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TRBCX vs. VIGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRBCX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth Fund (TRBCX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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TRBCX vs. VIGIX - 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%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-13.83%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%

Returns By Period

In the year-to-date period, TRBCX achieves a -14.57% return, which is significantly lower than VIGIX's -13.83% return. Both investments have delivered pretty close results over the past 10 years, with TRBCX having a 15.42% annualized return and VIGIX not far ahead at 15.58%.


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%

VIGIX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.73%
3Y*
19.57%
5Y*
10.94%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRBCX vs. VIGIX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


Return for Risk

TRBCX vs. VIGIX — 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

VIGIX
VIGIX Risk / Return Rank: 2626
Overall Rank
VIGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX 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. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


TRBCXVIGIXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.61

-0.10

Sortino ratio

Return per unit of downside risk

0.89

1.04

-0.15

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratio

Return relative to maximum drawdown

0.49

0.66

-0.17

Martin ratio

Return relative to average drawdown

1.72

2.38

-0.66

TRBCX vs. VIGIX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 0.51, which is comparable to the VIGIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TRBCX and VIGIX, 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


TRBCXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.61

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.49

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.73

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.43

+0.14

Correlation

The correlation between TRBCX and VIGIX 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. VIGIX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 6.14%, more than VIGIX's 0.47% 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%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

TRBCX vs. VIGIX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, roughly equal to the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for TRBCX and VIGIX.


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Drawdown Indicators


TRBCXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-56.95%

+2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-16.51%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-43.63%

-35.62%

-8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-35.62%

-8.01%

Current Drawdown

Current decline from peak

-17.01%

-16.51%

-0.50%

Average Drawdown

Average peak-to-trough decline

-11.35%

-16.36%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

4.56%

+0.30%

Volatility

TRBCX vs. VIGIX - Volatility Comparison

T. Rowe Price Blue Chip Growth Fund (TRBCX) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 5.58% and 5.52%, 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


TRBCXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.52%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

12.10%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

22.69%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

22.30%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

21.49%

+1.24%