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TRBCX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

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TRBCX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%

Returns By Period

In the year-to-date period, TRBCX achieves a -14.57% return, which is significantly lower than TILIX's -13.04% return. Both investments have delivered pretty close results over the past 10 years, with TRBCX having a 15.42% annualized return and TILIX not far ahead at 16.09%.


TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRBCX vs. TILIX - Expense Ratio Comparison

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


Return for Risk

TRBCX vs. TILIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 TIAA-CREF Large-Cap Growth Index Fund (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.


TRBCXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.65

-0.14

Sortino ratio

Return per unit of downside risk

0.89

1.10

-0.21

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.49

0.67

-0.18

Martin ratio

Return relative to average drawdown

1.72

2.32

-0.60

TRBCX vs. TILIX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 0.51, which is comparable to the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TRBCX and TILIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRBCXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.65

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.56

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.77

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.56

0.00

Correlation

The correlation between TRBCX and TILIX is 0.97, 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. TILIX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 6.14%, more than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

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.


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Drawdown Indicators


TRBCXTILIXDifference

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 (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

-17.01%

-16.24%

-0.77%

Average Drawdown

Average peak-to-trough decline

-11.35%

-7.77%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

4.73%

+0.13%

Volatility

TRBCX vs. TILIX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX) have volatilities of 5.58% and 5.34%, 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.


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Volatility by Period


TRBCXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.34%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

11.80%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

22.35%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

21.44%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

21.01%

+1.72%