TRBCX vs. TILIX

Last updated Aug 4, 2026

TRBCX (T. Rowe Price Blue Chip Growth Fund) and TILIX (Nuveen Large Cap Growth Index Fund R6 Class) are both Large Cap Growth Equities funds. TRBCX is actively managed, while TILIX is passively managed. Over the past 10 years, TRBCX returned 16.56%/yr vs 17.31%/yr for TILIX. Their 0.97 correlation means they have historically moved very closely together. TRBCX charges 0.69%/yr vs 0.05%/yr for TILIX.

Performance

TRBCX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth Fund (TRBCX) and Nuveen Large Cap Growth Index Fund R6 Class (TILIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRBCX achieves a -1.84% return, which is significantly lower than TILIX's 0.47% return. Both investments have delivered pretty close results over the past 10 years, with TRBCX having a 16.56% annualized return and TILIX not far ahead at 17.31%.

TRBCX

• 1D: 1.54%
• 1M: -0.95%
• 6M: -0.12%
• YTD: -1.84%
• 1Y: 6.79%
• 3Y*: 23.00%
• 5Y*: 10.10%
• 10Y*: 16.56%
• ALL TIME*: 12.01%

TILIX

• 1D: 0.81%
• 1M: -2.43%
• 6M: 1.71%
• YTD: 0.47%
• 1Y: 10.22%
• 3Y*: 19.39%
• 5Y*: 11.86%
• 10Y*: 17.31%
• ALL TIME*: 11.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TILIX Nuveen Large Cap Growth Index Fund R6 Class	$0.00	$0.00	$0.00
TRBCX T. Rowe Price Blue Chip Growth Fund	$0.00	$0.00	$0.00

TRBCX vs. TILIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRBCX T. Rowe Price Blue Chip Growth Fund	-1.84%	18.78%	48.46%	49.42%	-38.57%	17.54%	34.73%	29.97%	2.00%	36.54%
TILIX Nuveen Large Cap Growth Index Fund R6 Class	0.47%	18.41%	33.31%	42.64%	-29.22%	27.63%	38.43%	36.30%	-1.66%	28.49%

Correlation

The correlation between TRBCX and TILIX is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.96
Correlation (10Y) Provides a long-term view across more market conditions.	0.96
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002	0.97

The correlation between TRBCX and TILIX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

Return for Risk

TRBCX vs. TILIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TRBCX

TRBCX Risk / Return Rank: 7
TRBCX Sharpe Ratio Rank: 7
TRBCX Sortino Ratio Rank: 7
TRBCX Omega Ratio Rank: 7
TRBCX Calmar Ratio Rank: 7
TRBCX Martin Ratio Rank: 7

TILIX

TILIX Risk / Return Rank: 10
TILIX Sharpe Ratio Rank: 11
TILIX Sortino Ratio Rank: 11
TILIX Omega Ratio Rank: 10
TILIX Calmar Ratio Rank: 10
TILIX Martin Ratio Rank: 11

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TRBCX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and Nuveen Large Cap Growth Index Fund R6 Class (TILIX). 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	TILIX	Difference
Sharpe ratio: Return per unit of total volatility	0.24	0.47	-0.23
Sortino ratio: Return per unit of downside risk	0.45	0.76	-0.31
Omega ratio: Gain probability vs. loss probability	1.05	1.09	-0.04
Calmar ratio: Return relative to maximum drawdown	0.26	0.50	-0.24
Martin ratio: Return relative to average drawdown	0.78	1.50	-0.72

TRBCX vs. TILIX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 0.24, which is lower than the TILIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of TRBCX and TILIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TRBCX vs. TILIX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TRBCX and TILIX.

Drawdown Indicators

	TRBCX	TILIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.56%	-50.54%	-4.02%
Max Drawdown (1Y) Largest decline over 1 year	-17.01%	-16.24%	-0.77%
Max Drawdown (3Y) Largest decline over 3 years	-23.08%	-23.33%	+0.25%
Max Drawdown (5Y) Largest decline over 5 years	-43.63%	-32.68%	-10.95%
Max Drawdown (10Y) Largest decline over 10 years	-43.63%	-32.68%	-10.95%
Current Drawdown Current decline from peak	-7.58%	-7.81%	+0.23%
Average Drawdown Average peak-to-trough decline	-11.28%	-7.72%	-3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.67%	5.42%	+0.25%

Volatility

TRBCX vs. TILIX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) and Nuveen Large Cap Growth Index Fund R6 Class (TILIX) have volatilities of 6.15% and 6.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRBCX	TILIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	6.43%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	15.49%	14.00%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	18.64%	17.51%	+1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.27%	21.78%	+2.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.89%	21.22%	+1.67%

TRBCX vs. TILIX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is higher than TILIX's 0.05% expense ratio.

Dividends

TRBCX vs. TILIX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 5.34%, more than TILIX's 4.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TILIX Nuveen Large Cap Growth Index Fund R6 Class	4.39%	4.41%	3.25%	1.90%	11.00%	8.76%	1.91%	2.38%	4.01%	0.68%	1.33%	1.32%
TRBCX T. Rowe Price Blue Chip Growth Fund	5.34%	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

Can I hold both TRBCX and TILIX in my portfolio?

With a correlation of 0.93, TRBCX and TILIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TRBCX or TILIX?

TILIX has higher volatility (6.43%) compared to TRBCX (6.15%). In terms of maximum drawdown, TRBCX dropped -54.56% vs TILIX's -50.54%.

Which has better risk-adjusted returns?

TILIX currently has the higher Sharpe Ratio (0.47 vs 0.24), 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.