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TRLGX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRLGX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Growth Fund (TRLGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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TRLGX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRLGX
T. Rowe Price Large-Cap Growth Fund
-14.83%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, TRLGX achieves a -14.83% return, which is significantly lower than VIGAX's -13.83% return. Both investments have delivered pretty close results over the past 10 years, with TRLGX having a 16.26% annualized return and VIGAX not far behind at 15.56%.


TRLGX

1D
-0.39%
1M
-9.19%
YTD
-14.83%
6M
-13.42%
1Y
8.66%
3Y*
20.81%
5Y*
9.15%
10Y*
16.26%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRLGX vs. VIGAX - Expense Ratio Comparison

TRLGX has a 0.55% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Return for Risk

TRLGX vs. VIGAX — Risk / Return Rank

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

TRLGX
TRLGX Risk / Return Rank: 1515
Overall Rank
TRLGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 1717
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1212
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
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. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


TRLGXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.61

-0.21

Sortino ratio

Return per unit of downside risk

0.74

1.04

-0.30

Omega ratio

Gain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

0.29

0.66

-0.37

Martin ratio

Return relative to average drawdown

0.96

2.37

-1.41

TRLGX vs. VIGAX - Sharpe Ratio Comparison

The current TRLGX Sharpe Ratio is 0.40, which is lower than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TRLGX and VIGAX, 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


TRLGXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.61

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.49

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.73

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.43

+0.11

Correlation

The correlation between TRLGX and VIGAX is 0.96, 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. VIGAX - Dividend Comparison

TRLGX's dividend yield for the trailing twelve months is around 16.07%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
TRLGX
T. Rowe Price Large-Cap Growth Fund
16.07%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

TRLGX vs. VIGAX - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -55.56%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for TRLGX and VIGAX.


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Drawdown Indicators


TRLGXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.56%

-50.66%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-16.51%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-35.63%

-4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-35.63%

-4.81%

Current Drawdown

Current decline from peak

-18.18%

-16.51%

-1.67%

Average Drawdown

Average peak-to-trough decline

-8.71%

-12.02%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

4.57%

+0.88%

Volatility

TRLGX vs. VIGAX - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund (TRLGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 5.76% and 5.52%, 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


TRLGXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

5.52%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

12.10%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

22.69%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

22.30%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

21.49%

+0.20%