PortfoliosLab logoPortfoliosLab logo
TRCLX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRCLX vs. TRBCX - Performance Comparison

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

Loading graphics...

TRCLX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRCLX
T. Rowe Price China Evolution Equity Fund
8.90%36.23%10.95%-15.51%-26.24%6.28%59.73%6.20%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-11.24%18.78%48.46%49.42%-38.57%17.54%34.73%3.71%

Returns By Period

In the year-to-date period, TRCLX achieves a 8.90% return, which is significantly higher than TRBCX's -11.24% return.


TRCLX

1D
0.06%
1M
-9.83%
YTD
8.90%
6M
11.03%
1Y
39.13%
3Y*
10.54%
5Y*
0.06%
10Y*

TRBCX

1D
3.90%
1M
-5.48%
YTD
-11.24%
6M
-10.00%
1Y
15.04%
3Y*
26.18%
5Y*
10.52%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRCLX vs. TRBCX - Expense Ratio Comparison

TRCLX has a 1.04% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Return for Risk

TRCLX vs. TRBCX — Risk / Return Rank

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

TRCLX
TRCLX Risk / Return Rank: 9090
Overall Rank
TRCLX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TRCLX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TRCLX Omega Ratio Rank: 8686
Omega Ratio Rank
TRCLX Calmar Ratio Rank: 9191
Calmar Ratio Rank
TRCLX Martin Ratio Rank: 9393
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 2727
Overall Rank
TRBCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 3030
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 2424
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.

TRCLX vs. TRBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price China Evolution Equity Fund (TRCLX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


TRCLXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

2.04

0.69

+1.35

Sortino ratio

Return per unit of downside risk

2.56

1.14

+1.42

Omega ratio

Gain probability vs. loss probability

1.37

1.16

+0.21

Calmar ratio

Return relative to maximum drawdown

2.85

0.76

+2.08

Martin ratio

Return relative to average drawdown

12.17

2.68

+9.49

TRCLX vs. TRBCX - Sharpe Ratio Comparison

The current TRCLX Sharpe Ratio is 2.04, which is higher than the TRBCX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TRCLX and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TRCLXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

0.69

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.44

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.57

-0.13

Correlation

The correlation between TRCLX and TRBCX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TRCLX vs. TRBCX - Dividend Comparison

TRCLX's dividend yield for the trailing twelve months is around 1.50%, less than TRBCX's 5.91% yield.


TTM20252024202320222021202020192018201720162015
TRCLX
T. Rowe Price China Evolution Equity Fund
1.50%1.64%1.78%2.56%2.76%8.23%1.50%0.01%0.00%0.00%0.00%0.00%
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.91%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

TRCLX vs. TRBCX - Drawdown Comparison

The maximum TRCLX drawdown since its inception was -50.67%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for TRCLX and TRBCX.


Loading graphics...

Drawdown Indicators


TRCLXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-54.56%

+3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-17.01%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-49.91%

-43.63%

-6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

Current Drawdown

Current decline from peak

-9.83%

-13.77%

+3.94%

Average Drawdown

Average peak-to-trough decline

-23.32%

-11.35%

-11.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

4.86%

-1.63%

Volatility

TRCLX vs. TRBCX - Volatility Comparison

The current volatility for T. Rowe Price China Evolution Equity Fund (TRCLX) is 6.50%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 7.01%. This indicates that TRCLX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TRCLXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

7.01%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

13.72%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

23.49%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

24.05%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

22.76%

+0.66%