TRGOX vs. TRVLX
TRGOX (T. Rowe Price Large-Cap Growth Fund Investor Class) and TRVLX (T. Rowe Price Value Fund) are both mutual funds - TRGOX is a Large Cap Growth Equities fund managed by T. Rowe Price, while TRVLX is a Large Cap Value Equities fund managed by T. Rowe Price. Over the past 5 years, TRGOX returned 9.20%/yr vs 10.23%/yr for TRVLX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. TRGOX charges 0.70%/yr vs 0.65%/yr for TRVLX.
Performance
TRGOX vs. TRVLX - Performance Comparison
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Returns By Period
In the year-to-date period, TRGOX achieves a 0.18% return, which is significantly lower than TRVLX's 18.62% return.
TRGOX
- 1D
- 2.27%
- 1M
- -1.10%
- 6M
- 3.10%
- YTD
- 0.18%
- 1Y
- 9.29%
- 3Y*
- 20.45%
- 5Y*
- 9.20%
- 10Y*
- —
- ALL TIME*
- 16.88%
TRVLX
- 1D
- 0.35%
- 1M
- 1.89%
- 6M
- 12.55%
- YTD
- 18.62%
- 1Y
- 26.79%
- 3Y*
- 16.72%
- 5Y*
- 10.23%
- 10Y*
- 11.93%
- ALL TIME*
- 11.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRGOX vs. TRVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | 0.18% | 17.31% | 37.39% | 46.03% | -35.36% | 21.49% | 42.90% |
TRVLX T. Rowe Price Value Fund | 18.62% | 12.20% | 14.98% | 12.16% | -11.37% | 29.86% | 39.18% |
Correlation
The correlation between TRGOX and TRVLX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 4, 2020 | 0.60 |
Over the past year, the correlation between TRGOX and TRVLX has dropped to 0.36 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
TRGOX vs. TRVLX — Risk / Return Rank
TRGOX
TRVLX
TRGOX vs. TRVLX - 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 T. Rowe Price Value Fund (TRVLX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRGOX | TRVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.56 | -3.18 |
| Martin ratioReturn relative to average drawdown | 1.12 | 14.38 | -13.26 |
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Drawdowns
TRGOX vs. TRVLX - Drawdown Comparison
The maximum TRGOX drawdown since its inception was -41.29%, smaller than the maximum TRVLX drawdown of -60.22%. Use the drawdown chart below to compare losses from any high point for TRGOX and TRVLX.
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Drawdown Indicators
| TRGOX | TRVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.29% | -60.22% | +18.93% |
Max Drawdown (1Y)Largest decline over 1 year | -18.23% | -7.05% | -11.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.19% | -13.01% | -8.18% |
Max Drawdown (5Y)Largest decline over 5 years | -41.29% | -20.35% | -20.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.65% | — |
Current DrawdownCurrent decline from peak | -5.50% | -0.67% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -11.30% | -7.47% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 1.76% | +4.36% |
Volatility
TRGOX vs. TRVLX - Volatility Comparison
T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) has a higher volatility of 5.10% compared to T. Rowe Price Value Fund (TRVLX) at 2.87%. This indicates that TRGOX's price experiences larger fluctuations and is considered to be riskier than TRVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRGOX | TRVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 2.87% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 8.21% | +5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 11.19% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.57% | 14.17% | +8.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 17.27% | +4.84% |
TRGOX vs. TRVLX - Expense Ratio Comparison
TRGOX has a 0.70% expense ratio, which is higher than TRVLX's 0.65% expense ratio.
Dividends
TRGOX vs. TRVLX - Dividend Comparison
TRGOX's dividend yield for the trailing twelve months is around 13.70%, more than TRVLX's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | 13.70% | 13.73% | 9.85% | 2.04% | 3.89% | 1.15% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRVLX T. Rowe Price Value Fund | 3.84% | 4.56% | 8.50% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 5.89% | 3.06% | 8.77% |
Frequently Asked Questions
TRGOX and TRVLX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRGOX has higher volatility (5.10%) compared to TRVLX (2.87%). In terms of maximum drawdown, TRGOX dropped -41.29% vs TRVLX's -60.22%.
TRVLX currently has the higher Sharpe Ratio (2.25 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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