TRLGX vs. FALAX
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund (TRLGX) and Fidelity Advisor Large Cap Fund Class A (FALAX).
TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001. FALAX is managed by Fidelity. It was launched on Sep 3, 1996.
Performance
TRLGX vs. FALAX - Performance Comparison
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TRLGX vs. FALAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRLGX T. Rowe Price Large-Cap Growth Fund | -14.83% | 17.51% | 37.57% | 46.22% | -35.26% | 23.24% | 39.57% | 28.51% | 4.35% | 37.77% |
FALAX Fidelity Advisor Large Cap Fund Class A | 0.00% | 19.36% | 26.05% | 23.16% | -8.16% | 25.49% | 8.56% | 31.37% | -8.64% | 16.87% |
Returns By Period
Over the past 10 years, TRLGX has outperformed FALAX with an annualized return of 16.26%, while FALAX has yielded a comparatively lower 14.35% annualized return.
TRLGX
- 1D
- -0.39%
- 1M
- -9.19%
- YTD
- -14.83%
- 6M
- -13.42%
- 1Y
- 8.66%
- 3Y*
- 20.81%
- 5Y*
- 9.15%
- 10Y*
- 16.26%
FALAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -1.16%
- 1Y
- 22.36%
- 3Y*
- 20.31%
- 5Y*
- 13.75%
- 10Y*
- 14.35%
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TRLGX vs. FALAX - Expense Ratio Comparison
TRLGX has a 0.55% expense ratio, which is lower than FALAX's 0.80% expense ratio.
Return for Risk
TRLGX vs. FALAX — Risk / Return Rank
TRLGX
FALAX
TRLGX vs. FALAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) and Fidelity Advisor Large Cap Fund Class A (FALAX). 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.
| TRLGX | FALAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 1.46 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.74 | 2.08 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.45 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 1.14 | -0.85 |
Martin ratioReturn relative to average drawdown | 0.96 | 4.62 | -3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRLGX | FALAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.46 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.85 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.78 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Correlation
The correlation between TRLGX and FALAX is 0.86, 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
TRLGX vs. FALAX - Dividend Comparison
TRLGX's dividend yield for the trailing twelve months is around 16.07%, more than FALAX's 6.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLGX T. Rowe Price Large-Cap Growth Fund | 16.07% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
FALAX Fidelity Advisor Large Cap Fund Class A | 6.03% | 6.03% | 6.33% | 3.46% | 2.21% | 6.69% | 5.50% | 8.65% | 17.32% | 6.41% | 2.11% | 3.02% |
Drawdowns
TRLGX vs. FALAX - Drawdown Comparison
The maximum TRLGX drawdown since its inception was -55.56%, smaller than the maximum FALAX drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for TRLGX and FALAX.
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Drawdown Indicators
| TRLGX | FALAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.56% | -63.41% | +7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -12.28% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -40.44% | -21.62% | -18.82% |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | -37.55% | -2.89% |
Current DrawdownCurrent decline from peak | -18.18% | -4.19% | -13.99% |
Average DrawdownAverage peak-to-trough decline | -8.71% | -14.00% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.45% | 3.92% | +1.53% |
Volatility
TRLGX vs. FALAX - Volatility Comparison
T. Rowe Price Large-Cap Growth Fund (TRLGX) has a higher volatility of 5.76% compared to Fidelity Advisor Large Cap Fund Class A (FALAX) at 0.00%. This indicates that TRLGX's price experiences larger fluctuations and is considered to be riskier than FALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLGX | FALAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 0.00% | +5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 5.85% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.86% | 17.18% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 16.55% | +5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 18.63% | +3.06% |