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TRLGX vs. PRCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRLGX vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Growth Fund (TRLGX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

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TRLGX vs. PRCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRLGX
T. Rowe Price Large-Cap Growth Fund
-11.46%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%
PRCOX
T. Rowe Price U.S. Equity Research Fund
-4.40%16.97%26.41%29.82%-18.80%28.06%19.82%33.04%-4.73%23.80%

Returns By Period

In the year-to-date period, TRLGX achieves a -11.46% return, which is significantly lower than PRCOX's -4.40% return. Over the past 10 years, TRLGX has outperformed PRCOX with an annualized return of 16.72%, while PRCOX has yielded a comparatively lower 14.64% annualized return.


TRLGX

1D
3.95%
1M
-5.81%
YTD
-11.46%
6M
-10.30%
1Y
12.15%
3Y*
22.38%
5Y*
9.59%
10Y*
16.72%

PRCOX

1D
3.03%
1M
-5.43%
YTD
-4.40%
6M
-1.63%
1Y
17.03%
3Y*
19.27%
5Y*
12.31%
10Y*
14.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRLGX vs. PRCOX - Expense Ratio Comparison

TRLGX has a 0.55% expense ratio, which is higher than PRCOX's 0.42% expense ratio.


Return for Risk

TRLGX vs. PRCOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRLGX
TRLGX Risk / Return Rank: 2121
Overall Rank
TRLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1717
Martin Ratio Rank

PRCOX
PRCOX Risk / Return Rank: 5353
Overall Rank
PRCOX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PRCOX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PRCOX Omega Ratio Rank: 5555
Omega Ratio Rank
PRCOX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PRCOX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRLGX vs. PRCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.


TRLGXPRCOXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.97

-0.38

Sortino ratio

Return per unit of downside risk

1.02

1.49

-0.47

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

0.55

1.29

-0.74

Martin ratio

Return relative to average drawdown

1.83

6.07

-4.25

TRLGX vs. PRCOX - Sharpe Ratio Comparison

The current TRLGX Sharpe Ratio is 0.59, which is lower than the PRCOX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TRLGX and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRLGXPRCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.97

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.72

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.80

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.55

0.00

Correlation

The correlation between TRLGX and PRCOX is 0.93, 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. PRCOX - Dividend Comparison

TRLGX's dividend yield for the trailing twelve months is around 15.46%, more than PRCOX's 1.80% yield.


TTM20252024202320222021202020192018201720162015
TRLGX
T. Rowe Price Large-Cap Growth Fund
15.46%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%
PRCOX
T. Rowe Price U.S. Equity Research Fund
1.80%1.72%0.64%1.17%1.28%3.71%1.04%1.39%5.60%7.02%7.28%8.76%

Drawdowns

TRLGX vs. PRCOX - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -55.56%, roughly equal to the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for TRLGX and PRCOX.


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Drawdown Indicators


TRLGXPRCOXDifference

Max Drawdown

Largest peak-to-trough decline

-55.56%

-53.96%

-1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-12.19%

-5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-24.94%

-15.50%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-34.42%

-6.02%

Current Drawdown

Current decline from peak

-14.94%

-6.57%

-8.37%

Average Drawdown

Average peak-to-trough decline

-8.71%

-9.22%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

2.59%

+2.84%

Volatility

TRLGX vs. PRCOX - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund (TRLGX) has a higher volatility of 7.19% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 5.63%. This indicates that TRLGX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRLGXPRCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

5.63%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

9.35%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

18.35%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

17.33%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

18.33%

+3.40%