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TRLGX vs. IWF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TRLGX vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Growth Fund (TRLGX) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.39%
14.08%
TRLGX
IWF

Returns By Period

The year-to-date returns for both stocks are quite close, with TRLGX having a 31.18% return and IWF slightly lower at 30.38%. Over the past 10 years, TRLGX has underperformed IWF with an annualized return of 11.34%, while IWF has yielded a comparatively higher 16.27% annualized return.


TRLGX

YTD

31.18%

1M

2.37%

6M

13.94%

1Y

33.23%

5Y (annualized)

14.43%

10Y (annualized)

11.34%

IWF

YTD

30.38%

1M

2.39%

6M

15.01%

1Y

35.95%

5Y (annualized)

19.38%

10Y (annualized)

16.27%

Key characteristics


TRLGXIWF
Sharpe Ratio2.152.18
Sortino Ratio2.862.84
Omega Ratio1.391.40
Calmar Ratio1.692.76
Martin Ratio12.9910.86
Ulcer Index2.62%3.37%
Daily Std Dev15.80%16.76%
Max Drawdown-56.16%-64.18%
Current Drawdown-1.46%-1.27%

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TRLGX vs. IWF - Expense Ratio Comparison

TRLGX has a 0.55% expense ratio, which is higher than IWF's 0.19% expense ratio.


TRLGX
T. Rowe Price Large-Cap Growth Fund
Expense ratio chart for TRLGX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for IWF: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Correlation

-0.50.00.51.00.9

The correlation between TRLGX and IWF is 0.95, 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.

Risk-Adjusted Performance

TRLGX vs. IWF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) and iShares Russell 1000 Growth ETF (IWF). 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.


Sharpe ratio
The chart of Sharpe ratio for TRLGX, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.005.002.152.18
The chart of Sortino ratio for TRLGX, currently valued at 2.86, compared to the broader market0.005.0010.002.862.84
The chart of Omega ratio for TRLGX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.40
The chart of Calmar ratio for TRLGX, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.001.692.76
The chart of Martin ratio for TRLGX, currently valued at 12.99, compared to the broader market0.0020.0040.0060.0080.00100.0012.9910.86
TRLGX
IWF

The current TRLGX Sharpe Ratio is 2.15, which is comparable to the IWF Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of TRLGX and IWF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.15
2.18
TRLGX
IWF

Dividends

TRLGX vs. IWF - Dividend Comparison

TRLGX has not paid dividends to shareholders, while IWF's dividend yield for the trailing twelve months is around 0.51%.


TTM20232022202120202019201820172016201520142013
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%0.04%
IWF
iShares Russell 1000 Growth ETF
0.51%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%1.29%

Drawdowns

TRLGX vs. IWF - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -56.16%, smaller than the maximum IWF drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for TRLGX and IWF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.46%
-1.27%
TRLGX
IWF

Volatility

TRLGX vs. IWF - Volatility Comparison

The current volatility for T. Rowe Price Large-Cap Growth Fund (TRLGX) is 4.93%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 5.41%. This indicates that TRLGX experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.93%
5.41%
TRLGX
IWF