TRLGX vs. VITSX
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund (TRLGX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX).
TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001. VITSX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRLGX or VITSX.
Performance
TRLGX vs. VITSX - Performance Comparison
Returns By Period
In the year-to-date period, TRLGX achieves a 30.95% return, which is significantly higher than VITSX's 24.74% return. Over the past 10 years, TRLGX has underperformed VITSX with an annualized return of 11.36%, while VITSX has yielded a comparatively higher 12.64% annualized return.
TRLGX
30.95%
2.35%
13.58%
33.80%
14.41%
11.36%
VITSX
24.74%
1.75%
12.49%
32.62%
14.95%
12.64%
Key characteristics
| TRLGX | VITSX | |
|---|---|---|
| Sharpe Ratio | 2.11 | 2.57 |
| Sortino Ratio | 2.82 | 3.44 |
| Omega Ratio | 1.39 | 1.47 |
| Calmar Ratio | 1.66 | 3.77 |
| Martin Ratio | 12.76 | 16.39 |
| Ulcer Index | 2.62% | 1.97% |
| Daily Std Dev | 15.81% | 12.55% |
| Max Drawdown | -56.16% | -55.31% |
| Current Drawdown | -1.63% | -1.51% |
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TRLGX vs. VITSX - Expense Ratio Comparison
TRLGX has a 0.55% expense ratio, which is higher than VITSX's 0.03% expense ratio.
Correlation
The correlation between TRLGX and VITSX 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.
Risk-Adjusted Performance
TRLGX vs. VITSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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. VITSX - Dividend Comparison
TRLGX has not paid dividends to shareholders, while VITSX's dividend yield for the trailing twelve months is around 1.28%.
| 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% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.28% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.93% | 1.99% | 1.77% | 1.75% |
Drawdowns
TRLGX vs. VITSX - Drawdown Comparison
The maximum TRLGX drawdown since its inception was -56.16%, roughly equal to the maximum VITSX drawdown of -55.31%. Use the drawdown chart below to compare losses from any high point for TRLGX and VITSX. For additional features, visit the drawdowns tool.
Volatility
TRLGX vs. VITSX - Volatility Comparison
T. Rowe Price Large-Cap Growth Fund (TRLGX) has a higher volatility of 5.16% compared to Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) at 4.26%. This indicates that TRLGX's price experiences larger fluctuations and is considered to be riskier than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.