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TRLGX vs. VRTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRLGX vs. VRTIX - 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 Russell 2000 Index Fund Institutional Shares (VRTIX). The values are adjusted to include any dividend payments, if applicable.

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TRLGX vs. VRTIX - 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%
VRTIX
Vanguard Russell 2000 Index Fund Institutional Shares
-2.47%12.55%11.59%17.01%-20.40%14.71%20.46%25.60%-10.92%14.77%

Returns By Period

In the year-to-date period, TRLGX achieves a -14.83% return, which is significantly lower than VRTIX's -2.47% return. Over the past 10 years, TRLGX has outperformed VRTIX with an annualized return of 16.26%, while VRTIX has yielded a comparatively lower 9.54% annualized return.


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%

VRTIX

1D
-1.45%
1M
-8.17%
YTD
-2.47%
6M
-0.32%
1Y
21.61%
3Y*
11.72%
5Y*
3.03%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRLGX vs. VRTIX - Expense Ratio Comparison

TRLGX has a 0.55% expense ratio, which is higher than VRTIX's 0.08% expense ratio.


Return for Risk

TRLGX vs. VRTIX — 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

VRTIX
VRTIX Risk / Return Rank: 4949
Overall Rank
VRTIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VRTIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VRTIX Omega Ratio Rank: 4040
Omega Ratio Rank
VRTIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VRTIX Martin Ratio Rank: 5151
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. VRTIX - 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 Russell 2000 Index Fund Institutional Shares (VRTIX). 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.


TRLGXVRTIXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.91

-0.51

Sortino ratio

Return per unit of downside risk

0.74

1.40

-0.66

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

0.29

1.33

-1.04

Martin ratio

Return relative to average drawdown

0.96

5.03

-4.07

TRLGX vs. VRTIX - Sharpe Ratio Comparison

The current TRLGX Sharpe Ratio is 0.40, which is lower than the VRTIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TRLGX and VRTIX, 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


TRLGXVRTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.91

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.14

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.41

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.46

+0.08

Correlation

The correlation between TRLGX and VRTIX is 0.75, 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. VRTIX - Dividend Comparison

TRLGX's dividend yield for the trailing twelve months is around 16.07%, more than VRTIX's 1.30% 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%
VRTIX
Vanguard Russell 2000 Index Fund Institutional Shares
1.30%1.00%1.23%1.46%1.50%1.05%1.14%1.36%1.49%1.24%1.33%1.31%

Drawdowns

TRLGX vs. VRTIX - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -55.56%, which is greater than VRTIX's maximum drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for TRLGX and VRTIX.


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Drawdown Indicators


TRLGXVRTIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.56%

-41.69%

-13.87%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-13.91%

-4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-31.98%

-8.46%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-41.69%

+1.25%

Current Drawdown

Current decline from peak

-18.18%

-10.99%

-7.19%

Average Drawdown

Average peak-to-trough decline

-8.71%

-8.48%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

3.68%

+1.77%

Volatility

TRLGX vs. VRTIX - Volatility Comparison

The current volatility for T. Rowe Price Large-Cap Growth Fund (TRLGX) is 5.76%, while Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has a volatility of 6.61%. This indicates that TRLGX experiences smaller price fluctuations and is considered to be less risky than VRTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRLGXVRTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

6.61%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

14.12%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

23.12%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

22.58%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

23.39%

-1.70%