PortfoliosLab logoPortfoliosLab logo
TRGOX vs. VIGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRGOX vs. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TRGOX vs. VIGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
-11.49%17.31%37.39%46.03%-35.36%21.49%42.90%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-10.39%19.44%32.68%46.77%-33.13%27.27%43.68%

Returns By Period

In the year-to-date period, TRGOX achieves a -11.49% return, which is significantly lower than VIGIX's -10.39% return.


TRGOX

1D
3.95%
1M
-5.81%
YTD
-11.49%
6M
-10.37%
1Y
11.99%
3Y*
22.22%
5Y*
9.16%
10Y*

VIGIX

1D
3.99%
1M
-5.47%
YTD
-10.39%
6M
-9.19%
1Y
17.20%
3Y*
21.14%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VIGIX - Expense Ratio Comparison

TRGOX has a 0.70% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


Return for Risk

TRGOX vs. VIGIX — Risk / Return Rank

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

TRGOX
TRGOX Risk / Return Rank: 2020
Overall Rank
TRGOX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRGOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TRGOX Omega Ratio Rank: 2222
Omega Ratio Rank
TRGOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRGOX Martin Ratio Rank: 1616
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 3838
Overall Rank
VIGIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 3838
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 3737
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. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). 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.


TRGOXVIGIXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.80

-0.22

Sortino ratio

Return per unit of downside risk

1.01

1.31

-0.30

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.53

1.11

-0.58

Martin ratio

Return relative to average drawdown

1.79

3.97

-2.18

TRGOX vs. VIGIX - Sharpe Ratio Comparison

The current TRGOX Sharpe Ratio is 0.58, which is comparable to the VIGIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TRGOX and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TRGOXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.80

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.51

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.44

+0.26

Correlation

The correlation between TRGOX and VIGIX is 0.96, 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. VIGIX - Dividend Comparison

TRGOX's dividend yield for the trailing twelve months is around 15.51%, more than VIGIX's 0.45% yield.


TTM20252024202320222021202020192018201720162015
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
15.51%13.73%9.85%2.04%3.89%1.15%0.36%0.00%0.00%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

TRGOX vs. VIGIX - Drawdown Comparison

The maximum TRGOX drawdown since its inception was -41.29%, smaller than the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for TRGOX and VIGIX.


Loading graphics...

Drawdown Indicators


TRGOXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-56.95%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-18.23%

-16.51%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-41.29%

-35.62%

-5.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-15.00%

-13.17%

-1.83%

Average Drawdown

Average peak-to-trough decline

-11.67%

-16.36%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

4.64%

+0.82%

Volatility

TRGOX vs. VIGIX - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 7.19% and 7.01%, 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.


Loading graphics...

Volatility by Period


TRGOXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

7.01%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

12.74%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

22.15%

22.99%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

22.36%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.31%

21.53%

+0.78%