TRBCX vs. SVSPX
Compare and contrast key facts about T. Rowe Price Blue Chip Growth Fund (TRBCX) and State Street S&P 500 Index Fund Class N (SVSPX).
TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Performance
TRBCX vs. SVSPX - Performance Comparison
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TRBCX vs. SVSPX - 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% |
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
Returns By Period
In the year-to-date period, TRBCX achieves a -11.24% return, which is significantly lower than SVSPX's -4.37% return. Over the past 10 years, TRBCX has outperformed SVSPX with an annualized return of 15.86%, while SVSPX has yielded a comparatively lower 13.92% 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%
SVSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.09%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.67%
- 10Y*
- 13.92%
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TRBCX vs. SVSPX - Expense Ratio Comparison
TRBCX has a 0.69% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Return for Risk
TRBCX vs. SVSPX — Risk / Return Rank
TRBCX
SVSPX
TRBCX vs. SVSPX - 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 S&P 500 Index Fund Class N (SVSPX). 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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.06 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.71 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.43 | +0.33 |
Martin ratioReturn relative to average drawdown | 2.68 | 1.65 | +1.03 |
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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.06 | -0.37 |
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 | 0.78 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.56 | +0.01 |
Correlation
The correlation between TRBCX and SVSPX is 0.93, 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. SVSPX - Dividend Comparison
TRBCX's dividend yield for the trailing twelve months is around 5.91%, less than SVSPX's 8.68% 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% |
SVSPX State Street S&P 500 Index Fund Class N | 8.68% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Drawdowns
TRBCX vs. SVSPX - Drawdown Comparison
The maximum TRBCX drawdown since its inception was -54.56%, roughly equal to the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for TRBCX and SVSPX.
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Drawdown Indicators
| TRBCX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -55.76% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -12.15% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -43.63% | -24.59% | -19.04% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -33.69% | -9.94% |
Current DrawdownCurrent decline from peak | -13.77% | -6.26% | -7.51% |
Average DrawdownAverage peak-to-trough decline | -11.35% | -9.28% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 5.01% | -0.15% |
Volatility
TRBCX vs. SVSPX - Volatility Comparison
T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 7.01% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 5.01%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRBCX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 5.01% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 9.75% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.49% | 20.72% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 17.41% | +6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.76% | 18.30% | +4.46% |