TRGOX vs. VTI
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and Vanguard Total Stock Market ETF (VTI).
TRGOX is managed by T. Rowe Price. It was launched on May 1, 2020. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRGOX or VTI.
Key characteristics
| TRGOX | VTI | |
|---|---|---|
| YTD Return | 32.87% | 26.21% |
| 1Y Return | 39.00% | 38.35% |
| 3Y Return (Ann) | 3.80% | 8.70% |
| Sharpe Ratio | 2.48 | 3.04 |
| Sortino Ratio | 3.27 | 4.05 |
| Omega Ratio | 1.45 | 1.57 |
| Calmar Ratio | 1.80 | 4.46 |
| Martin Ratio | 14.96 | 19.72 |
| Ulcer Index | 2.61% | 1.94% |
| Daily Std Dev | 15.71% | 12.58% |
| Max Drawdown | -44.00% | -55.45% |
| Current Drawdown | 0.00% | -0.39% |
Correlation
The correlation between TRGOX and VTI is 0.90, 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. VTI - Performance Comparison
In the year-to-date period, TRGOX achieves a 32.87% return, which is significantly higher than VTI's 26.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VTI - Expense Ratio Comparison
TRGOX has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
TRGOX vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
TRGOX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
TRGOX vs. VTI - Drawdown Comparison
The maximum TRGOX drawdown since its inception was -44.00%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TRGOX and VTI. For additional features, visit the drawdowns tool.
Volatility
TRGOX vs. VTI - Volatility Comparison
T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) has a higher volatility of 4.69% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. This indicates that TRGOX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.