TRLUX vs. MALVX
TRLUX (T. Rowe Price Large Cap Value Fund Investor Class) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, TRLUX returned 9.89%/yr vs 12.93%/yr for MALVX. Their correlation of 0.94 means they have usually moved in the same direction. TRLUX charges 0.70%/yr vs 0.54%/yr for MALVX.
Performance
TRLUX vs. MALVX - Performance Comparison
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Returns By Period
In the year-to-date period, TRLUX achieves a 20.76% return, which is significantly lower than MALVX's 22.59% return.
TRLUX
- 1D
- 0.51%
- 1M
- 0.99%
- 6M
- 15.84%
- YTD
- 20.76%
- 1Y
- 32.60%
- 3Y*
- 15.78%
- 5Y*
- 9.89%
- 10Y*
- —
- ALL TIME*
- 16.37%
MALVX
- 1D
- 0.97%
- 1M
- 1.94%
- 6M
- 17.40%
- YTD
- 22.59%
- 1Y
- 38.80%
- 3Y*
- 20.54%
- 5Y*
- 12.93%
- 10Y*
- 12.99%
- ALL TIME*
- 9.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRLUX vs. MALVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TRLUX T. Rowe Price Large Cap Value Fund Investor Class | 20.76% | 11.66% | 11.14% | 9.51% | -5.25% | 21.12% | 36.65% |
MALVX BlackRock Advantage Large Cap Value Fund | 22.59% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 29.16% |
Correlation
The correlation between TRLUX and MALVX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 4, 2020 | 0.94 |
The correlation between TRLUX and MALVX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
TRLUX vs. MALVX — Risk / Return Rank
TRLUX
MALVX
TRLUX vs. MALVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRLUX | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.58 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 5.55 | -1.35 |
| Martin ratioReturn relative to average drawdown | 16.38 | 25.78 | -9.40 |
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Drawdowns
TRLUX vs. MALVX - Drawdown Comparison
The maximum TRLUX drawdown since its inception was -18.06%, smaller than the maximum MALVX drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for TRLUX and MALVX.
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Drawdown Indicators
| TRLUX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.06% | -55.21% | +37.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -6.53% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.59% | -16.13% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -19.73% | +1.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.12% | — |
Current DrawdownCurrent decline from peak | -0.65% | -0.19% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -8.70% | +4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.41% | +0.42% |
Volatility
TRLUX vs. MALVX - Volatility Comparison
T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) and BlackRock Advantage Large Cap Value Fund (MALVX) have volatilities of 2.85% and 2.77%, 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
| TRLUX | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.77% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 8.90% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 11.35% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 14.78% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 17.25% | -1.36% |
TRLUX vs. MALVX - Expense Ratio Comparison
TRLUX has a 0.70% expense ratio, which is higher than MALVX's 0.54% expense ratio.
Dividends
TRLUX vs. MALVX - Dividend Comparison
TRLUX's dividend yield for the trailing twelve months is around 10.55%, which matches MALVX's 10.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 10.57% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
TRLUX T. Rowe Price Large Cap Value Fund Investor Class | 10.55% | 12.74% | 8.27% | 8.22% | 19.09% | 3.04% | 3.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, TRLUX and MALVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TRLUX has higher volatility (2.85%) compared to MALVX (2.77%). In terms of maximum drawdown, TRLUX dropped -18.06% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.20 vs 2.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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