TRLGX vs. IWF
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund (TRLGX) and iShares Russell 1000 Growth ETF (IWF).
TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001. IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRLGX or IWF.
Key characteristics
| TRLGX | IWF | |
|---|---|---|
| YTD Return | 27.21% | 26.11% |
| 1Y Return | 36.09% | 39.19% |
| 3Y Return (Ann) | 3.21% | 8.46% |
| 5Y Return (Ann) | 14.26% | 19.02% |
| 10Y Return (Ann) | 11.24% | 16.16% |
| Sharpe Ratio | 2.36 | 2.41 |
| Sortino Ratio | 3.12 | 3.10 |
| Omega Ratio | 1.43 | 1.44 |
| Calmar Ratio | 1.59 | 3.02 |
| Martin Ratio | 14.18 | 11.91 |
| Ulcer Index | 2.60% | 3.36% |
| Daily Std Dev | 15.65% | 16.59% |
| Max Drawdown | -56.16% | -64.18% |
| Current Drawdown | -0.85% | -1.56% |
Correlation
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.
Performance
TRLGX vs. IWF - Performance Comparison
The year-to-date returns for both stocks are quite close, with TRLGX having a 27.21% return and IWF slightly lower at 26.11%. Over the past 10 years, TRLGX has underperformed IWF with an annualized return of 11.24%, while IWF has yielded a comparatively higher 16.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
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 0.53%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.53% | 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.
Volatility
TRLGX vs. IWF - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Growth Fund (TRLGX) is 4.33%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 4.60%. 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.