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TRULX vs. FSUTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRULX vs. FSUTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price US Large-Cap Core (TRULX) and Fidelity Select Utilities Portfolio (FSUTX). The values are adjusted to include any dividend payments, if applicable.

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TRULX vs. FSUTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRULX
T. Rowe Price US Large-Cap Core
-5.26%21.53%22.97%22.61%-15.14%25.57%15.57%29.51%-3.38%19.85%
FSUTX
Fidelity Select Utilities Portfolio
6.77%16.19%28.76%-1.12%5.20%17.64%0.75%22.68%8.41%17.94%

Returns By Period

In the year-to-date period, TRULX achieves a -5.26% return, which is significantly lower than FSUTX's 6.77% return. Over the past 10 years, TRULX has outperformed FSUTX with an annualized return of 13.05%, while FSUTX has yielded a comparatively lower 12.04% annualized return.


TRULX

1D
-0.34%
1M
-7.79%
YTD
-5.26%
6M
3.43%
1Y
19.30%
3Y*
18.58%
5Y*
11.90%
10Y*
13.05%

FSUTX

1D
-0.14%
1M
-4.57%
YTD
6.77%
6M
6.04%
1Y
21.04%
3Y*
17.73%
5Y*
13.73%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRULX vs. FSUTX - Expense Ratio Comparison

TRULX has a 0.64% expense ratio, which is lower than FSUTX's 0.74% expense ratio.


Return for Risk

TRULX vs. FSUTX — Risk / Return Rank

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

TRULX
TRULX Risk / Return Rank: 7272
Overall Rank
TRULX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TRULX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TRULX Omega Ratio Rank: 7373
Omega Ratio Rank
TRULX Calmar Ratio Rank: 7070
Calmar Ratio Rank
TRULX Martin Ratio Rank: 7878
Martin Ratio Rank

FSUTX
FSUTX Risk / Return Rank: 7575
Overall Rank
FSUTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSUTX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSUTX Omega Ratio Rank: 6666
Omega Ratio Rank
FSUTX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSUTX Martin Ratio Rank: 6666
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.

TRULX vs. FSUTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price US Large-Cap Core (TRULX) and Fidelity Select Utilities Portfolio (FSUTX). 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.


TRULXFSUTXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.38

-0.24

Sortino ratio

Return per unit of downside risk

1.80

1.88

-0.09

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

1.60

2.48

-0.89

Martin ratio

Return relative to average drawdown

7.58

6.24

+1.33

TRULX vs. FSUTX - Sharpe Ratio Comparison

The current TRULX Sharpe Ratio is 1.13, which is comparable to the FSUTX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TRULX and FSUTX, 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


TRULXFSUTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.38

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.80

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.63

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.68

+0.17

Correlation

The correlation between TRULX and FSUTX is 0.56, 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

TRULX vs. FSUTX - Dividend Comparison

TRULX's dividend yield for the trailing twelve months is around 15.88%, more than FSUTX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
TRULX
T. Rowe Price US Large-Cap Core
15.88%15.04%6.66%0.45%4.27%7.28%0.85%3.55%7.89%2.10%0.94%5.23%
FSUTX
Fidelity Select Utilities Portfolio
6.19%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%

Drawdowns

TRULX vs. FSUTX - Drawdown Comparison

The maximum TRULX drawdown since its inception was -33.68%, smaller than the maximum FSUTX drawdown of -66.73%. Use the drawdown chart below to compare losses from any high point for TRULX and FSUTX.


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Drawdown Indicators


TRULXFSUTXDifference

Max Drawdown

Largest peak-to-trough decline

-33.68%

-66.73%

+33.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-9.21%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-20.15%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-37.61%

+3.93%

Current Drawdown

Current decline from peak

-8.57%

-4.57%

-4.00%

Average Drawdown

Average peak-to-trough decline

-3.67%

-11.29%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.66%

-1.30%

Volatility

TRULX vs. FSUTX - Volatility Comparison

The current volatility for T. Rowe Price US Large-Cap Core (TRULX) is 4.04%, while Fidelity Select Utilities Portfolio (FSUTX) has a volatility of 6.05%. This indicates that TRULX experiences smaller price fluctuations and is considered to be less risky than FSUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRULXFSUTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

6.05%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

12.18%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

16.24%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

17.20%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

19.30%

-2.22%