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TRGOX vs. TGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRGOX and TGRW is 0.91, 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.


Performance

TRGOX vs. TGRW - 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 T. Rowe Price Growth Stock ETF (TGRW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TRGOX:

0.60

TGRW:

0.51

Sortino Ratio

TRGOX:

1.12

TGRW:

0.99

Omega Ratio

TRGOX:

1.16

TGRW:

1.14

Calmar Ratio

TRGOX:

0.77

TGRW:

0.65

Martin Ratio

TRGOX:

2.72

TGRW:

2.11

Ulcer Index

TRGOX:

6.00%

TGRW:

7.15%

Daily Std Dev

TRGOX:

23.65%

TGRW:

25.28%

Max Drawdown

TRGOX:

-40.54%

TGRW:

-43.33%

Current Drawdown

TRGOX:

-4.06%

TGRW:

-5.44%

Returns By Period

In the year-to-date period, TRGOX achieves a 0.22% return, which is significantly higher than TGRW's -1.21% return.


TRGOX

YTD

0.22%

1M

11.44%

6M

-0.93%

1Y

14.01%

5Y*

15.99%

10Y*

N/A

TGRW

YTD

-1.21%

1M

12.54%

6M

-1.32%

1Y

12.71%

5Y*

N/A

10Y*

N/A

*Annualized

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TRGOX vs. TGRW - Expense Ratio Comparison

TRGOX has a 0.70% expense ratio, which is higher than TGRW's 0.52% expense ratio.


Risk-Adjusted Performance

TRGOX vs. TGRW — Risk-Adjusted Performance Rank

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

TRGOX
The Risk-Adjusted Performance Rank of TRGOX is 6969
Overall Rank
The Sharpe Ratio Rank of TRGOX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TRGOX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TRGOX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TRGOX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of TRGOX is 6969
Martin Ratio Rank

TGRW
The Risk-Adjusted Performance Rank of TGRW is 5959
Overall Rank
The Sharpe Ratio Rank of TGRW is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of TGRW is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TGRW is 6161
Omega Ratio Rank
The Calmar Ratio Rank of TGRW is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TGRW is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRGOX vs. TGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and T. Rowe Price Growth Stock ETF (TGRW). 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.


The current TRGOX Sharpe Ratio is 0.60, which is comparable to the TGRW Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TRGOX and TGRW, 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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Dividends

TRGOX vs. TGRW - Dividend Comparison

Neither TRGOX nor TGRW has paid dividends to shareholders.


TTM20242023202220212020
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
0.00%0.00%0.00%0.00%0.00%0.00%
TGRW
T. Rowe Price Growth Stock ETF
0.00%0.00%0.01%0.00%0.40%0.21%

Drawdowns

TRGOX vs. TGRW - Drawdown Comparison

The maximum TRGOX drawdown since its inception was -40.54%, smaller than the maximum TGRW drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for TRGOX and TGRW. For additional features, visit the drawdowns tool.


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Volatility

TRGOX vs. TGRW - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and T. Rowe Price Growth Stock ETF (TGRW) have volatilities of 7.59% and 7.71%, 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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