TRBCX vs. SPY
Compare and contrast key facts about T. Rowe Price Blue Chip Growth Fund (TRBCX) and State Street SPDR S&P 500 ETF (SPY).
TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
TRBCX vs. SPY - Performance Comparison
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TRBCX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRBCX T. Rowe Price Blue Chip Growth Fund | -11.24% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TRBCX achieves a -11.24% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, TRBCX has outperformed SPY with an annualized return of 15.86%, while SPY has yielded a comparatively lower 14.06% annualized return.
TRBCX
- 1D
- 3.90%
- 1M
- -5.48%
- YTD
- -11.24%
- 6M
- -10.00%
- 1Y
- 15.04%
- 3Y*
- 26.18%
- 5Y*
- 10.52%
- 10Y*
- 15.86%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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TRBCX vs. SPY - Expense Ratio Comparison
TRBCX has a 0.69% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TRBCX vs. SPY — Risk / Return Rank
TRBCX
SPY
TRBCX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and State Street SPDR S&P 500 ETF (SPY). 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.
| TRBCX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.96 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.49 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.53 | -0.77 |
Martin ratioReturn relative to average drawdown | 2.68 | 7.27 | -4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRBCX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.96 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.70 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.79 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.56 | +0.01 |
Correlation
The correlation between TRBCX and SPY is 0.91, 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. SPY - Dividend Comparison
TRBCX's dividend yield for the trailing twelve months is around 5.91%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.91% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TRBCX vs. SPY - Drawdown Comparison
The maximum TRBCX drawdown since its inception was -54.56%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TRBCX and SPY.
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Drawdown Indicators
| TRBCX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -55.19% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -12.05% | -4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -43.63% | -24.50% | -19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -33.72% | -9.91% |
Current DrawdownCurrent decline from peak | -13.77% | -5.53% | -8.24% |
Average DrawdownAverage peak-to-trough decline | -11.35% | -9.09% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 2.54% | +2.32% |
Volatility
TRBCX vs. SPY - Volatility Comparison
T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 7.01% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRBCX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 5.35% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 9.50% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.49% | 19.06% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 17.06% | +6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.76% | 17.92% | +4.84% |