TRBCX vs. SWPPX
TRBCX (T. Rowe Price Blue Chip Growth Fund) and SWPPX (Schwab S&P 500 Index Fund) are both mutual funds - TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price, while SWPPX is a Large Cap Blend Equities fund tracking the S&P 500 Index. TRBCX is actively managed, while SWPPX is passively managed. Over the past 10 years, TRBCX returned 17.54%/yr vs 15.55%/yr for SWPPX. Their correlation of 0.94 suggests significant overlap in exposure. TRBCX charges 0.69%/yr vs 0.02%/yr for SWPPX.
Performance
TRBCX vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, TRBCX achieves a 1.82% return, which is significantly lower than SWPPX's 10.15% return. Over the past 10 years, TRBCX has outperformed SWPPX with an annualized return of 17.54%, while SWPPX has yielded a comparatively lower 15.55% annualized return.
TRBCX
- 1D
- 1.91%
- 1M
- -1.68%
- YTD
- 1.82%
- 6M
- 1.53%
- 1Y
- 18.41%
- 3Y*
- 26.37%
- 5Y*
- 12.04%
- 10Y*
- 17.54%
SWPPX
- 1D
- 1.10%
- 1M
- 0.47%
- YTD
- 10.15%
- 6M
- 9.65%
- 1Y
- 27.14%
- 3Y*
- 20.95%
- 5Y*
- 14.08%
- 10Y*
- 15.55%
TRBCX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWPPX Schwab S&P 500 Index Fund | 10.15% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Correlation
The correlation between TRBCX and SWPPX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 20, 1997 | 0.94 |
The correlation between TRBCX and SWPPX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
TRBCX vs. SWPPX — Risk / Return Rank
TRBCX
SWPPX
TRBCX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| TRBCX | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.04 | -1.98 |
| Martin ratioReturn relative to average drawdown | 3.50 | 13.71 | -10.21 |
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Drawdowns
TRBCX vs. SWPPX - Drawdown Comparison
The maximum TRBCX drawdown since its inception was -54.56%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TRBCX and SWPPX.
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Drawdown Indicators
| TRBCX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -55.06% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -8.89% | -8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.08% | -18.74% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -43.63% | -24.51% | -19.12% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -33.80% | -9.83% |
Current DrawdownCurrent decline from peak | -4.14% | -1.38% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -9.93% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 1.97% | +3.15% |
Volatility
TRBCX vs. SWPPX - Volatility Comparison
T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 6.44% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.83%. This indicates that TRBCX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRBCX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 4.83% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.52% | 9.94% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 12.50% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.14% | 17.03% | +7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 18.27% | +4.58% |
TRBCX vs. SWPPX - Expense Ratio Comparison
TRBCX has a 0.69% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Dividends
TRBCX vs. SWPPX - Dividend Comparison
TRBCX's dividend yield for the trailing twelve months is around 5.15%, more than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.01% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
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 SWPPX have a correlation of 0.84, 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 SWPPX (4.83%). In terms of maximum drawdown, TRBCX dropped -54.56% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (2.16 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.
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