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TRGOX vs. ACFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRGOX vs. ACFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). The values are adjusted to include any dividend payments, if applicable.

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TRGOX vs. ACFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
-11.49%17.31%37.39%46.03%-35.36%21.49%42.90%
ACFOX
American Century Investments Focused Dynamic Growth Fund
-10.26%20.51%43.30%35.66%-36.32%7.08%60.73%

Returns By Period

In the year-to-date period, TRGOX achieves a -11.49% return, which is significantly lower than ACFOX's -10.26% return.


TRGOX

1D
3.95%
1M
-5.81%
YTD
-11.49%
6M
-10.37%
1Y
11.99%
3Y*
22.22%
5Y*
9.16%
10Y*

ACFOX

1D
4.84%
1M
-5.18%
YTD
-10.26%
6M
-6.37%
1Y
24.51%
3Y*
23.01%
5Y*
7.15%
10Y*
17.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRGOX vs. ACFOX - Expense Ratio Comparison

TRGOX has a 0.70% expense ratio, which is lower than ACFOX's 0.85% expense ratio.


Return for Risk

TRGOX vs. ACFOX — Risk / Return Rank

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

TRGOX
TRGOX Risk / Return Rank: 2020
Overall Rank
TRGOX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRGOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TRGOX Omega Ratio Rank: 2222
Omega Ratio Rank
TRGOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRGOX Martin Ratio Rank: 1616
Martin Ratio Rank

ACFOX
ACFOX Risk / Return Rank: 5555
Overall Rank
ACFOX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ACFOX Sortino Ratio Rank: 5959
Sortino Ratio Rank
ACFOX Omega Ratio Rank: 5050
Omega Ratio Rank
ACFOX Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACFOX Martin Ratio Rank: 5353
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.

TRGOX vs. ACFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). 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.


TRGOXACFOXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.01

-0.43

Sortino ratio

Return per unit of downside risk

1.01

1.60

-0.59

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.53

1.49

-0.96

Martin ratio

Return relative to average drawdown

1.79

5.33

-3.54

TRGOX vs. ACFOX - Sharpe Ratio Comparison

The current TRGOX Sharpe Ratio is 0.58, which is lower than the ACFOX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TRGOX and ACFOX, 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


TRGOXACFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.01

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.28

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.53

+0.16

Correlation

The correlation between TRGOX and ACFOX is 0.92, 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

TRGOX vs. ACFOX - Dividend Comparison

TRGOX's dividend yield for the trailing twelve months is around 15.51%, more than ACFOX's 8.42% yield.


TTM20252024202320222021202020192018201720162015
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
15.51%13.73%9.85%2.04%3.89%1.15%0.36%0.00%0.00%0.00%0.00%0.00%
ACFOX
American Century Investments Focused Dynamic Growth Fund
8.42%7.56%0.00%0.00%0.00%2.48%0.62%0.00%0.00%0.00%1.15%1.33%

Drawdowns

TRGOX vs. ACFOX - Drawdown Comparison

The maximum TRGOX drawdown since its inception was -41.29%, smaller than the maximum ACFOX drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for TRGOX and ACFOX.


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Drawdown Indicators


TRGOXACFOXDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-58.92%

+17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-18.23%

-16.52%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-41.29%

-43.77%

+2.48%

Max Drawdown (10Y)

Largest decline over 10 years

-43.77%

Current Drawdown

Current decline from peak

-15.00%

-12.48%

-2.52%

Average Drawdown

Average peak-to-trough decline

-11.67%

-14.81%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

4.63%

+0.83%

Volatility

TRGOX vs. ACFOX - Volatility Comparison

The current volatility for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) is 7.19%, while American Century Investments Focused Dynamic Growth Fund (ACFOX) has a volatility of 8.54%. This indicates that TRGOX experiences smaller price fluctuations and is considered to be less risky than ACFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRGOXACFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

8.54%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

15.24%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.15%

25.24%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

25.28%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.31%

23.71%

-1.40%