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TRLGX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRLGX vs. TBCIX - 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 Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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TRLGX vs. TBCIX - 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%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-11.20%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Returns By Period

The year-to-date returns for both investments are quite close, with TRLGX having a -11.46% return and TBCIX slightly higher at -11.20%. Both investments have delivered pretty close results over the past 10 years, with TRLGX having a 16.72% annualized return and TBCIX not far behind at 16.10%.


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%

TBCIX

1D
3.90%
1M
-5.46%
YTD
-11.20%
6M
-9.94%
1Y
15.19%
3Y*
26.37%
5Y*
10.79%
10Y*
16.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRLGX vs. TBCIX - Expense Ratio Comparison

TRLGX has a 0.55% expense ratio, which is lower than TBCIX's 0.56% expense ratio.


Return for Risk

TRLGX vs. TBCIX — 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

TBCIX
TBCIX Risk / Return Rank: 2929
Overall Rank
TBCIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 3131
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 2424
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. TBCIX - 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 Blue Chip Growth Fund I Class (TBCIX). 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.


TRLGXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.72

-0.13

Sortino ratio

Return per unit of downside risk

1.02

1.21

-0.19

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.55

0.78

-0.23

Martin ratio

Return relative to average drawdown

1.83

2.71

-0.88

TRLGX vs. TBCIX - Sharpe Ratio Comparison

The current TRLGX Sharpe Ratio is 0.59, which is comparable to the TBCIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TRLGX and TBCIX, 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


TRLGXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.72

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.45

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.71

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.68

-0.14

Correlation

The correlation between TRLGX and TBCIX is 0.99, 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. TBCIX - Dividend Comparison

TRLGX's dividend yield for the trailing twelve months is around 15.46%, more than TBCIX's 5.86% 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%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
5.86%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%

Drawdowns

TRLGX vs. TBCIX - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -55.56%, which is greater than TBCIX's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for TRLGX and TBCIX.


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Drawdown Indicators


TRLGXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.56%

-43.26%

-12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-16.96%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-43.26%

+2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-43.26%

+2.82%

Current Drawdown

Current decline from peak

-14.94%

-13.72%

-1.22%

Average Drawdown

Average peak-to-trough decline

-8.71%

-8.15%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

4.86%

+0.57%

Volatility

TRLGX vs. TBCIX - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund (TRLGX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) have volatilities of 7.19% and 7.01%, 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.


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Volatility by Period


TRLGXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

7.01%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

12.40%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

22.77%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

23.94%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

22.73%

-1.00%