TRBCX vs. SWPPX
Compare and contrast key facts about T. Rowe Price Blue Chip Growth Fund (TRBCX) and Schwab S&P 500 Index Fund (SWPPX).
TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRBCX or SWPPX.
Key characteristics
| TRBCX | SWPPX | |
|---|---|---|
| YTD Return | 35.90% | 27.25% |
| 1Y Return | 44.56% | 37.82% |
| 3Y Return (Ann) | 6.22% | 10.34% |
| 5Y Return (Ann) | 15.96% | 16.03% |
| 10Y Return (Ann) | 14.93% | 13.43% |
| Sharpe Ratio | 2.61 | 3.22 |
| Sortino Ratio | 3.38 | 4.26 |
| Omega Ratio | 1.48 | 1.61 |
| Calmar Ratio | 2.62 | 4.73 |
| Martin Ratio | 14.38 | 21.35 |
| Ulcer Index | 3.30% | 1.87% |
| Daily Std Dev | 18.09% | 12.36% |
| Max Drawdown | -54.56% | -55.06% |
| Current Drawdown | -0.01% | 0.00% |
Correlation
The correlation between TRBCX and SWPPX is 0.94, 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. SWPPX - Performance Comparison
In the year-to-date period, TRBCX achieves a 35.90% return, which is significantly higher than SWPPX's 27.25% return. Over the past 10 years, TRBCX has outperformed SWPPX with an annualized return of 14.93%, while SWPPX has yielded a comparatively lower 13.43% 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. SWPPX - Expense Ratio Comparison
TRBCX has a 0.69% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
TRBCX vs. SWPPX - 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 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.
Dividends
TRBCX vs. SWPPX - Dividend Comparison
TRBCX's dividend yield for the trailing twelve months is around 2.57%, more than SWPPX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.57% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.12% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
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. For additional features, visit the drawdowns tool.
Volatility
TRBCX vs. SWPPX - Volatility Comparison
T. Rowe Price Blue Chip Growth Fund (TRBCX) has a higher volatility of 4.93% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.88%. 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.