TRGOX vs. TGRW
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and T. Rowe Price Growth Stock ETF (TGRW).
TRGOX is managed by T. Rowe Price. It was launched on May 1, 2020. TGRW is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRGOX or TGRW.
Key characteristics
| TRGOX | TGRW | |
|---|---|---|
| YTD Return | 31.73% | 29.43% |
| 1Y Return | 40.42% | 40.54% |
| 3Y Return (Ann) | 4.28% | 4.27% |
| Sharpe Ratio | 2.48 | 2.34 |
| Sortino Ratio | 3.28 | 3.05 |
| Omega Ratio | 1.45 | 1.43 |
| Calmar Ratio | 1.70 | 1.94 |
| Martin Ratio | 15.06 | 11.17 |
| Ulcer Index | 2.61% | 3.53% |
| Daily Std Dev | 15.83% | 16.83% |
| Max Drawdown | -44.00% | -43.33% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TRGOX and TGRW is 0.98, 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
In the year-to-date period, TRGOX achieves a 31.73% return, which is significantly higher than TGRW's 29.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
TRGOX vs. TGRW - Dividend Comparison
TRGOX has not paid dividends to shareholders, while TGRW's dividend yield for the trailing twelve months is around 0.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TGRW T. Rowe Price Growth Stock ETF | 0.01% | 0.01% | 0.00% | 0.40% | 0.21% |
Drawdowns
TRGOX vs. TGRW - Drawdown Comparison
The maximum TRGOX drawdown since its inception was -44.00%, roughly equal to 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.
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 4.73% and 4.93%, 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.