TRLUX vs. PRWAX
Compare and contrast key facts about T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
TRLUX is an actively managed fund by T. Rowe Price. It was launched on May 4, 2020. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
TRLUX vs. PRWAX - Performance Comparison
Loading graphics...
TRLUX vs. PRWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TRLUX T. Rowe Price Large Cap Value Fund Investor Class | 0.31% | 24.73% | 11.14% | 9.51% | -5.25% | 21.12% | 36.65% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -12.37% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 47.87% |
Returns By Period
In the year-to-date period, TRLUX achieves a 0.31% return, which is significantly higher than PRWAX's -12.37% return.
TRLUX
- 1D
- 0.00%
- 1M
- -6.95%
- YTD
- 0.31%
- 6M
- 16.57%
- 1Y
- 20.82%
- 3Y*
- 15.64%
- 5Y*
- 9.16%
- 10Y*
- —
PRWAX
- 1D
- -0.24%
- 1M
- -9.15%
- YTD
- -12.37%
- 6M
- -3.78%
- 1Y
- 16.34%
- 3Y*
- 18.79%
- 5Y*
- 10.36%
- 10Y*
- 16.95%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRLUX vs. PRWAX - Expense Ratio Comparison
TRLUX has a 0.70% expense ratio, which is lower than PRWAX's 0.76% expense ratio.
Return for Risk
TRLUX vs. PRWAX — Risk / Return Rank
TRLUX
PRWAX
TRLUX vs. PRWAX - 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 T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.
| TRLUX | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.87 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.42 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.02 | +0.60 |
Martin ratioReturn relative to average drawdown | 6.57 | 3.79 | +2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TRLUX | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.87 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.58 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.59 | +0.36 |
Correlation
The correlation between TRLUX and PRWAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TRLUX vs. PRWAX - Dividend Comparison
TRLUX's dividend yield for the trailing twelve months is around 23.15%, more than PRWAX's 19.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLUX T. Rowe Price Large Cap Value Fund Investor Class | 23.15% | 23.22% | 8.27% | 8.22% | 19.09% | 3.04% | 3.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 19.01% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
TRLUX vs. PRWAX - Drawdown Comparison
The maximum TRLUX drawdown since its inception was -18.06%, smaller than the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TRLUX and PRWAX.
Loading graphics...
Drawdown Indicators
| TRLUX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.06% | -55.06% | +37.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -14.05% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -29.38% | +11.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.50% | — |
Current DrawdownCurrent decline from peak | -7.02% | -14.05% | +7.03% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -9.92% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.79% | -0.72% |
Volatility
TRLUX vs. PRWAX - Volatility Comparison
The current volatility for T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) is 3.75%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 4.90%. This indicates that TRLUX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TRLUX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.90% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 12.45% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 19.42% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 17.88% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 18.82% | -2.15% |