TRLGX vs. IWF

In the year-to-date period, TRLGX achieves a -8.34% return, which is significantly higher than IWF's -10.84% return. Over the past 10 years, TRLGX has underperformed IWF with an annualized return of 10.00%, while IWF has yielded a comparatively higher 14.64% annualized return.

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

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.

The current TRLGX Sharpe Ratio is 0.07, which is lower than the IWF Sharpe Ratio of 0.31. 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.

TRLGX has not paid dividends to shareholders, while IWF's dividend yield for the trailing twelve months is around 0.50%.

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.

T. Rowe Price Large-Cap Growth Fund (TRLGX) and iShares Russell 1000 Growth ETF (IWF) have volatilities of 15.18% and 15.59%, 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.