCX Sharpe Ratio is 2.15, which is comparable to the SCHG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TRBCX and SCHG, 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.11
2.26
TRBCX
SCHG

Dividends

TRBCX vs. SCHG - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 2.60%, more than SCHG's 0.40% yield.


TTM20232022202120202019201820172016201520142013
TRBCX
T. Rowe Price Blue Chip Growth Fund
2.60%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.50%
-1.19%
TRBCX
SCHG

Volatility

TRBCX vs. SCHG - Volatility Comparison

The current volatility for T. Rowe Price Blue Chip Growth Fund (TRBCX) is 5.10%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.49%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.10%
5.49%
TRBCX
SCHG