PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRGOX vs. TRLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRGOX and TRLGX is 1.00, 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.


-0.50.00.51.01.0

Performance

TRGOX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.56%
6.66%
TRGOX
TRLGX

Key characteristics

Sharpe Ratio

TRGOX:

1.12

TRLGX:

1.13

Sortino Ratio

TRGOX:

1.56

TRLGX:

1.57

Omega Ratio

TRGOX:

1.21

TRLGX:

1.21

Calmar Ratio

TRGOX:

1.49

TRLGX:

1.53

Martin Ratio

TRGOX:

4.89

TRLGX:

4.96

Ulcer Index

TRGOX:

3.81%

TRLGX:

3.80%

Daily Std Dev

TRGOX:

16.71%

TRLGX:

16.69%

Max Drawdown

TRGOX:

-44.00%

TRLGX:

-56.16%

Current Drawdown

TRGOX:

-4.89%

TRLGX:

-4.84%

Returns By Period

The year-to-date returns for both investments are quite close, with TRGOX having a 4.11% return and TRLGX slightly higher at 4.13%.


TRGOX

YTD

4.11%

1M

3.10%

6M

5.29%

1Y

20.66%

5Y*

N/A

10Y*

N/A

TRLGX

YTD

4.13%

1M

3.12%

6M

5.40%

1Y

20.87%

5Y*

12.71%

10Y*

11.48%

*Annualized

Compare stocks, funds, or ETFs

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


TRGOX vs. TRLGX - Expense Ratio Comparison

TRGOX has a 0.70% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
Expense ratio chart for TRGOX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for TRLGX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

TRGOX vs. TRLGX — 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 6262
Overall Rank
The Sharpe Ratio Rank of TRGOX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TRGOX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TRGOX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of TRGOX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of TRGOX is 6363
Martin Ratio Rank

TRLGX
The Risk-Adjusted Performance Rank of TRLGX is 6363
Overall Rank
The Sharpe Ratio Rank of TRLGX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TRLGX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TRLGX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of TRLGX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TRLGX is 6363
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. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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.


Sharpe ratio
The chart of Sharpe ratio for TRGOX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.13
The chart of Sortino ratio for TRGOX, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.0012.001.561.57
The chart of Omega ratio for TRGOX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.21
The chart of Calmar ratio for TRGOX, currently valued at 1.49, compared to the broader market0.005.0010.0015.0020.001.491.53
The chart of Martin ratio for TRGOX, currently valued at 4.89, compared to the broader market0.0020.0040.0060.0080.004.894.96
TRGOX
TRLGX

The current TRGOX Sharpe Ratio is 1.12, which is comparable to the TRLGX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of TRGOX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.12
1.13
TRGOX
TRLGX

Dividends

TRGOX vs. TRLGX - Dividend Comparison

Neither TRGOX nor TRLGX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%

Drawdowns

TRGOX vs. TRLGX - Drawdown Comparison

The maximum TRGOX drawdown since its inception was -44.00%, smaller than the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for TRGOX and TRLGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.89%
-4.84%
TRGOX
TRLGX

Volatility

TRGOX vs. TRLGX - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 4.13% and 4.13%, 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.13%
4.13%
TRGOX
TRLGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab