TRLGX vs. IWF
TRLGX (T. Rowe Price Large-Cap Growth Fund) and IWF (iShares Russell 1000 Growth ETF) are both Large Cap Growth Equities funds. TRLGX is actively managed, while IWF is passively managed. Over the past 10 years, TRLGX returned 18.48%/yr vs 18.27%/yr for IWF. Their correlation of 0.95 suggests significant overlap in exposure. TRLGX charges 0.55%/yr vs 0.18%/yr for IWF.
Performance
TRLGX vs. IWF - Performance Comparison
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Returns By Period
In the year-to-date period, TRLGX achieves a -0.26% return, which is significantly lower than IWF's 1.43% return. Both investments have delivered pretty close results over the past 10 years, with TRLGX having a 18.48% annualized return and IWF not far behind at 18.27%.
TRLGX
- 1D
- -1.60%
- 1M
- -2.62%
- YTD
- -0.26%
- 6M
- -1.17%
- 1Y
- 14.05%
- 3Y*
- 22.59%
- 5Y*
- 10.25%
- 10Y*
- 18.48%
IWF
- 1D
- -1.60%
- 1M
- -4.07%
- YTD
- 1.43%
- 6M
- 0.16%
- 1Y
- 17.87%
- 3Y*
- 21.78%
- 5Y*
- 12.94%
- 10Y*
- 18.27%
TRLGX vs. IWF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRLGX T. Rowe Price Large-Cap Growth Fund | -0.26% | 17.51% | 37.57% | 46.22% | -35.26% | 23.24% | 39.57% | 28.51% | 4.35% | 37.77% |
IWF iShares Russell 1000 Growth ETF | 1.43% | 18.33% | 33.12% | 42.59% | -29.31% | 27.43% | 38.25% | 35.86% | -1.67% | 29.95% |
Correlation
The correlation between TRLGX and IWF is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2001 | 0.95 |
The correlation between TRLGX and IWF has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
TRLGX vs. IWF — Risk / Return Rank
TRLGX
IWF
TRLGX vs. IWF - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRLGX | IWF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.10 | -0.27 |
| Martin ratioReturn relative to average drawdown | 2.57 | 3.59 | -1.02 |
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Drawdowns
TRLGX vs. IWF - Drawdown Comparison
The maximum TRLGX drawdown since its inception was -55.56%, smaller than the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for TRLGX and IWF.
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Drawdown Indicators
| TRLGX | IWF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.56% | -64.25% | +8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -16.27% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -23.36% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -40.44% | -32.72% | -7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | -32.72% | -7.72% |
Current DrawdownCurrent decline from peak | -5.97% | -6.88% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -22.05% | +13.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 4.99% | +0.86% |
Volatility
TRLGX vs. IWF - Volatility Comparison
T. Rowe Price Large-Cap Growth Fund (TRLGX) has a higher volatility of 6.43% compared to iShares Russell 1000 Growth ETF (IWF) at 6.08%. This indicates that TRLGX's price experiences larger fluctuations and is considered to be riskier than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLGX | IWF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 6.08% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 12.65% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 16.24% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 21.52% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.83% | 21.01% | +0.82% |
TRLGX vs. IWF - Expense Ratio Comparison
TRLGX has a 0.55% expense ratio, which is higher than IWF's 0.18% expense ratio.
Dividends
TRLGX vs. IWF - Dividend Comparison
TRLGX's dividend yield for the trailing twelve months is around 13.73%, more than IWF's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 0.36% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 13.73% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
Frequently Asked Questions
With a correlation of 0.93, TRLGX and IWF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TRLGX has higher volatility (6.43%) compared to IWF (6.08%). In terms of maximum drawdown, TRLGX dropped -55.56% vs IWF's -64.25%.
IWF currently has the higher Sharpe Ratio (1.11 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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