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TRGOX vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRGOX vs. VGT - 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 Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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TRGOX vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
-14.85%17.31%37.39%46.03%-35.36%21.49%42.90%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%49.70%

Returns By Period

In the year-to-date period, TRGOX achieves a -14.85% return, which is significantly lower than VGT's -7.34% return.


TRGOX

1D
-0.39%
1M
-9.19%
YTD
-14.85%
6M
-13.49%
1Y
8.49%
3Y*
20.65%
5Y*
8.72%
10Y*

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRGOX vs. VGT - Expense Ratio Comparison

TRGOX has a 0.70% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

TRGOX vs. VGT — Risk / Return Rank

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

TRGOX
TRGOX Risk / Return Rank: 1515
Overall Rank
TRGOX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TRGOX Sortino Ratio Rank: 1717
Sortino Ratio Rank
TRGOX Omega Ratio Rank: 1717
Omega Ratio Rank
TRGOX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRGOX Martin Ratio Rank: 1212
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
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. VGT - 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 Vanguard Information Technology ETF (VGT). 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.


TRGOXVGTDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.08

-0.68

Sortino ratio

Return per unit of downside risk

0.73

1.65

-0.92

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.28

1.77

-1.49

Martin ratio

Return relative to average drawdown

0.93

5.47

-4.55

TRGOX vs. VGT - Sharpe Ratio Comparison

The current TRGOX Sharpe Ratio is 0.39, which is lower than the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TRGOX and VGT, 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


TRGOXVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.08

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.58

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.61

+0.06

Correlation

The correlation between TRGOX and VGT 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. VGT - Dividend Comparison

TRGOX's dividend yield for the trailing twelve months is around 16.12%, more than VGT's 0.44% yield.


TTM20252024202320222021202020192018201720162015
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
16.12%13.73%9.85%2.04%3.89%1.15%0.36%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

TRGOX vs. VGT - Drawdown Comparison

The maximum TRGOX drawdown since its inception was -41.29%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TRGOX and VGT.


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Drawdown Indicators


TRGOXVGTDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-54.63%

+13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-18.23%

-16.40%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-41.29%

-35.07%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-18.23%

-12.77%

-5.46%

Average Drawdown

Average peak-to-trough decline

-11.66%

-8.00%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

5.30%

+0.17%

Volatility

TRGOX vs. VGT - Volatility Comparison

The current volatility for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) is 5.75%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.99%. This indicates that TRGOX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRGOXVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

7.99%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

16.31%

-4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

27.24%

-5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

25.07%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

24.48%

-2.22%